Package jline.api.mam

Class Qbd_depproc_jointmomKt

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    • Method Summary

      Modifier and Type Method Description
      final static DoubleArray qbd_depproc_jointmom(MatrixCell MAPa, MatrixCell MAPs, Matrix iset) Compute joint moments of consecutive inter-departure timesGiven arrival MAP and service MAP, computes joint moments EX_0^i * X_1^j for each pair (i,j) specified in iset.

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        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

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    • Method Detail

      • qbd_depproc_jointmom

         final static DoubleArray qbd_depproc_jointmom(MatrixCell MAPa, MatrixCell MAPs, Matrix iset)

        Compute joint moments of consecutive inter-departure times

        Given arrival MAP and service MAP, computes joint moments EX_0^i * X_1^j for each pair (i,j) specified in iset. Uses the stationary distribution of the QBD process and matrix-exponential formulas for the departure process.

        Parameters:
        MAPa - Arrival MAP (MatrixCell with D0 and D1)
        MAPs - Service MAP (MatrixCell with D0 and D1)
        iset - Matrix where each row is a pair (i, j) specifying moment orders
        Returns:

        DoubleArray of joint moment values, one per row of iset