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Polynomial bounds for probability generating functions
Published online by Cambridge University Press: 14 July 2016
Abstract
The problem of approximating an arbitrary probability generating function (p.g.f.) by a polynomial is considered. It is shown that if the coefficients rj are chosen so that LN(·) agrees with g(·) to k derivatives at s = 1 and to (N – k) derivatives at s = 0, then LN is in fact an upper or lower bound to g; the nature of the bound depends only on k and not on N. Application of the results to the problems of finding bounds for extinction probabilities, extinction time distributions and moments of branching process distributions are examined.
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- Copyright © Applied Probability Trust 1975
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