A probabilistic generalization of Taylor's theorem

DOI10.1016/0167-7152(93)90122-YMaRDI QIDQ1209451zbMATHOpenAlexFDO

Authors William A. Massey, Ward Whitt

Publication date 16 May 1993

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(93)90122-y

zbMATH Keywords

nonstationary queuesqueueing systeminfinite-server queuesequilibrium residual- lifetime distributionstochastic point processes

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25)

Recommendations

• On a probabilistic generalization of Taylor's theorem
• Probabilistic applications of Tauberian theorems
• scientific article; zbMATH DE number 4100258
• Generalization of a Probability Limit Theorem of Cramer
• scientific article; zbMATH DE number 4004827
• Some Generalizations of Limit Theorems in Probability Theory
• scientific article; zbMATH DE number 2227364
• A generalization of Gauss-Kuzmin-Lévy theorem

Cites work

• scientific article; zbMATH DE number 46153 (Why is no real title available?)
• scientific article; zbMATH DE number 47258 (Why is no real title available?)
• scientific article; zbMATH DE number 3238721 (Why is no real title available?)
• A generalization of Dynkin's identity and some applications
• An introduction to the theory of point processes
• Asymptotic Analysis of the Time Dependent M/M/1 Queue
• Convergence of a sequence of transformations of distribution functions
• On a Certain Class of Limit Distributions
• The Pointwise Stationary Approximation for Mt/Mt/s Queues Is Asymptotically Correct As the Rates Increase
• The correlation functions of rbm and m/m/1
• The limits of sequences of iterated overshoot distribution functions
• The renewal-process stationary-excess operator

Cited in

(17)

• Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions
• Generalizacion de las leyes de probabilidad de Laplace-Gauss y cauchy
• A quantile-based probabilistic mean value theorem
• Error bounds in divided difference expansions. A probabilistic perspective
• Differential calculus for linear operators represented by finite signed measures and applications
• Uniform acceleration expansions for Markov chains with time-varying rates
• On a generalization of the stationary excess operator
• Bondesson's functions in reliability theory
• Statistical analysis of old age behavior
• Analysis of a defective renewal equation arising in ruin theory
• Probabilistic mean value theorems for conditioned random variables with applications
• On a probabilistic generalization of Taylor's theorem
• On the fractional probabilistic Taylor's and mean value theorems
• Simplified probabilistic approach to the Hörmander theorem
• S -Convex Extrema, Taylor-Type Expansions and Stochastic Approximations
• Equilibrium compound distributions and stop-loss moments
• Moment Inequalities for Discrete Ageing Families

This page was built for publication: A probabilistic generalization of Taylor's theorem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1209451)