Curious Implication of Spitzers Identity

摘要

Spitzer's identity can be read as follows: Let W(sub n) denote the waiting timeof the n-th customer in a G/G/1-queue, and let N be geometrically distributed on (0,1,...) and independent of W(sub n)((sup infinity)(sub 1)). Then Wn+1 is infinitely divisible.