Fm. Guillemin et Rr. Mazumdar, EXCURSIONS OF THE WORKLOAD PROCESS IN G GI/1 QUEUES/, Stochastic processes and their applications, 58(1), 1995, pp. 139-154
In this paper we study the excursions of the workload process of G/GI/
1 queues above a given level. Instead of invoking classical semi-regen
erative arguments, we adopt a martingale formulation via the use of th
e predictable characteristics associated with the semi-martingales of
the excursion process. We calculate the stationary distribution of the
excursion process as well as analyse the duration of excursions and a
ssociated properties.