A recursive algorithm to generate joint probability distribution of arrivals from exponential sources during a random time interval

DOI10.1016/0020-0190(82)90018-7zbMath0489.90045OpenAlexW2153215633MaRDI QIDQ1167062

J. George Shanthikumar

Publication date: 1982

Published in: Information Processing Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0190(82)90018-7

zbMATH Keywords

numerical stabilityrecursive algorithmcomputation of transition probabilitiesexponential sourcesinfinite population sourcesjoint probability distribution of arrivalsMarkov chain models of queueing systemssingle- and multi-class customers

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Reliability, availability, maintenance, inspection in operations research (90B25) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

An algorithmic approach for a special class of Markov chains ⋮ Discrete random variate generation using uniformization

Cites Work

• Unnamed Item
• Unnamed Item
• An annoted bibliography on computational probability. I
• Moments Of the stationary waiting time in the Gi/Ph/1 queue
• A Processor Utilization Model for a Multiprocessor Computer System

This page was built for publication: A recursive algorithm to generate joint probability distribution of arrivals from exponential sources during a random time interval