On a general storage problem and its approximating solution
Publication:3925664
DOI10.2307/1426786zbMath0472.60087OpenAlexW2171592469MaRDI QIDQ3925664
N. M. H. Smith, Geoffrey F. Yeo
Publication date: 1981
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1426786
damsimulationqueuerandom walklimit distributionsGauss quadratureshermite polynomialsstoreGram-Charlier representations
Numerical integration (65D30) Theoretical approximation of solutions to integral equations (45L05) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Probabilistic methods, stochastic differential equations (65C99)
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