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Geometric-arrival single-service queue (Xn+1​=max(Xn​−1,0)+Gn​)

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Probability theory Queueing theory
Created 2026-10-14 Updated 2026-11-05  0 By others on same topic  0 Discussions Create my own version
Let the independent arrivals satisfy Pr(Gn​=j)=qpj, with 0<p<1 and q=1−p. During a busy period, each served customer produces Gn​ further customers, so the total number served has the total-progeny law of a Galton-Watson process with mean p/q. Its extinction probability solves s=q/(1−ps) and is the smaller of 1 and q/p. The queue is positive recurrent for p<1/2, null recurrent for p=1/2, and transient for p>1/2. In the positive recurrent case its stationary distribution is πj​=(1−p/q)(p/q)j.

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  1. Queueing theory
  2. Probability theory
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  • Past exam of the mathematics course of the University of Cambridge / 2007 / ib / Paper 2 / 20C / Solution

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