Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.
We derive an asymptotic relation for the expected value of the stopping time , where Sk is a random walk with negative drift.
Iglehart, D. L. (1972) Extreme values in the GI/G/1 queue. Ann. Math. Statist.43, 627–635.Google Scholar
Stadje, W. (1987) Asymptotic behavior of a stopping time related to cumulative sum procedures and single-server queues. J. Appl. Prob.24, 200–214.CrossRefGoogle Scholar