Single-server queueing system with exponentially bounded waiting time (Q1369625)

The paper investigates an \(M/G/1\) queueing system in which the waiting time is bounded by an exponentially distributed random variable. The proposed method uses the embedded Markov chain technique, it leads to certain integral equations which can be reduced to Volterra integral equations of second kind by means of a generalization of the Laplace transform having simple probabilistic meaning. The solutions are not represented in quadratures, but as infinite power series of the arrival rate. It gives possibility to find such basic characteristics as the queue length distribution, the distribution of serviced and lost requests during a given interval, the distribution function of busy period, the waiting time distribution, etc. The author considers both the case of reliable and unreliable server.