The covariance structure of queues and related processes – a survey of recent work

Abstract

This paper surveys recent results on the covariance structure of processes generated by queues and related stochastic processes. The generated processes include the number X(t) of customers at time t, the waiting time W n of the nth customer and the inter-departure interval D n , i.e., the interval between departures of the nth and (n+1)th customers. The importance of these results is discussed, particularly in the field of estimation.