Hostname: page-component-cd9895bd7-lnqnp Total loading time: 0 Render date: 2024-12-23T18:05:22.100Z Has data issue: false hasContentIssue false

Aspects of Lagrangian probability distributions

Published online by Cambridge University Press:  14 July 2016

Abstract

Lagrangian distributions are reviewed from the viewpoint of the Galton-Watson process. They are related to the busy period in queuing systems and to the first visit in random walks.

A property of the distributions is remarked for the application to vacant vehicles in a new transit system. Combinatorial identities of multinomial and binomial coefficients and related recurrences are shown by a probabilistic method. Based on the identities and recurrences, random forests generated by the Poisson and geometric Galton-Watson processes are characterized.

MSC classification

Type
Part 3 Queueing Theory
Copyright
Copyright © Applied Probability Trust 1994 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Borel, E. (1942) Sur l'emploi du théorème de Bernoulli pour faciliter le calcul d'une infinité de coefficients. Application au problème de l'attente à un guichet. C. R. Acad. Sci. Paris 214, 452456.Google Scholar
Charalambides, Ch. A. (1986) Gould series distributions with applications to fluctuations of sums of random variables. J. Statist. Planning Inf. 14, 1528.CrossRefGoogle Scholar
Comtet, L. (1974) Advanced Combinatorics. Reidel, Boston, MA.CrossRefGoogle Scholar
Consul, P. C. (1983) Lagrange and related probability distributions, Encyclopedia of Statistical Sciences , ed. Kotz, S. and Johnson, N. L., 4, pp. 448454. Wiley, New York.Google Scholar
Consul, P. C. (1989) Generalized Poisson Distribution, Properties and Applications. Marcel Dekker, New York.Google Scholar
Consul, P. C. and Jain, G. C. (1973) A generalization of the Poisson distribution. Technometrics 15, 791799.CrossRefGoogle Scholar
Consul, P. C. and Shenton, L. R. (1972) Use of Lagrange expansion for generating discrete generalized probability distribution. SIAM J. Appl. Math. 23, 239248.CrossRefGoogle Scholar
Consul, P. C. and Shenton, L. R. (1973) Some interesting properties of Lagrangian distributions. Commun. Statist. A - Theory Meth. 2, 263272.Google Scholar
Feller, W. (1968) An Introduction to Probability Theory and Its Applications , Vol. 1, 3rd edn. Wiley, New York.Google Scholar
Graham, R. L., Knuth, D. E. and Patashnik, O. (1989) Concrete Mathematics. Addison-Welsey, Reading, Mass.Google Scholar
Haight, F. A. (1961) A distribution analogous to the Borel-Tanner. Biometrika 48, 167173.CrossRefGoogle Scholar
Haight, F. A. and Breuer, M. A. (1960) The Borel-Tanner distribution. Biometrika 47, 143150.CrossRefGoogle Scholar
Harris, T. E. (1989) The Theory of Branching Processes. Dover, New York.Google Scholar
Jain, G. C. and Consul, P. C. (1972) A generalized negative binomial distribution. SIAM J. Appl. Math. 21, 501513.CrossRefGoogle Scholar
Letac, G. and Mora, M. (1990) Natural real exponential families with cubic variance functions. Ann. Statist. 18, 137.CrossRefGoogle Scholar
Mohanty, S. G. and Panny, W. (1990) A discrete-time analogue of the M/M/1 queue and the transient solution: a geometric approach. Sankhya A52, 364370.Google Scholar
Pólya, G. and Szegö, G. (1972) Problems and Theorems in Analysis , Vol. 1. Springer-Verlag, Berlin.Google Scholar
Sumita, U., Sibuya, M. and Miyawaki, N. (1992) Analysis of multiple queues with passing servers. Submitted for publication.Google Scholar
Takács, L. (1962) A generalization of the ballot problem and its application in the theory of queues. J. Amer. Statist. Assoc. 57, 327337.Google Scholar
Takács, L. (1963) The stochastic law of the busy period for a single server queue with Poisson input. J. Math. Anal. Appl. 6, 3342.CrossRefGoogle Scholar
Takács, L. (1967) Combinatorial Methods in the Theory of Stochastic Processes. Wiley, New York.Google Scholar
Takács, L. (1989) Ballots, queues and random graphs. J. Appl. Prob. 26, 103112.CrossRefGoogle Scholar
Takács, L. (1990) On Cayley's formula for counting forests. J. Combin. Theory A53, 321323.CrossRefGoogle Scholar
Tanner, J. C. (1953) A problem of interference between two queues. Biometrika 40, 5869.CrossRefGoogle Scholar
Whittaker, F. T. and Watson, G. N. (1927) A Course of Modern Analysis , 4th edn. Cambridge University Press.Google Scholar
Yanagimoto, T. (1989) The inverse binomial distribution as a statistical model. Commun. Statist. A - Theory Meth. 18, 36253633.CrossRefGoogle Scholar