A fundamental identity in the theory of queues

Summary The main result of this paper is a fundamental identity for single-server queueing processes. By using the fundamental identity it is possible to find the mathematical laws describing the behavior of a queue in continuous time if we know the mathematical laws describing the behavior of the same queue in discrete time. The case of single-server queues with recurrent input and general service times is discussed in detail. This research was supported by the National Science Foundation under Contract No. GP-7847.