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

7 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

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10.1287/moor.1030.0074

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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.",

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

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Keywords

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