Abstract
Difficulties often arise in analyzing stochastic discrete event systems due to the so-called “curse of dimensionality”. A typical example is the computation of some integer-parameterized functions, where the integer parameter represents the system size or dimension. Rational approximation approach has been introduced to tackle this type of computational complexity. The underline idea is to develop rational approximants with increasing orders which converge to the values of the systems. Various examples demonstrated the effectiveness of the approach. In this paper we investigate the 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 convergence rate of order \(O(n^\alpha e^{- \beta \sqrt n})\).
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Gong, WB., Yang, H. & Hu, H. On the Convergence of Global Rational Approximants for Stochastic Discrete Event Systems. Discrete Event Dynamic Systems 7, 93–116 (1997). https://doi.org/10.1023/A:1008211609488
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DOI: https://doi.org/10.1023/A:1008211609488