Stationary and Cyclostationary Finite Buffer Behaviour Computation via Levinson's Method

A model for a finite buffer is described. The equilibrium equations for the number in the buffer have Toeplitz form. This enables Levinson's method, which is widely used in the computation of optimal linear filters, to be used to compute efficiently the distribution of the number in the buffer, for both stationary and cyclostationary systems. The method can also be used to compute distributions in other, mathematically similar, queueing problems. These include the computation of the waiting time distribution in discrete time G/G/1 queues.