The single server queue in discrete time‐numerical analysis II

Eugene M. Klimko and Marcel F. Neuts

Naval Research Logistics Quarterly, 1973, vol. 20, issue 2, 305-319

Abstract: This paper deals with the numerical problems arising in the computation of higher order moments of the busy period for certain classical queues of the M|G|I type, both in discrete and in continuous time The classical functional equation for the moment generating function of the busy period is used. The higher order derivatives at zero of the moment generating function are computed by repeated use of the classical differentiation formula of Fá di Bruno. Moments of order up to fifty may be computed in this manner A variety of computational aspects of Fá di Bruno's formula, which may be of use in other areas of application, are also discussed in detail.

Date: 1973
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https://doi.org/10.1002/nav.3800200211

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Persistent link: https://EconPapers.repec.org/RePEc:wly:navlog:v:20:y:1973:i:2:p:305-319

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