. Show that for a G/ M/1 queue E|zNe-il _ ME - uz1(-1) 0 < z < 1, t real, us - u + it

. Show that for a G/ M/1 queue E|zNe-il\ _ ME - uzØ1(-1)

0 < z < 1, t real, us - u + it where ø1 is the characteristic function of the RV having DF A(u) =

Pr[u, ≤ u) and § = {(z) is the unique continuous solution of the equation

§ = zV (u - uE)

in the interval 0 < z < 1, y (0) being the LST of the RV having DF A(u)

(Prabhu, 1980).