A Path Construction for the Virtual Waiting Time of an M/G/1 Queue

Consider the M/G/1 queue, the finite dam M/G/1 with capacity T, and the impatient customer M/G/1 model, where customers become lost customers if their waiting time exceeds τ. In this note we prove that for all three models and each xe(0, r) the distribution of the number of downcrossings of the virtual waiting time process with level x during a busy cycle is identical. This implies the weaker statement that on [0, T) the distribution functions of the steady state distributions of the amount of unprocessed work (virtual waiting time) are proportional. A number of applications is given.