Abstract
Where Chapter 6 focused on the busy period, Chapter 7 considers another metric that relates to the transient workload, that is, the workload correlation function. A variety of techniques is used to analyze the correlation between Q 0 and Q t , where it is assumed that the queue is in stationarity at time 0. Specifically, for the spectrally one-sided case the structural result is established that the workload correlation function is positive, decreasing, and convex (as a function of t), relying on the concept of completely monotone functions.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Abate, J., Whitt, W.: The correlation functions of RBM and M/M/1. Stoch. Mod. 4, 315–359 (1988)
Beneš, V.: On queues with Poisson arrivals. Ann. Math. Stat. 3, 670–677 (1957)
Bernstein, S.: Sur les fonctions absolument monotones. Acta Math. 52, 1–66 (1929)
Es-Saghouani, A., Mandjes, M.: On the correlation structure of a Lévy-driven queue. J. Appl. Probab. 45, 940–952 (2008)
Feller, W.: An Introduction to Probability Theory and its Applications, 2nd edn. Wiley, New York (1971)
Glynn, P., Mandjes, M.: Simulation-based computation of the workload correlation function in a Lévy-driven queue. J. Appl. Probab. 48, 114–130 (2011)
Mandjes, M.: Large Deviations of Gaussian Queues. Wiley, Chichester (2007)
Ott, T.: The covariance function of the virtual waiting-time process in an M/G/1 queue. Adv. Appl. Probab. 9, 158–168 (1977)
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2015 Springer International Publishing Switzerland
About this chapter
Cite this chapter
Dębicki, K., Mandjes, M. (2015). Workload Correlation Function. In: Queues and Lévy Fluctuation Theory. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-319-20693-6_7
Download citation
DOI: https://doi.org/10.1007/978-3-319-20693-6_7
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-20692-9
Online ISBN: 978-3-319-20693-6
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)