Mean time for the development of large workloads and large queue lengths in the GI/G/1 queue (Q1925147)

Summary: We consider the GI/G/1 queue described by either the workload \(U(t)\) (unfinished work) or the number of customers \(N(t)\) in the system. We compute the mean time until \(U(t)\) reaches excess of the level \(K\), and also the mean time until \(N(t)\) reaches \(N_0\). For the M/G/1 and GI/M/1 models, we obtain exact contour integral representations for these mean first passage times. We then compute the mean times asymptotically, as \(K\) and \(N_0\to\infty\), by evaluating these contour integrals. For the general GI/G/1 model, we obtain asymptotic results by a singular perturbation analysis of the appropriate backward Kolmogorov equation(s). Numerical comparisons show that the asymptotic formulas are very accurate even for moderate values of \(K\) and \(N_0\).