Multidimensional transform inversion with applications to the transient \(M/G/1\) queue

DOI10.1214/aoap/1177004968zbMath0808.65140OpenAlexW1999486100MaRDI QIDQ1336586

David M. Lucantoni, Gagan L. Choudhury, Ward Whitt

Publication date: 22 March 1995

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177004968

zbMATH Keywords

algorithmgenerating functionsLaplace transforms\(M/G/1\) queuenumerical examplesinversion formulamultidimensional transformsFourier-series method

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Laplace transform (44A10) Numerical methods for integral transforms (65R10) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Numerical methods for trigonometric approximation and interpolation (65T40) Probabilistic methods, stochastic differential equations (65C99)

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