Hitting time in an M/G/1 queue

Sheldon M. Ross, Sridhar Seshadri

Research output: Contribution to journalArticle

Abstract

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.

Original languageEnglish (US)
Pages (from-to)934-940
Number of pages7
JournalJournal of Applied Probability
Volume36
Issue number3
DOIs
StatePublished - Jan 1 1999
Externally publishedYes

Keywords

  • M/G/1 queue

ASJC Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Statistics, Probability and Uncertainty

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