A note on integrating products of linear forms over the unit simplex

نویسنده

  • Giuliano Casale
چکیده

Integrating a product of linear forms over the unit simplex can be done in polynomial time if the number of variables n is fixed [1]. In this note, we highlight that this problem is equivalent to obtaining the normalizing constant of state probabilities for a popular class of Markov processes used in queueing network theory. In light of this equivalence, we survey existing computational algorithms developed in queueing theory that can be used for exact integration. For example, under some regularity conditions, queueing theory algorithms can exactly integrate a product of linear forms of total degreeN by solvingN systems of linear equations.

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عنوان ژورنال:
  • CoRR

دوره abs/1704.05867  شماره 

صفحات  -

تاریخ انتشار 2017