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Stationary workload supremum (Q=dsupn≥0​(∑j=1n​Aj​−cn))

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Queueing theory Queue (queueing theory) Workload of a queue
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For independent and identically distributed arrivals with finite mean below service c, the strong law of large numbers makes the net cumulative input tend to minus infinity, so the supremum is finite almost surely. Applying the same formula to the past input gives a stationary solution of the Lindley recursion. This representation turns queue workload overflow into an event involving some lookback horizon.

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  1. Workload of a queue
  2. Queue (queueing theory)
  3. Queueing theory
  4. Probability theory
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  • Past exam of the mathematics course of the University of Cambridge / 2001 / iii / Paper 26 / 4 / Solution

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