Article ID: | iaor1989783 |
Country: | Netherlands |
Volume: | 8 |
Start Page Number: | 229 |
End Page Number: | 236 |
Publication Date: | Dec 1989 |
Journal: | Operations Research Letters |
Authors: | Daigle John N. |
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.