One formula in two, grammar-free, contexts

F.W. Steutel

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Abstract

Spitzer’s well-known identity in random walk theory has exactly the same structure as the canonical representation of infinitely divisible Laplace transforms and probability generating functions. This ‘coincidence’ implies that the waiting time of the N+1-st customer in an G|G|1-queue is infinitely divisible, if N has a geometric distribution on Z+ and is independent of the queueing process.
Original languageEnglish
Title of host publicationSimplex Sigillum Veri : een liber amicorum voor prof.dr. F.E.J. Kruseman Aretz
EditorsE.H.L. Aarts, H.M.M. Eikelder, ten, C. Hemerik, M. Rem
Place of PublicationEindhoven
PublisherTechnische Universiteit Eindhoven
Pages297-301
ISBN (Print)90-386-0197-2
Publication statusPublished - 1995

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