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

DOI10.1214/aop/1176991182zbMath0686.60097MaRDI 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 properties; exponential martingale; discrete-time renewal process; Pollaczek-Khintchine formula; law of the embedded Markov

Mathematics Subject Classification ID

60G42: Martingales with discrete parameter

60F05: Central limit and other weak theorems

60E10: Characteristic functions; other transforms

60J05: Discrete-time Markov processes on general state spaces

60K25: Queueing theory (aspects of probability theory)

60G40: Stopping times; optimal stopping problems; gambling theory

60G17: Sample path properties

60K05: Renewal theory

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