Solving probability transform functional equations for numerical inversion
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The method for calculating probability cumulative distribution by numerically inverting transform, when Laplace transform is characterized implicitly via functional equations, is presented. The method is illustrated by the busy period distribution for \(M/G/1\) queue.
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Cites work
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- Numerical inversion of probability generating functions
- On Time Dependent Queuing Processes
- The covariance function of the virtual waiting-time process in an M/G/1 queue
- The Fourier-series method for inverting transforms of probability distributions
- Transient Behavior of the M/G/1 Workload Process
Cited in
(23)- Multidimensional analogs of the Kendall equation for priority queueing systems: computational aspects
- Numerical inversion of probability generating functions
- On the numerical inversion of busy-period related transforms
- Time-dependent analysis of an \(\mathrm{M}/\mathrm{M}/c\) preemptive priority system with two priority classes
- A problem of numerical inversion of implicitly defined Laplace transforms
- Calculating the \(M/G/1\) busy-period density and LIFO waiting-time distribution by direct numerical transform inversion
- Explicit results for the distribution of the number of customers served during a busy period for M^X/PH/1 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
- Ruin probability in the dual risk model with two revenue streams
- A first passage time problem for spectrally positive Lévy processes and its application to a dynamic priority queue
- Priority queueing systems: from probability generating functions to tail probabilities
- Analysis of steady-state and transient delay in discrete-time single-arrival and batch-arrival systems
- A new look at Markov processes of \(\mathrm{G}/\mathrm{M}/1\)-type
- On a general mixed priority queue with server discretion
- Combined analysis of transient delay characteristics and delay autocorrelation function in the \(\text{Geo}^x\) / G /\(1\) queue
- USING SINGULARITY ANALYSIS TO APPROXIMATE TRANSIENT CHARACTERISTICS IN QUEUEING SYSTEMS
- Infinite-server queues with Hawkes input
- Rejoinder on: ``Queueing models for the analysis of communication systems
- scientific article; zbMATH DE number 1424149 (Why is no real title available?)
- 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
- Some Numerical Aspects of the Use of Transforms in Statistics
- On the numerical solution of functional equations with application to response time distributions
- On the time-dependent behavior of preemptive single-server queueing systems with Poisson arrivals
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