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Gordon and Newell queueing networks and copulas


  • Ciuiu, Daniel


In this paper we have found an analytical formula for a copula that connects the numbers Ni of customers in the nodes of a Gordon and Newell queueing network. We have considered two cases: the first one is the case of the network with 2 nodes, and the second one is the case of the network with at least 3 nodes. The analytical formula for the second case has been found for the most general case (none of the constants from a list is equal to a given value), and the other particular cases have been obtained by limit.

Suggested Citation

  • Ciuiu, Daniel, 2007. "Gordon and Newell queueing networks and copulas," MPRA Paper 15769, University Library of Munich, Germany, revised May 2009.
  • Handle: RePEc:pra:mprapa:15769

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    References listed on IDEAS

    1. Mendicino, Caterina, 2007. "Credit market and macroeconomic volatility," Working Paper Series 743, European Central Bank.
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    Cited by:

    1. Ciuiu, Daniel, 2010. "Simulation of queueing systems with many stations and of queueing networks using copulas," MPRA Paper 27018, University Library of Munich, Germany, revised Sep 2010.
    2. Mereuta, Cezar & Albu, Lucian liviu & Ciuiu, Daniel, 2010. "Classification of competitiveness types using copula," MPRA Paper 30314, University Library of Munich, Germany, revised Nov 2010.
    3. Trandafir, Romica & Ciuiu, Daniel & Drobot, Radu, 2010. "The utilization of copula in hidrology," MPRA Paper 33376, University Library of Munich, Germany, revised Oct 2010.
    4. Ciuiu, Daniel, 2012. "Copulas having Zero-Isoline and Economic Applications," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 103-126, June.

    More about this item


    Gordon and Newell queueing networks; copulas.;

    JEL classification:

    • C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions


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