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The serial correlation coefficients for waiting times in the stationary GI/M/m queue
Authors:D. A. Stanford  B. Pagurek  C. M. Woodside
Affiliation:(1) Dept. of Mathematics, Concordia University, H4B 1R6 Montreal, Canada;(2) Dept. of Systems and Computer Engineering, Carleton University, K1S 5B6 Ottawa, Canada
Abstract:Serial correlation coefficients are useful measures of the interdependence of successive waiting times. Potential applications include the development of linear predictors and determining simulation run lengths. This paper presents the algorithm for calculating such correlations in the multiserver exponential service queue, and relates it to known results for single server queues.
Keywords:Correlation  estimation  waiting times  GI/M/m queue
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