Communications in Statistics Stochastic Models · 1991 · 10 citations · 1 references
EngineeringMathematicsProbability TheoryStochastic ModelingStochastic ProcessesFirst Passage TimesMarkov ChainsMarkov ProcessesQueueing ProcessesQueueing SystemsQueueing TheoryFirst Passage Time DensityFirst-passage Time DistributionsFirst-passage Time TheoryG/m/1 QueuesLaplace TransformLaplace Transform AnalysisMean First Passage TimeQueueing Models
Using truncation of the Markov chain, we obtain an explicit expression for the Laplace-Stieltjes transform of the first passage time to level 0 for Markov processes of GI/M/l type. The result can be used to study the busy periods of some queueing systems and, in particular, to find explicit first moment expressions.
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D. V. Lindley, John Riordan · Journal of the Royal Statistical Society Series A (General) · 1963 · 328 citations