On the representation for stochastic graph delay propagation
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In this work, we utilize the Hermite expansion to approximate the distributions of the sum and maximum of independent random variables. We model distributions with a three-segment representation, where the left and right tails are respectively modeled as combinations of Hermite functions, and the intermediate segment is approximated by piecewise polynomials. This approximation admits rigorous $L^2$- and pointwise convergence properties supported by classical results. We develop an algorithmic framework for applying our model to the graph delay propagation problem, where sum and max operations are performed on the proposed model structure. Numerical experiments demonstrate that our model can capture the quantile values with high accuracy compared to Monte Carlo simulation results, significantly outperforming classical Gaussian-based models.
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