Computation of the moments of queue length in the BMAP∕SM∕1 queue

The BMAP∕SM∕1 queue is the most general single-server queueing model which can be analysed analytically. Problem of computation of stationary distributions of queue length is solved in the literature. However, the problem of computation of the moments of these distributions is not enough addressed. This problem is more complicated than its particular case when the service times are independent identically distributed random variables due to reducibility of some involved matrices. In this communication, we solve this problem.