Augmenting Automatic Differentiation for a Single-Server Queue via the Leibniz Integral Rule
Fuente:
arXiv
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| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2026
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| Accesso online: | |
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| _version_ | 1866913001369501696 |
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| author | Fu, Michael C. |
| author_facet | Fu, Michael C. |
| contents | New recursive estimators for computing higher-order derivatives of mean queueing time from a single sample path of a first-come, first-served single-server queue are presented, derived using the well-known Lindley equation and applying the Leibniz integral rule of differential calculus. Illustrative examples are provided. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2604_02900 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Augmenting Automatic Differentiation for a Single-Server Queue via the Leibniz Integral Rule Fu, Michael C. Systems and Control Probability New recursive estimators for computing higher-order derivatives of mean queueing time from a single sample path of a first-come, first-served single-server queue are presented, derived using the well-known Lindley equation and applying the Leibniz integral rule of differential calculus. Illustrative examples are provided. |
| title | Augmenting Automatic Differentiation for a Single-Server Queue via the Leibniz Integral Rule |
| topic | Systems and Control Probability |
| url | https://arxiv.org/abs/2604.02900 |