The serial correlation coefficients of waiting times in a stationary single server queue

Abstract

SummaryIn a stationary GI/G/1 queueing system in which the waiting time variance is finite, it can be shown that the serial correlation coefficients {ρn} of a (stationary) sequence of waiting times are non-negative and decrease monotonically to zero. By means of renewal theory we find a representation for Σ∞0 ρn from which necessary and sufficient condition for its finiteness can be found. In M/G/1 rather more can be said: {ρn} is convex sequence, the asymptotic form of ρ n can be given in a nearly saturated queue, and a simple explicit expression for Σ∞0 ρn exists. For the stationary M/M/1 queue we find the ρn's explicitly, illustrate them numerically, and derive a representation which shows that {ρn} is completely monotonic.