Computing the Stationary Distribution of Queueing Systems with Random Resource Requirements via Fast Fourier Transform
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- Grübel, Rudolf & Hermesmeier, Renate, 2000. "Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation," ASTIN Bulletin, Cambridge University Press, vol. 30(2), pages 309-331, November.
- Ruckdeschel, Peter & Kohl, Matthias, 2014. "General Purpose Convolution Algorithm in S4 Classes by Means of FFT," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 59(i04).
- Grübel, Rudolf & Hermesmeier, Renate, 1999. "Computation of Compound Distributions I: Aliasing Errors and Exponential Tilting," ASTIN Bulletin, Cambridge University Press, vol. 29(2), pages 197-214, November.
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Keywords
queueing system; random resource requirements; fast Fourier transform; discretization;All these keywords.
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