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Asymptotic correlation in a queue

Published online by Cambridge University Press:  14 July 2016

B. D. Craven
B. D. Craven*
Affiliation:
University of Melbourne and University of Sheffield
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Extract

Let Xt denote the waiting time of customer t in a stationary GI/G/1 queue, with traffic intensity τ; let ρn denote the correlation between Xt and Xt+n. For a rational GI/G/1 queue, in which the distribution of the difference between arrival and service intervals has a rational characteristic function, it is shown that, for large n, ρn is asymptotically proportional to n–3/2e–βn, where β and the factor of proportionality are calculable. The asymptotic law n–3/2e–βn applies also to the approach of the waiting-time distribution to the stationary state in an initially empty rational GI/G/1 queue, and to the correlations in the queueing systems recently analysed by Cohen [1]. Its more general applicability is discussed.

Type
Research Papers
Information
Journal of Applied Probability , Volume 6 , Issue 3 , December 1969 , pp. 573 - 583
Copyright
Copyright © Applied Probability Trust 

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References

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