Functions and Transforms
Appendix A Functions and Transforms A.1 Nonlinear Transforms Many theoretical and practical problems can be converted into easier forms if instead of the discrete or continuous distributions their different transforms are applied, which can be solved more readily. In probability theory, numerous trans- forms are applied. Denote by F the distribution function of a random variable X and by f the density function if it exists. The general form of the most frequently used transform depending on the real or complex parameter w is ∞ E wX = wx dF(x). −∞ If the density function exists, then the last Riemann-Stieltjes integral can be rewritten in the form of Riemann integral as follows: ∞ E wX = wx f(x)dx. −∞ 1. In the general case, setting w = et ,t∈ R,wehavethecharacteristic function (Fourier-Stieltjes transform) ∞ ϕ(t) = E etX = e txdF(x). −∞ 2. If the random variable X has a discrete distribution with values 0, 1,... and probabilities p0,p1,...corresponding to them, then setting z = w, |z| < 1, we get © Springer Nature Switzerland AG 2019 547 L. Lakatos et al., Introduction to Queueing Systems with Telecommunication Applications, https://doi.org/10.1007/978-3-030-15142-3 548 A Functions and Transforms ∞ ∞ X x k G(z) = E z = z dF(x)= pkz , −∞ k=0 which is the generating function of X. 3. The Laplace-Stieltjes transform plays a significant role when considering random variables taking only nonnegative values (usually we consider this type of random variable in queuing theory), which we obtain with w = e−s,s≥ 0: ∞ ∼ − F (s) = E e−sX = e sxdF(x).
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