Conditions for Finite Ladder Height and Delay Moments

Published Online:https://doi.org/10.1287/opre.32.4.909

We provide simple proofs for several known results: conditions for finite ladder height moments are obtained in a unified way for random walks under both the oscillating and drift cases. The random walk conditions are used to obtain conditions for finite delay moments for the GI/G/1 queue. The GI/G/1 conditions are then used to obtain the Kiefer and Wolfowitz conditions for finite moments of delay and of work in system for the GI/G/c queue.

INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.