Probability and Statistics Seminar   RSS

24/03/2009, 15:00 — 16:00 — Room P3.10, Mathematics Building
Mohan Chaudhry, Royal Military College of Canada

Numerical Inversion of Transforms Occurring in Queueing and Other Stochastic Processes

We consider the numerical inversion of three classes of generating functions (GFs): classes of probability generating functions (PGFs) that are given in rational and non-rational forms, and a class of GFs that are not PGFs. Particular emphasis is on those PGFs that are not explicitly given but contain a number of unknowns. We show that the desired sequence can be obtained to any given accuracy, so long as enough numerical precision is used.
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