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Calculating transient characteristics of the Erlang loss model by numerical transform inversion

Author
ABATE, J; WHITT, W2
[2] AT&T Labs-Research, Room 2C-178, Murray Hill, NJ 07974-0636, Christmas Island
Source

Communications in statistics. Stochastic models. 1998, Vol 14, Num 3, pp 663-680 ; ref : 29 ref

CODEN
CSSME8
ISSN
0882-0287
Scientific domain
Control theory, operational research; Mathematics
Publisher
Dekker, Monticello, NY
Publication country
United States
Document type
Article
Language
English
Keyword (fr)
Analyse covariance File attente Loi Erlang Méthode numérique Processus Ornstein Uhlenbeck Processus Poisson Processus arrivée Processus diffusion Temps premier passage Transformation mathématique
Keyword (en)
Covariance analysis Queueing theory Erlang distribution Numerical methods Ornstein Uhlenbeck process Poisson process Arrival process Diffusion process First passage time Mathematical transformations
Keyword (es)
Análisis covariancia Ley Erlang Proceso Ornstein Uhlenbeck Proceso Poisson Proceso llegada Proceso difusión Tiempo primer paso
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01K Special processes (renewal theory, markov renewal processes, semi-markov processes, statistical mechanics type models, applications)

Pascal
001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A05 Queuing theory. Traffic theory

Discipline
Mathematics Operational research. Management
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
2396550

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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