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Generalizations to several variables of Lagrange's expansion, with applications to stochastic processes

Published online by Cambridge University Press:  24 October 2008

I. J. Good
I. J. Good
Affiliation:
Admiralty Research Laboratory, Teddington, Middlesex.
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Abstract

A generalization to two independent variables of Lagrange's expansion of an inverse function was given by Stieltjes and proved rigorously by Poincaré. A new method of proof is given here that also provides a new and sometimes more convenient form of the generalization. The results are given for an arbitrary number of independent variables. Applications are pointed out to random branching processes, to queues with various types of customers, and to some enumeration problems.

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 56 , Issue 4 , October 1960 , pp. 367 - 380
Copyright
Copyright © Cambridge Philosophical Society 1960

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