Method of supplementary variables explained

In queueing theory, the method of supplementary variables is a technique to solve for the stationary distribution of an M/G/1 queue. It was introduced by David Cox^[1] and David George Kendall.^[2]

Notes and References

1. Cox . D. R. . David Cox (statistician). The analysis of non-Markovian stochastic processes by the inclusion of supplementary variables . 10.1017/S0305004100030437 . Mathematical Proceedings of the Cambridge Philosophical Society . 51 . 3 . 433 . 2008 .
2. Yashkov . S. F. . A note on application of the method of supplementary variables to the analysis of a processor sharing system . 10.1134/S0005117908090166 . Automation and Remote Control . 69 . 9 . 1622–1629 . 2008 .