Long-range dependence of stationary processes in single-server queues
The stationary processes of waiting times {W n }n = 1,2,... in a GI/G/1 queue and queue sizes at successive departure epochs {Q n}n = 1,2,... in an M/G/1 queue are long-range dependent when 3 < κ S < 4, where κ S is the moment index of the independent identically distributed (i.i.d.) sequence...
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Animo Repository
2007
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| Online Access: | https://animorepository.dlsu.edu.ph/faculty_research/3467 https://animorepository.dlsu.edu.ph/context/faculty_research/article/4469/type/native/viewcontent/s11134_006_9008_3.html |
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| Institution: | De La Salle University |
| Summary: | The stationary processes of waiting times {W n }n = 1,2,... in a GI/G/1 queue and queue sizes at successive departure epochs {Q n}n = 1,2,... in an M/G/1 queue are long-range dependent when 3 < κ S < 4, where κ S is the moment index of the independent identically distributed (i.i.d.) sequence of service times. When the tail of the service time is regularly varying at infinity the stationary long-range dependent process {W n } has Hurst index 1/2(5-κ S ), i.e. sup {h : lim sup n→∞\, var(W1+⋯+Wn)/n 2h = ∞} = 5 - κS}/2 If this assumption does not hold but the sequence of serial correlation coefficients {ρ n } of the stationary process {W n } behaves asymptotically as cn -α for some finite positive c and α ∈ (0,1), where α = κ S - 3, then {W n } has Hurst index 1/2(5-κ S ). If this condition also holds for the sequence of serial correlation coefficients {r n } of the stationary process {Q n } then it also has Hurst index 1/2(5κ S ). © Springer Science+Business Media, LLC 2007. |
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