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A curious implication of Spitzers identity

  • F.W. Steutel

Research output: Book/Report › Report › Academic

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Abstract

Spitzer's identity can be read as follows: Let W_n denote the waiting time of the n-th customer in a G|G|1-queue, and let N be geometrically distributed on (0, 1, ...) and independent of $(W_n)^\infty_1$. Then $W_{N+1}$ is infinitely divisible.
Original languageEnglish
Place of PublicationEindhoven
PublisherTechnische Universiteit Eindhoven
Number of pages4
Publication statusPublished - 1995

Publication series

NameMemorandum COSOR
Volume9517
ISSN (Print)0926-4493

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