Olivier and Walrand (1994) claimed that the departure process of an MMPP/M/1 queue is not an MAP unless the queue is a stationary M/M/1 queue. They also conjectured that the departure process of an ...
An exponential martingale is associated with the Markov chain of the number of customers in the M/GI/1 queue. With the help of arguments from renewal theory, this martingale provides a unified ...