Computation of autocorrelations of interdeparture times by numerical transform inversion

Computation of autocorrelations of interdeparture times by numerical transform inversion

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Article ID: iaor20031645
Country: Netherlands
Volume: 112
Issue: 1
Start Page Number: 83
End Page Number: 100
Publication Date: Apr 2002
Journal: Annals of Operations Research
Authors:
Keywords: M/G/1 queues, GI/M/1 queues
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.

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