SOLVING PROBABILITY TRANSFORM FUNCTIONAL-EQUATIONS FOR NUMERICAL INVERSION

被引：34

作者：

ABATE, J ^{[1
]}

WHITT, W ^{[1
]}

机构：

[1] AT&T BELL LABS,MURRAY HILL,NJ 07974

来源：

OPERATIONS RESEARCH LETTERS | 1992年 / 12卷 / 05期

关键词：

NUMERICAL TRANSFORM INVERSION; LAPLACE TRANSFORMS; FUNCTIONAL EQUATIONS; M/G/1; QUEUE; BUSY PERIOD; IMPLICITLY DEFINED TRANSFORMS;

D O I：

10.1016/0167-6377(92)90085-H

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

Many methods for numerically inverting transforms require values of the transform at complex arguments. However, in some applications, the transforms are only characterized implicitly via functional equations. This is illustrated by the busy-period distribution in the M/G/1 queue. In this paper we provide conditions for iterative methods to converge for complex arguments. Moreover, we show that stochastic monotonicity properties can provide useful bounds.

引用

页码：275 / 281

页数：7

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