Heavy traffic results for single server queues with dependent (EARMA) service and interarrival times
Jacobs, Patricia A.
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Models are given for sequences of correlated exponential interarrival and service times for a single server queue. These multivariate exponential models are formed as probabilitic linear combinations of sequences of independent exponential random variables and are easy to generate on a computer. Limiting results for customer waiting time under heavy traffic conditions are obtained for these queues. Heavy traffic results are useful for analyzing the effect of correlated interarrival and service times in queues on such quantities as queue length and customer waiting time. They can also be used to check simulation results
NPS Report NumberNPS55-79-009
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