The MacLaurin series for the GI/G/1 queue

Abstract

We derive the MacLaurin series for the moments of the system time and the delay with respect to the parameters in the service time or interarrival time distributions in the GI/G/1 queue. 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 light traffic derivatives can be obtained from these series. For the M/G/1 queue, we are able to recover the formulas for the moments of the system time and the delay, including the Pollaczek–Khinchin mean-value formula.