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arXiv · 2604.02900

Augmenting Automatic Differentiation for a Single-Server Queue via the Leibniz Integral Rule

Michael C. Fu
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Abstract

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.

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Michael C. Fu. 2026-04-03. Augmenting Automatic Differentiation for a Single-Server Queue via the Leibniz Integral Rule. https://arxiv.org/abs/2604.02900

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