Open Access
September, 1957 On Queues with Poisson Arrivals
V. E. Benes
Ann. Math. Statist. 28(3): 670-677 (September, 1957). DOI: 10.1214/aoms/1177706878


The system to be studied consists of a service unit and a queue of customers waiting to be served. Service-times of customers are independent, nonnegative variates with the common distribution $B(v)$ having a finite first moment $b_1$. Customers arrive in a Poisson process (see Feller [4], p. 364) of intensity $\lambda$; they form a queue and are served in order of arrival, with no defections from the queue. For previous work on this queueing system see for instance Pollaczek [11], Khintchine [9], Lindley [10], Kendall [7], [8], Smith [12], Bailey [1], and Takacs [14]. Let $W(t)$ be the time a customer would have to wait if he arrived at $t$. The forward Kolmogorov equation for the distribution of $W(t)$ is solved in principle by the use of Laplace integrals, and $E\{\exp\{ - sW(t)\}\}$ is determined in terms of $W(0)$ and the root of a possibly transcendental equation. It is shown that any analytic function of the root can be expanded in Lagrange's series, which provides a way of actually computing the transition probabilities of the process. Let $z$ be the first zero of $W(t)$. A series for $E\{\exp\{ - \tau z\}\}$ is obtained, and it is proved that $\mathrm{pr}\{z < \infty\} = 1$ if and only if $\lambda b_1 \leqq 1$. From a functional relation between $E\{W(t)\}$ and $\mathrm{pr}\{W(t) = 0\}$ the covariance function $R$ of $W(t)$ is determined. If the service-time distribution $B(v)$ has a finite third moment, then $R$ is absolutely integrable, and the spectral distribution of $W(t)$ is absolutely continuous.


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V. E. Benes. "On Queues with Poisson Arrivals." Ann. Math. Statist. 28 (3) 670 - 677, September, 1957.


Published: September, 1957
First available in Project Euclid: 27 April 2007

zbMATH: 0085.34704
MathSciNet: MR91571
Digital Object Identifier: 10.1214/aoms/1177706878

Rights: Copyright © 1957 Institute of Mathematical Statistics

Vol.28 • No. 3 • September, 1957
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