Polynomial bounds for probability generating functions
- 1 September 1975
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 12 (3) , 507-514
- https://doi.org/10.2307/3212865
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.Keywords
This publication has 2 references indexed in Scilit:
- Bounds for moment generating functions and for extinction probabilitiesJournal of Applied Probability, 1966
- On inequalities of the Tchebychev typeMathematical Proceedings of the Cambridge Philosophical Society, 1963