Dynamic, transient and stationary behavior of the M/GI/1 queue via martingales

DOI10.1214/aop/1176991182zbMath0686.60097OpenAlexW1997443502MaRDI QIDQ1262628

François Baccelli, Armand M. Makowski

Publication date: 1989

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991182

zbMATH Keywords

regularity propertiesexponential martingalediscrete-time renewal processPollaczek-Khintchine formulalaw of the embedded Markov

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Discrete-time Markov processes on general state spaces (60J05) Queueing theory (aspects of probability theory) (60K25) Stopping times; optimal stopping problems; gambling theory (60G40) Sample path properties (60G17) Renewal theory (60K05)

Related Items (7)

Exponential bounds for queues with Markovian arrivals ⋮ Rejection rules in the \(M/G/1\) queue ⋮ Excursions of the workload process in \(G/GI/1\) queues ⋮ An analysis of the \(M/G/1\) retrial queue with negative arrivals using a martingale technique ⋮ Martingale methods for analyzing the \(M|_{M}|1\) retrial queue with negative arrivals ⋮ Scale functions of Lévy processes and busy periods of finite-capacity M/GI/1 queues ⋮ Martingale relations for the M/GI/1 queue with Markov modulated Poisson input

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