Xq. Tan et C. Knessl, INTEGRAL-REPRESENTATIONS AND ASYMPTOTICS FOR INFINITE-CAPACITY AND FINITE-CAPACITY QUEUES DESCRIBED BY THE UNFINISHED WORK .1., SIAM journal on applied mathematics, 57(3), 1997, pp. 791-823
We consider the M/M/1 queue described by the unfinished work and also
a finite-capacity version of the model, where customers who would caus
e the unfinished work to exceed a given capacity are rejected and lost
. We derive integral representations for the time-dependent distributi
on functions. Then we evaluate these integrals using the saddle point
method. This yields a new set of approximations for describing the tra
nsient behavior of the M/M/1 queue. We show that our formulas yield so
me interesting insights into how the process settles to its steady-sta
te distribution.