The Correlation Coefficients of the Queue Lengths of Some Stationary Single Server Queues

Abstract

Until recently there has been little systematic work on the second-order properties of queueing processes. The aim of this paper is to study systematically the second-order properties of the queue length processes embedded at departure epochs in the M/G/1 and bulk service M/G/1 queues, and at arrival epochs in the GI/M/1 queue. In the latter case our results extend those of Daley [7], while in the ordinary M/G/1 queue our work parallels Daley's [6] discussion of waiting times in the same system. In the final section we briefly discuss two discrete time queueing systems.