Page 479 - A First Course In Stochastic Models

474 APPENDICES

is solved by Newton–Raphson iteration successively for j = 1, . . . , N step with
j p
γ j = γ and p j = j .
N step N step
The Newton–Raphson iteration solving (G.7) for a given value of j starts with
u 0 = u (j−1) with u (j−1) denoting the solution of (G.7) with j − 1 instead of
j. For j = 1 we take the starting value u 0 = e 2πik/m , being the solution of
ln(u) = 2πik/m. The procedure is very robust against the choice of N step .

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