Numerical Computation of the Moments of a Probability Distribution from its Transform

DOI10.1287/opre.44.2.368zbMath0855.60014OpenAlexW2092515687MaRDI QIDQ4888187

David M. Lucantoni, Gagan L. Choudhury

Publication date: 28 October 1996

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.44.2.368

zbMATH Keywords

numerical examplesLaplace-Stieltjes transformmoment generating functionpriority queues

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

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ApproximatingM/G/1 Waiting Time Tail Probabilities ⋮ Moments of integrated exponential Lévy processes and applications to Asian options pricing ⋮ Priority queueing systems: from probability generating functions to tail probabilities ⋮ Discrete distributions from moment generating function ⋮ Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions ⋮ A Proposal for a New Bound for Discrete Distributions ⋮ Computing the Moments of Polling Models with Batch Poisson Arrivals by Transform Inversion ⋮ Dynamic server assignment in a two-queue model ⋮ Recursive calculation of moments in priority queues ⋮ Class dependent departure process from multiclass phase queues: Exact and approximate analyses

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