scientific article; zbMATH DE number 1424149
numerical examplesgenerating functionsstochastic modelsqueueing networksLaplace transformsqueueing modelsFourier transformstransient characteristics\(GI/GI/1\) queuesteady-state characteristicsnumerical transform inversionsteady-state waiting-time distribution\(M/M/c/0\) Erlang loss model
Numerical methods for trigonometric approximation and interpolation (65T40) Queueing theory (aspects of probability theory) (60K25) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Laplace transform (44A10) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Numerical methods for integral transforms (65R10)
- scientific article; zbMATH DE number 1959508
- Multidimensional transform inversion with applications to the transient \(M/G/1\) queue
- Waiting-time distribution of \(M/D_{N}/1\) queues through numerical Laplace inversion
- On the numerical inversion of busy-period related transforms
- Solving probability transform functional equations for numerical inversion
- Computational methods for yeast prion curing curves
- Laplace Transforms of Probability Distributions and Their Inversions are Easy on Logarithmic Scales
- Processor sharing: a survey of the mathematical theory
- Numerical inversion methods for computing approximate \(p\)-values
- Error bounds for cumulative distribution functions of convolutions via the discrete Fourier transform
- Quantifying credit portfolio losses under multi-factor models
- A general framework for pricing Asian options under stochastic volatility on parallel architectures
- A technique for computing the PDFs and CDFs of nonnegative infinitely divisible random variables
- Multidimensional transform inversion with applications to the transient \(M/G/1\) queue
- Transient solution for queueing delay distribution in the \(GI/M/1/K\)-type mode with ``queued waking up and balking
- Numerical Computation of the Moments of a Probability Distribution from its Transform
- On time-to-buffer overflow distribution in a single-machine discrete-time system with finite capacity
- Burst ratio in the finite-buffer queue with batch Poisson arrivals
- Appointment capacity planning in specialty clinics: A queueing approach
- A unified method of analysis for queues with Markovian arrivals
- A Simple and Extended Computational Analysis of M/Gj(a,b)/1 and M/Gj(a,b)/1/(B + b) Queues Using Roots
- Queue-size distribution in energy-saving model based on multiple vacation policy
- On the exit time from open sets of some semi-Markov processes
- A first passage time problem for spectrally positive Lévy processes and its application to a dynamic priority queue
- Perturbed MAP Risk Models with Dividend Barrier Strategies
- Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes
- Transient workload distribution in the M/G/1 finite-buffer queue with single and multiple vacations
- Exact waiting time and queue size distributions for equilibrium \(M/G/1\) queues with Pareto service
- scientific article; zbMATH DE number 1766733 (Why is no real title available?)
- On the first hitting time density for a reducible diffusion process
- Transient and stationary characteristics of a packet buffer modelled as an \(\mathrm{MAP}/\mathrm{SM}/1/b\) system
- Open problems in queueing theory inspired by datacenter computing
- Numerical inversion of probability generating functions
- Solving probability transform functional equations for numerical inversion
- A modified HOL priority scheduling discipline: performance analysis
- Computation of random time-shift distributions for stochastic population models
- Extreme at-the-money skew in a local volatility model
- scientific article; zbMATH DE number 1959508 (Why is no real title available?)
- Note from the Editor
- Hedging processes for catastrophe options
- Numerical inverse Laplace transformation beyond the Abate-Whitt framework
- On the impact of correlation between collaterally consanguineous cells on lymphocyte population dynamics
- Numerical inversion for Laplace transforms of functions with discontinuities
- On the choice of an auxiliary function in the M/G/ estimation
- Determining the expected variability of immune responses using the cyton model
- Numerical calculations accuracy comparison of the inverse Laplace transform algorithms for solutions of fractional order differential equations
- Comments on: ``Queueing models for the analysis of communication systems
- Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump
- Optimal liquidation in a level-I limit order book for large-tick stocks
- Computable Error Bounds of Laplace Inversion for Pricing Asian Options
- Some Numerical Aspects of the Use of Transforms in Statistics
- scientific article; zbMATH DE number 5677505 (Why is no real title available?)
- Peaks and jumps reconstruction with \(B\)-splines scaling functions
- On transient queue-size distribution in the batch-arrivals system with a single vacation policy
- On the number of customers served in the \(M/G/1\) retrial queue: first moments and maximum entropy approach
- Transient analysis of Markov modulated processes with Erlangization, ME-fication and inverse Laplace transformation
- pTAS distributions with application to risk management
- A simple and fast method for valuing American knock-out options with rebates
- Analytical distribution of waiting time in the M/\{iD\}/1 queue
- Analytic solution for American strangle options using Laplace-Carson transforms
- Numerical computation of first-passage times of increasing Lévy processes
- Laplace transform inversion and passage-time distributions in Markov processes
- Concentrated matrix exponential distributions with real eigenvalues
- A weak perturbation theory for approximations of invariant measures in M/G/1 model
- Transient and stationary losses in a finite-buffer queue with batch arrivals
- Analysis of the scheduling mechanism for virtualization of links with partial isolation
- A Laplace transform inversion method for probability distribution functions
- Spatio-temporal dynamics of random transmission events: from information sharing to epidemic spread
- Synchronized abandonments in a single server unreliable queue
- Propagation of epistemic uncertainty in queueing models with unreliable server using chaos expansions
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4945342)