Convexity of Workload Autocorrelation in a Stationary Single Server Queue with Independent Increment Input

Details Convexity of Workload Autocorrelation in a Stationary Single Server Queue with Independent Increment Input Convexity of Workload Autocorrelation in a Stationary Single Server Queue with Independent Increment Input

2011-07-06

arxiv.org/abs/1107.1230v2

Mathematics

Probability

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Scientific paper

We propose a method based on probabilistic arguments to study the convexity
of the autocorrelation function of processes associated with a single server
queue. To illustrate the power of the method we apply it in two cases: to the
workload process seen by the customers of a GI/GI/1 queue, and to the workload
process of a fluid queue fed by a general L\'evy process.

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