fj_xmax_exp.h File Reference

Expected maximum of K i.i.d. More...

#include "line/api/fj/fj_harmonic.h"
#include "line/api/fj/fj_types.h"
#include "line/num/number.h"
#include "line/util/error.h"

Include dependency graph for fj_xmax_exp.h:

Go to the source code of this file.

Namespaces
namespace	line
namespace	line::fj

Functions
template<class T>
T	line::fj::fj_xmax_exp (unsigned K, const T &mu)
	Expected maximum of K i.i.d.

Detailed Description

Expected maximum of K i.i.d.

exponential service times.

Templated port of matlab/src/api/fj/fj_xmax_exp.m, cross-checked against FJ_xmax.fj_xmax_exp in jar/src/main/java/jline/api/fj/FJ_xmax.java (identical).

X_K^max = H_K / mu

Exact in closed form and rational, so this is the oracle the rest of the xmax family is checked against: fj_xmax_2 at equal rates, fj_xmax_hyperexp at mu1 = mu2 and fj_xmax_erlang at k = 1 must all reproduce it exactly.

Definition in file fj_xmax_exp.h.