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Conditions for Finite Ladder Height and Delay Moments

Ronald W. Wolff

Operations Research · 1984 · Volume 32 · Issue 4

DOI: 10.1287/opre.32.4.909

Abstract

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.

Keywords

568 random walk, 681 queues

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