We consider a single-server queueing system in which a customer gives up whenever his waiting time is larger than a random threshold, his patience time. In the case of aGI/GI/1 queue with i.i.d. patience times, we establish the extensions of the classicalGI/GI/1 formulae concerning the stability condition and the relation between actual and virtual waiting-time distribution functions. We also prove that these last two distribution functions coincide in the case of a Poisson input process and determine their common law.
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Baccelli et al. (1984) studied this question.
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