On the Convergence of Global Rational Approximants forStochastic Discrete Event Systems

  • Authors:
  • Wei-Bo Gong;Hong Yang;Hanzhong Hu

  • Affiliations:
  • Department of Electrical and Computer Engineering, University of Massachusetts, Amherst, MA 01003;Department of Electrical and Computer Engineering, University of Massachusetts, Amherst, MA 01003;Department of Electrical and Computer Engineering, University of Massachusetts, Amherst, MA 01003

  • Venue:
  • Discrete Event Dynamic Systems
  • Year:
  • 1997

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Abstract

Difficultiesoften arise in analyzing stochastic discrete event systems dueto the so-called ’’curse of dimensionality‘‘. A typical exampleis the computation of some integer-parameterized functions, wherethe integer parameter represents the system size or dimension.Rational approximation approach has been introduced to tacklethis type of computational complexity. The underline idea isto develop rational approximants with increasing orders whichconverge to the values of the systems. Various examples demonstratedthe effectiveness of the approach. In this paper we investigatethe convergence and convergence rates of the rational approximants.First, a convergence rate of order O(1/\sqrt{n})is obtained for the so-called Type-1 rational approximant sequence.Secondly, we establish conditions under which the sequence of[n/n] Type-2 rational approximants has a convergencerate of order O(n^{\alpha}e^{-\beta\sqrt{n}}).