A new renewal approximation for certain autocorrelated processes

  • Authors:
  • Mojtaba Araghi;Barış BalcıOglu

  • Affiliations:
  • Department of Mechanical and Industrial Engineering, University of Toronto, 5 King's College Road, Toronto, Ont., Canada M5S 3G8;Department of Mechanical and Industrial Engineering, University of Toronto, 5 King's College Road, Toronto, Ont., Canada M5S 3G8

  • Venue:
  • Operations Research Letters
  • Year:
  • 2008

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Abstract

We propose a new renewal approximation for autocorrelated streams with limiting index of dispersion less than unity. The superposition of independent processes and the splitting of an autocorrelated process are studied. The proposed approximation performs well on predicting the mean delay in a single server queueing system receiving autocorrelated processes.