Solving probability transform functional equations for numerical inversion

DOI10.1016/0167-6377(92)90085-HzbMath0766.60107OpenAlexW2073875648WikidataQ56763787 ScholiaQ56763787MaRDI QIDQ1195866

Ward Whitt, Joseph Abate

Publication date: 4 January 1993

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(92)90085-h

zbMATH Keywords

Laplace transformnumerical transform inversionbusy period

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Related Items (18)

Analysis of steady-state and transient delay in discrete-time single-arrival and batch-arrival systems ⋮ ANALYTICALLY CLOSED-FORM SOLUTIONS FOR THE DISTRIBUTION OF A NUMBER OF CUSTOMERS SERVED DURING A BUSY PERIOD FOR SPECIAL CASES OF THE GEO/G/1 QUEUE ⋮ Combined Analysis of Transient Delay Characteristics and Delay Autocorrelation Function in theGeo^X/G/1Queue ⋮ Priority queueing systems: from probability generating functions to tail probabilities ⋮ Infinite-server queues with Hawkes input ⋮ Explicit results for the distribution of the number of customers served during a busy period for \(M^X/PH/1\) queue ⋮ Calculating the \(M/G/1\) busy-period density and LIFO waiting-time distribution by direct numerical transform inversion ⋮ Ruin probability in the dual risk model with two revenue streams ⋮ Time-dependent analysis of an \(\mathrm{M}/\mathrm{M}/c\) preemptive priority system with two priority classes ⋮ Rejoinder on: ``Queueing models for the analysis of communication systems ⋮ A first passage time problem for spectrally positive Lévy processes and its application to a dynamic priority queue ⋮ Analytically explicit results for the distribution of the number of customers served during a busy period for special cases of the \(\mathrm{M}/\mathrm{G}/1\) queue ⋮ Multidimensional analogs of the Kendall equation for priority queueing systems: computational aspects ⋮ A new look at Markov processes ofG/M/1-type ⋮ A problem of numerical inversion of implicitly defined Laplace transforms ⋮ On a general mixed priority queue with server discretion ⋮ USING SINGULARITY ANALYSIS TO APPROXIMATE TRANSIENT CHARACTERISTICS IN QUEUEING SYSTEMS ⋮ On the numerical inversion of busy-period related transforms

Uses Software

• Algorithm 368

Cites Work

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• The Fourier-series method for inverting transforms of probability distributions
• Numerical inversion of probability generating functions
• On Time Dependent Queuing Processes
• An M/G/1 Queue With a Hybrid Discipline
• The covariance function of the virtual waiting-time process in an M/G/1 queue
• Transient Behavior of the M/G/1 Workload Process
• Busy Period Analysis of a Time-Sharing System
• A Combinatorial Method in the Theory of Queues

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