We study the expected time for the work in an M/G/1 systemto exceed the level x, given that it started out initially empty, and show that it can be expressed solely in terms of the Poisson arrival rate, the service time distribution and the stationary delay distribution of the M/G/1 system. We use this result to construct an efficient simulation procedure.
- M/G/1 queue
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty