Queue length distributions from probability generating functions via discrete Fourier transformations

Queue length distributions from probability generating functions via discrete Fourier transformations

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Article ID: iaor1989783
Country: Netherlands
Volume: 8
Start Page Number: 229
End Page Number: 236
Publication Date: Dec 1989
Journal: Operations Research Letters
Authors:
Abstract:

Currently advocated techniques for inversion of probability generating functions via discrete Fourier transforms (DFTs) require computation of a large number of DFT coefficients to reduce the effects of aliasing, but this increases round-off error and still does not yield tail probabilities. The paper presents a simple algorithm for obtaining complete queue length distributions using relatively few DFT coefficients.

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