FACTORIAL MOMENT EXPANSION FOR STOCHASTIC-SYSTEMS

被引：26

作者：

BLASZCZYSZYN, B

机构：

[1] Mathematical Institute, University of Wroclaw, 50-384 Wroclaw

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1995年 / 56卷 / 02期

关键词：

HIGHER ORDER CAMPBELL MEASURE; N-FOLD PALM DISTRIBUTION; FACTORIAL MOMENT MEASURE; PALM-KHINCHIN FORMULA; FACTORIAL MOMENT EXPANSION; TAYLORS THEOREM; POINT PROCESS; LIGHT TRAFFIC; G/GI/1; QUEUE;

D O I：

10.1016/0304-4149(94)00071-Z

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

For a given functional of a simple point process, we find an analogue of Taylor's theorem for its mean value. The terms of the expansion are integrals of some real functions with respect to factorial moment measures of the point process. The remainder term is an integral of some functional with respect to a higher order Campbell measure. A special case of this expansion is Palm-Khinchin formula. The results complement previous studies of Reiman and Simon (1989), Baccelli and Bremaud (1993) and shed new light on light traffic approximations of Daley and Rolski (1994), Blaszczyszyn and Rolski (1993).

引用

页码：321 / 335

页数：15

共 24 条

[1] VIRTUAL CUSTOMERS IN SENSITIVITY AND LIGHT TRAFFIC ANALYSIS VIA CAMPBELL FORMULA FOR POINT-PROCESSES [J].