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The serial correlation coefficients of waiting times in a stationary single server queue

  • D. J. Daley (a1)

Summary

In a stationary GI/G/1 queueing system in which the waiting time variance is finite, it can be shown that the serial correlation coefficients {ρn} of a (stationary) sequence of waiting times are non-negative and decrease monotonically to zero. By means of renewal theory we find a representation for Σ0 ρn from which necessary and sufficient condition for its finiteness can be found. In M/G/1 rather more can be said: {ρn} is convex sequence, the asymptotic form of ρ n can be given in a nearly saturated queue, and a simple explicit expression for Σ0 ρn exists. For the stationary M/M/1 queue we find the ρn's explicitly, illustrate them numerically, and derive a representation which shows that {ρn} is completely monotonic.

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References

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Journal of the Australian Mathematical Society
  • ISSN: 1446-7887
  • EISSN: 1446-8107
  • URL: /core/journals/journal-of-the-australian-mathematical-society
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