The maclaurin series for the moments of performance measures in a GI/G/1 queue

Abstract

We derive the MacLaurin series for the moments of the idle time with respect to the parameters in the service time and interarrival time distributions for a GI/G/I queue. The light traffic derivatives are obtained to investigate the quality of a well-known MacLaurin series. The coefficients in these series are expressed in terms of the derivatives of the interarrival time density function evaluated at zero and the moments of the service time distribution, which can be easily calculated through a simple recursive procedure. The result for the idle period is easily taken as input to the calculation of other performance measures of the system, e.g., interdeparture time distributions. Numerical examples are given to illustrate these results.