Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
Telescoping series
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
== Applications == In [[probability theory]], a [[Poisson process]] is a stochastic process of which the simplest case involves "occurrences" at random times, the waiting time until the next occurrence having a [[memorylessness|memoryless]] [[exponential distribution]], and the number of "occurrences" in any time interval having a [[Poisson distribution]] whose expected value is proportional to the length of the time interval. Let ''X''<sub>''t''</sub> be the number of "occurrences" before time ''t'', and let ''T''<sub>''x''</sub> be the waiting time until the ''x''th "occurrence". We seek the [[probability density function]] of the [[random variable]] ''T''<sub>''x''</sub>. We use the [[probability mass function]] for the Poisson distribution, which tells us that : <math> \Pr(X_t = x) = \frac{(\lambda t)^x e^{-\lambda t}}{x!}, </math> where λ is the average number of occurrences in any time interval of length 1. Observe that the event {''X''<sub>''t''</sub> ≥ x} is the same as the event {''T''<sub>''x''</sub> ≤ ''t''}, and thus they have the same probability. Intuitively, if something occurs at least <math>x</math> times before time <math>t</math>, we have to wait at most <math>t</math> for the <math>xth</math> occurrence. The density function we seek is therefore : <math> \begin{align} f(t) & {} = \frac{d}{dt}\Pr(T_x \le t) = \frac{d}{dt}\Pr(X_t \ge x) = \frac{d}{dt}(1 - \Pr(X_t \le x-1)) \\ \\ & {} = \frac{d}{dt}\left( 1 - \sum_{u=0}^{x-1} \Pr(X_t = u)\right) = \frac{d}{dt}\left( 1 - \sum_{u=0}^{x-1} \frac{(\lambda t)^u e^{-\lambda t}}{u!} \right) \\ \\ & {} = \lambda e^{-\lambda t} - e^{-\lambda t} \sum_{u=1}^{x-1} \left( \frac{\lambda^ut^{u-1}}{(u-1)!} - \frac{\lambda^{u+1} t^u}{u!} \right) \end{align} </math> The sum telescopes, leaving : <math> f(t) = \frac{\lambda^x t^{x-1} e^{-\lambda t}}{(x-1)!}. </math> For other applications, see: * [[Proof that the sum of the reciprocals of the primes diverges]], where one of the proofs uses a telescoping sum; * [[Fundamental theorem of calculus]], a continuous analog of telescoping series; * [[Order statistic]], where a telescoping sum occurs in the derivation of a probability density function; * [[Lefschetz fixed-point theorem]], where a telescoping sum arises in [[algebraic topology]]; * [[Homology theory]], again in algebraic topology; * [[Eilenberg–Mazur swindle]], where a telescoping sum of knots occurs; * [[Faddeev–LeVerrier algorithm]].
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)