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On the complete monotonicity of the waiting time density in some GI/G/k systems

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Abstract

In this note the complete monotonicity of the waiting time density in GI/G/k queues is proved under the assumption that the service time density is completely monotone. This is an extension of Keilson's [3] result for M/G/1 queues. We also provide another proof of the result that complete monotonicity is preserved by geometric compounding.

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References

  1. A. Brandt and B. Lisek, On the continuity of GI/G/m queues, Math. Operationsforsch. Statist., Ser. Statist. 12(1981).

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  3. J. Keilson, Exponential spectra as a tool for the study of server-systems with several classes of customers, J. Appl. Prob. 15(1978)162.

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  4. F.W. Steutel, Preservation of infinite divisibility under mixing and related topics, Math. Centre Tracts 33, Amsterdam, 1970.

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Szekli, R. On the complete monotonicity of the waiting time density in some GI/G/k systems. Queueing Syst 1, 401–406 (1987). https://doi.org/10.1007/BF01150672

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  • DOI: https://doi.org/10.1007/BF01150672

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