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Hitting Time in an M/G/1 Queue
Sheldon M. Ross and Sridhar Seshadri
Journal of Applied Probability
Vol. 36, No. 3 (Sep., 1999), pp. 934-940
Published by: Applied Probability Trust
Stable URL: http://www.jstor.org/stable/3215453
Page Count: 7
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We study the expected time for the work in an M/G/1 system to exceed the level x, given that it started out initially empty, and show that it can be expressed solely in terms of the Poisson arrival rate, the service time distribution and the stationary delay distribution of the M/G/1 system. We use this result to construct an efficient simulation procedure.
Journal of Applied Probability © 1999 Applied Probability Trust