Computation of Autocorrelations of Interdeparture Times by Numerical Transform Inversion

Hans Blanc

Annals of Operations Research, 2002, vol. 112, issue 1, 83-100

Abstract: The generating function of the autocorrelations of the interdeparture times in stationary M/G/1 and GI/M/1 systems involves the probability generating function of the number of customers served in a busy period. The latter function is implicitly determined as a solution to a functional equation. Standard methods for the numerical inversion of generating functions require the values of these functions at many complex arguments. A recently discovered substitution method for contour integrals allows the numerical inversion of implicitly determined generating functions without the numerical solution of the functional equations. Copyright Kluwer Academic Publishers 2002

Date: 2002
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Working Paper: Computation of autocorrelations of interdeparture times by numerical transform inversion (2002)
Working Paper: Computation of Autocorrelations of Interdeparture Times by Numerical Transform Inversion (2001)
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DOI: 10.1023/A:1020976904635

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