Long range dependence of point processes, with queueing examples

Stochastic Processes and their Applications

Volumn 70, Issue 2, 1997, Pages 265-282

  Daley, D J ^a   Vesilo, Rein ^b  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b MACQUARIE UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031572725     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(97)00045-8     Document Type: Article

References (16)

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3. Daley, D.J., 1968. The correlation structure of the output processes of some single server queueing systems. Ann. Math. Statist. 39, 1007-1019.
4. Daley, D.J., 1971. Weakly stationary point processes and random measures. J. Roy. Statist. Soc. Ser. B 33, 406-428.
5. Daley, D.J., 1975. Further second-order properties of certain single-server queueing systems. Stoch. Proc. Appl. 3, 185-191.
6. Daley, D.J., 1976. Queueing output processes. Adv. Appl. Probab. 8, 395-415.
7. Daley, D.J., Kreinin, A. Ya., Trengove, C.D., 1992. Inequalities concerning the waiting-time in single-server queues: a survey. In Bhat, U.N., Basawa, I.V. (Eds.), Queueing and Related Models, Clarendon Press, Oxford, pp. 177-223.
8. Daley, D.J., Vere-Jones, D., 1988. An Introduction to the Theory of Point Processes. Springer, New York.
9. Doob, J.L., 1953. Stochastic Processes. Wiley, New York.
10. Heyde, C.C., 1992. Some results on inference for stationary processes and queueing systems. In Bhat, U.N., Basawa, I.V. (Eds.), Queueing and Related Models, Clarendon Press, Oxford, pp. 337-345.
11. Reynolds, J.F., 1975. The covariance structure of queues and related processes - a survey of recent work. Adv. Appl. Probab. 7, 383-415.
12. Resnick, S., Samorodnitsky, G., 1996. The effect of long range dependence in a simple queueing model. Manuscript.
13. Solo, V., 1995. On queueing theory for broadband communication network traffic with long range correlation. Proc. 34th IEEEE Conf. on Decision and Control, New Orleans LA, pp. 853-858.
14. Takacs, L., 1962. Introduction to the Theory of Queues. Oxford University Press, New York.
15. Teugels, J.L., 1968. Renewal theorems when the first or the second moment is infinite. Ann. Math. Statist. 39, 1210-1219.
16. Widder, D.V., 1946. The Laplace Transform. Princeton University Press, Princeton.