A new proof of finite moment conditions for GI/G/1 busy periods |
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Authors: | Saeed Ghahramani Ronald W Wolff |
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Institution: | (1) Department of Mathematics, Towson State University, 21204 Towson, MD, USA;(2) Department of Industrial Engineering and Operations Research, University of California, 94720 Berkeley, CA, USA |
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Abstract: | A generalization of the GI/G/1 queue is considered where the service time of the nth customer and the inter-arrival time between arrivalsn andn+1 may be dependent random variables. New proofs are obtained of finite moment conditions for busy periods and the ladder epochs of a corresponding random walk. The method of proof, which is much different from the usual ones, directly relates busy period moments to virtual and actual delay moments. |
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Keywords: | Random walk ladder epoch virtual delay FIFO work |
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