method of supplementary variables

In queueing theory, the method of supplementary variables is a technique to solve for the stationary distribution of an M/G/1 queue. It was introduced by David Cox{{Cite journal | last1 = Cox | first1 = D. R. | author-link1 = David Cox (statistician)| title = The analysis of non-Markovian stochastic processes by the inclusion of supplementary variables | doi = 10.1017/S0305004100030437 | journal = Mathematical Proceedings of the Cambridge Philosophical Society | volume = 51 | issue = 3 | pages = 433 | year = 2008 }} and David George Kendall.{{Cite journal | last1 = Yashkov | first1 = S. F. | title = A note on application of the method of supplementary variables to the analysis of a processor sharing system | doi = 10.1134/S0005117908090166 | journal = Automation and Remote Control | volume = 69 | issue = 9 | pages = 1622–1629 | year = 2008 }}