For the queueing system GI/G/1 with both waiting-line and service-line customer impatience an integral equation for the limiting waiting-time distribution function W(x) is derived and the existence of W(x) proved when the system satisfies certain conditions. Two counter examples are constructed showing that W(x) does not necessarily exist. A sufficient condition for its existence in GI/G/1 with deterministic waiting-line impatience is given. Formal solutions for M/G/l are derived for deterministic impatience and negative exponential impatience.
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D. J. Daley (1965) studied this question.
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