On the Existence of Moments for the Busy Period in a Single-Server Queue

S. Foss; A. Sapozhnikov

doi:10.1287/moor.1030.0074

On the Existence of Moments for the Busy Period in a Single-Server Queue

S. Foss, A. Sapozhnikov

Research output: Contribution to journal › Article › peer-review

8 Citations (Scopus)

Abstract

We obtain sufficient conditions for the finiteness of the moments of the single-server queue busy period in discrete and continuous time. In the cases of power and exponential moments, the conditions found coincide with the known necessary ones.

Original language	English
Pages (from-to)	592-601
Number of pages	10
Journal	Mathematics of Operations Research
Volume	29
Issue number	3
DOIs	https://doi.org/10.1287/moor.1030.0074
Publication status	Published - Aug 2004

Keywords

Busy period
First passage time
Moments
Random walk
Single-server queue

Access to Document

10.1287/moor.1030.0074

Cite this

@article{5795ff0e4498436b8d2a9871f6544993,

title = "On the Existence of Moments for the Busy Period in a Single-Server Queue",

abstract = "We obtain sufficient conditions for the finiteness of the moments of the single-server queue busy period in discrete and continuous time. In the cases of power and exponential moments, the conditions found coincide with the known necessary ones.",

keywords = "Busy period, First passage time, Moments, Random walk, Single-server queue",

author = "S. Foss and A. Sapozhnikov",

year = "2004",

month = aug,

doi = "10.1287/moor.1030.0074",

language = "English",

volume = "29",

pages = "592--601",

journal = "Mathematics of Operations Research",

issn = "0364-765X",

publisher = "INFORMS Institute for Operations Research and the Management Sciences",

number = "3",

}

TY - JOUR

T1 - On the Existence of Moments for the Busy Period in a Single-Server Queue

AU - Foss, S.

AU - Sapozhnikov, A.

PY - 2004/8

Y1 - 2004/8

N2 - We obtain sufficient conditions for the finiteness of the moments of the single-server queue busy period in discrete and continuous time. In the cases of power and exponential moments, the conditions found coincide with the known necessary ones.

AB - We obtain sufficient conditions for the finiteness of the moments of the single-server queue busy period in discrete and continuous time. In the cases of power and exponential moments, the conditions found coincide with the known necessary ones.

KW - Busy period

KW - First passage time

KW - Moments

KW - Random walk

KW - Single-server queue

UR - http://www.scopus.com/inward/record.url?scp=5544290529&partnerID=8YFLogxK

U2 - 10.1287/moor.1030.0074

DO - 10.1287/moor.1030.0074

M3 - Article

SN - 0364-765X

VL - 29

SP - 592

EP - 601

JO - Mathematics of Operations Research

JF - Mathematics of Operations Research

IS - 3

ER -

On the Existence of Moments for the Busy Period in a Single-Server Queue

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this