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Conditions for finite moments of waiting times inG/G/1 queues |
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| Authors: | Daryl J Daley Robert D Foley Tomasz Rolski |
| Institution: | (1) School of Mathematical Sciences, Australian National University, 0200 Canberra, ACT, Australia;(2) School of Industrial and Systems Engineering, Georgia Institute of Technology, 30332-0205 Atlanta, GA, USA;(3) Mathematical Institute, Wroc aw University, pl. Grunwaldzki 2/4, Poland |
| Abstract: | We find conditions for E(W
 ) to be finite whereW is the stationary waiting time random variable in a stableG/G/1 queue with dependent service and inter-arrival times.Supported in part by KBN under grant 640/2/9, and at the Center for Stochastic Processes, Department of Statistics at the University of North Carolina Chapel Hill by the Air Force Office of Scientific Research Grant No. 91-0030 and the Army Research Office Grant No. DAAL09-92-G-0008. |
| Keywords: | G/G/1 queue convergence rates for strong law of large numbers waiting times finiteness of moments |
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