EVGenerator: Generator of m-th moment

In CharlotteJana/pdmppoly: Moment Approximation for Polynomial PDMPs

Description

Let Q be the generator of a PDMP. Method EVGenerator computes the generator Q(f) where f is given as

f(i,z) = δᵢⱼ*z₁ᵐ¹*...*zₙᵐⁿ

with a given vector m and j being a fixed state of the discrete variable d. This method is needed to compute the expected value E(Xₜᵐ | d=j).

Usage

EVGenerator(obj, m, j)

Arguments

obj	object of class polyPdmpModel.
m	integer vector whose length equals the number of continous variables.
j	integer giving the state of the discrete variable.

Value

a polynomial represented as spray object. This polynomial has more variables than init(obj) because the discrete variable d is replaced by different indicator variables d1, ..., dk, one for every possible state. See blowupSpray for more details.

Note

This method only works for one discrete variable. This variable has to be the last element of vector init of model obj.

See Also

generator to compute the generator and obtain the result as spray object with the same number of variables as init(obj), generator to compute the generator and obtain the result as function.

CharlotteJana/pdmppoly documentation built on Sept. 4, 2019, 4:40 p.m.