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Taylor's formula and preservation of generalized convexity for positive linear operators

Part of: Approximations and expansions Distribution theory - Probability

Published online by Cambridge University Press:  14 July 2016

José A. Adell  and
Alberto Lekuona
José A. Adell*
Affiliation:
Universidad de Zaragoza
Alberto Lekuona*
Affiliation:
Universidad de Zaragoza
*
∗Postal address: Departamento de Métodos Estadísticos, Facultad de Ciencias, Universidad de Zaragoza, 50009 Zaragoza, Spain
∗Postal address: Departamento de Métodos Estadísticos, Facultad de Ciencias, Universidad de Zaragoza, 50009 Zaragoza, Spain
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Abstract

In this paper, we consider positive linear operators L representable in terms of stochastic processes Z having right-continuous non-decreasing paths. We introduce the equivalent notions of derived operator and derived process of order n of L and Z, respectively. When acting on absolutely continuous functions of order n, we obtain a Taylor's formula of the same order for such operators, thus extending to a positive linear operator setting the classical Taylor's formula for differentiable functions. It is also shown that the operators satisfying Taylor's formula are those which preserve generalized convexity of order n. We illustrate the preceding results by considering discrete time processes, counting and renewal processes, centred subordinators and the Yule birth process.

Keywords

Taylor's formulapositive linear operatorpreservation propertiesstochastic orderderived processsubordinator

MSC classification

Primary: 60E15: Inequalities; stochastic orderings
Secondary: 41A36: Approximation by positive operators
Type
Research Papers
Information
Journal of Applied Probability , Volume 37 , Issue 3 , September 2000 , pp. 765 - 777
Copyright
Copyright © Applied Probability Trust 2000 

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Footnotes

Research supported by the DGICYT PB98-1577-C02-01 Grant.

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