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International Conference on Statistics, Combinatorics and Related Areas and the Eighth International Conference of Forum for Interdisciplinary Mathematics
December 19-21, 2001
School of Mathematics and Applied Statistics, University of Wollongong
Wollongong, NSW, Australia

Organizers
Satya N. Mishra (University of South Alabama), Chandra M. Gulati (University of Wollongong)

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New Bounds for the Generalised Trapezoidal Rule for the Riemann-Stieltjes Integral and Applications
by
Pietro Cerone
Victoria University,Melbourne,Victoria,Austarlia
Coauthors: Sever S. Dragomir

The solution to many problems in applied probability requires the evaluation of Riemann-Stieltjes integrals involving the convolution of cumulative distribution functions.Closed form expressions for the solution are very rare indeed. In this paper we examine the evaluation of the Sieltjes integral, which plays a fundamental role in the numerical solution of Volterra-Stieltjes integral equations that appear frequently in renewal theoretic problems. The evaluation of Stieltjes integrals on which this paper concentrates is thus,it is argued, germane to the solution of such problems. A generalised trapezoidal rule is utilised and a piori error bounds are determined in the current development.

http://sci.vu.edu.au/staff/peterc.html

Date received: September 14, 2001

Copyright © 2001 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cagd-98.