Jl. Coleman et al., A CONVOLUTION ALGORITHM FOR CALCULATING EXACT EQUILIBRIUM DISTRIBUTIONS IN RESOURCE-ALLOCATION PROBLEMS WITH MODERATE USER INTERFERENCE, IEEE transactions on communications, 42(2-4), 1994, pp. 1106-1111
A convolution algorithm, suitable for non convex regions, is derived a
nd used to efficiently evaluate exact normalising constants for system
s with product form equilibrium distributions and large state spaces.
It is observed that this algorithm is much more efficient for certain
systems than the standard convolution algorithms.