Package jline.api.qsys

Class QsysLindleyMoment

java.lang.Object

jline.api.qsys.QsysLindleyMoment

public final class QsysLindleyMoment
extends Object

One conditional Lindley moment for exponential primitives.

Evaluates E[max(Wn + S - A, 0)^m] with A ~ Exp(lambda) and S ~ Exp(mu). This is the algorithm shared by Qsys_mm1_lindley, which calls it once per moment order, and Qsys_hh1_lindley, which mixes it over the arrival and service phases. See Qsys_mm1_lindley for the derivation and for why the upper incomplete gamma function reduces to a finite sum here.

Port of MATLAB qsys_lindley_moment.m.

Since:

LINE 3.1.0

Method Summary

Modifier and Type	Method	Description
static double	moment(double lambda, double mu, double Wn, int m)	Evaluates the conditional moment.

Methods inherited from class java.lang.Object

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

Method Details

moment

public static double moment(double lambda,
 double mu,
 double Wn,
 int m)

Evaluates the conditional moment.

Parameters:

lambda - arrival rate, positive

mu - service rate, positive

Wn - current waiting time, finite and nonnegative

m - moment order, at least 1

Returns:

E[max(Wn + S - A, 0)^m]