New recursive estimators for higher-order derivatives of mean queueing time in single-server queues are derived from the Lindley equation via the Leibniz integral rule using single sample paths.
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Augmenting Automatic Differentiation for a Single-Server Queue via the Leibniz Integral Rule
New recursive estimators for higher-order derivatives of mean queueing time in single-server queues are derived from the Lindley equation via the Leibniz integral rule using single sample paths.