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Calculating Normalization Constants Of Closed Queueing Networks By Numerically Inverting Their Generating Functions (1995)  (Make Corrections)  (7 citations)
Gagan L. Choudhury, Kin K. Leung, Ward Whitt
Journal of the ACM



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Abstract: A new algorithm is developed for calculating normalization constants (partition functions) and moments of product-form steady-state distributions of closed queueing networks and related models. The essential idea is to numerically invert the generating function of the normalization constant and related generating functions appearing in expressions for the moments. It is known that the generating function of the normalization constant often has a remarkably simple form, but numerical inversion... (Update)

Context of citations to this paper:   More

...complexity of our inversion approach is usually significantly lower than the alternative recursive approach. 1 Introduction In [6, 8] we developed a new algorithm for solving productform models based on numerically inverting the generating function of the normalization...

.... agrees with that of Morrison [16] Next we invert the generating function using the algorithm developed in Choudhury, Leung and Whitt [3,4,5] which is based on the Fourier series method [1,2,6] In Section 12 we show that the inversion algorithm is faster than previous...

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4:   Loss networks (context) - Kelly - 1991
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BibTeX entry:   (Update)

G. L. Choudhury, K. K. Leung, & W. Whitt, "Calculating normalization constants of closed queueing networks by numerically inverting their generating functions," J. ACM, Vol. 42, No. 5, 1995, pp. 935-970. http://citeseer.ist.psu.edu/choudhury95calculating.html   More

@article{ choudhury95calculating,
    author = "Gagan H. Choudhury and Kin K. Leung and Ward Whitt",
    title = "Calculating Normalization Constants of Closed Queuing Networks by Numerically Inverting Their Generating Functions",
    journal = "Journal of the ACM",
    volume = "42",
    number = "5",
    pages = "935--970",
    year = "1995",
    url = "citeseer.ist.psu.edu/choudhury95calculating.html" }
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77   Blocking probabilities in large circuit-switched networks (context) - KELLY - 1986
65   Computer Performance Modeling Handbook (context) - LAVENBERG - 1983
60   The Fourier-series method for inverting transforms of probab.. - ABATE, WHITT - 1992
42   Computational algorithms for the closed queueing networks wi.. (context) - BUZEN - 1973
33   Fundamentals of Statistical and Thermal Physics (context) - REIF - 1965
27   Sequence Transformations and Their Applications (context) - WIMP - 1981
21   Multidimensional transform inversion with application to tra.. - LUCANTONI, transform et al. - 1994
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15   Computational Algorithms for Closed Queueing Networks (context) - BRUEL, BALBO - 1980
14   Systems in Stochastic Equilibrium (context) - WHITTLE - 1986
12   An algorithm to compute blocking probabilities in multi-rate.. - CHOUDHURY, LEUNG et al.
12   Queueing networks with multiple closed chains: theory and co.. (context) - REISER, KOBAYASHI - 1975
9   Numerical computation of the moments of a probability distri.. (context) - CHOUDHURY, LUCANTONI - 1995
8   RECAL: a new efficient algorithm for the exact analysis of m.. (context) - CONWAY, GEORGANAS - 1986
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5   A generating function approach to queueing network analysis .. (context) - WILLIAMS, BHANDIWAD - 1976
5   Asymptotic expansions for large closed queueing networks wit.. (context) - KNESSL, TIER - 1992
5   A tree convolution algorithm for the solution of queueing ne.. - LAM, LIEN - 1983
5   Dynamic scaling and growth behavior of queueing network norm.. (context) - LAM - 1982
4   The evaluation of normalizing constants in closed queueing n.. (context) - GORDON - 1990
4   Calculating joint queue-length distributions in product-form.. (context) - SILVA, LAVENBERG - 1989
2   and their application to queueing networks (context) - BERTOZZI, MCKENNA - 1993
2   A generalization of Little's law to moments of queue lengths.. (context) - MCKENNA - 1989
2   Numerical solution of M t /G t / 1 queues (context) - CHOUDHURY, LUCANTONI et al.
2   Decomposition and aggregation by class in closed queueing ne.. (context) - CONWAY, GEORGANAS - 1986
2   Asymptotic solutions for a model of large multiprogramming s.. (context) - BIRMAN, FERGUSON et al. - 1992
2   On normalization constants in queueing networks (context) - KOENIGSBERG - 1986

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