Consider the M/M/1 queueing model, and as in Exercise 23, take for granted that the r.v. K,
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Consider the M/M/1 queueing model, and as in Exercise 23, take for granted that the r.v. K, the number of customers that are ahead of a newly arriving customer, has the same distribution as Xt in the stationary regime. Prove the fact that we use in Exercise 24. (Advice: Use the result of Example 6.4.2-2.) and a remark in Exercise 23.)
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