Queue length distributions from probability generating functions via discrete fourier transforms

Authors:
John N. Daigle
Affiliations:
Department of Industrial Engineering and Operations Research, Virginia Polytechnic Institute and State University, Blacksburg, VA 24061, USA
Venue:
Operations Research Letters
Year:
1989

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Abstract

Currently advocated techniques for inversion of probability generating functions via discrete Fourier transforms (DFTs) require computation of a large number of DFT coefficients to reduce the effects of aliasing, but this increases round-off error and still does not yield tail probabilities. We present a simple algorithm for obtaining complete queue lenght distributions using relatively few DFT coefficients.