(0) Begin
(1) Generate a sample of size of general probability distribution with
theoretical density ;
(2) Estimate the theoretical density by a nonparametric density noted
in general ;
(3) Introduce the mean service rate of the system;
(4) Determine the mean arrival rate of the system: ;
(5) Verify the stability: if then “the system is not stable” go to (9);
else the system is -strongly stable for go to (6);
(6) Determine the proximity of and :
;
(7) Determine the approximation domain ( of the system:
;
;
if then “the proximity is not sufficient”, go to (9);
else the approximation is valid go to (8);
(8) Determine the minimal error on the stationary distribution:
;
(9) End.
Algorithm 2: Approximation error with the weight norm.