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Computation of Autocorrelations of Interdeparture Times by Numerical Transform Inversion


  • J.P.C. Blanc



The generating function of the autocorrelations of the interdeparture times in stationary M/G/1 and GI/M/1 systems involves the probability generating function of the number of customers served in a busy period. The latter function is implicitly determined as a solution to a functional equation. Standard methods for the numerical inversion of generating functions require the values of these functions at many complex arguments. A recently discovered substitution method for contour integrals allows the numerical inversion of implicitly determined generating functions without the numerical solution of the functional equations. Copyright Kluwer Academic Publishers 2002

Suggested Citation

  • J.P.C. Blanc, 2002. "Computation of Autocorrelations of Interdeparture Times by Numerical Transform Inversion," Annals of Operations Research, Springer, vol. 112(1), pages 83-100, April.
  • Handle: RePEc:spr:annopr:v:112:y:2002:i:1:p:83-100:10.1023/a:1020976904635
    DOI: 10.1023/A:1020976904635

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    1. Blanc, J.P.C., 2001. "On the Numerical Inversion of Busy-Period Related Transforms," Discussion Paper 2001-59, Tilburg University, Center for Economic Research.
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