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

Irving John Good · Mathematical Proceedings of the Cambridge Philosophical Society · 1960

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.

Read the paper · More papers on PaperTik