• 한국경영과학회지
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• 제26권4호
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• pp.39-45
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• 2001

Maximum and minimum of rendom variables are frequently encountered in the stochastic modelling for various OR problems. We summarize and extend characteristics of maximum and minimum, emphasizing the case in which random variables are independent and all of them except one are distributed exponential. As an application, we derive a transform-free expression for the M/G/1 queue length distribution.

• 한국경영과학회지
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• 제33권1호
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• pp.107-115
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• 2008

We consider the discrete-time GI/G/1/K queue under the early arrival system. Using a modified supplementary variable technique(SVT), we obtain the distribution of the steady-state queue length. Unlike the conventional SVT, the modified SVT yields transform-free results in such a form that a simple two-moment approximation scheme can be easily established.