On the Exact Analysis of a Discrete-Time Queueing System with Autoregressive Inputs
Queueing Systems: Theory and Applications
A note on the discretization of Little's result
Operations Research Letters
The analysis of a multiserver queue fed by a discrete autoregressive process of order 1
Operations Research Letters
Reconstructing arrival processes to G/D/1 queueing systems and tandem networks
SPECTS'09 Proceedings of the 12th international conference on Symposium on Performance Evaluation of Computer & Telecommunication Systems
On the variances of system size and sojourn time in a discrete-time dar(1)/d/1 queue
Probability in the Engineering and Informational Sciences
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We consider a discrete time single server queue with discrete autoregressive process of order 1 (DAR(1)) input. By extracting a Markov process from the queue size process and applying the BASTA property, we derive simple recursive formulae for the stationary distributions of the queue size and the waiting time. These formulae are simple, numerically stable and transform-free. A stochastic decomposition property is given for the stationary waiting time, and relations between the distributions of the stationary queue size and the stationary waiting time are discussed. Numerical examples are given for stationary distributions of the queue size and the waiting time for various DAR(1) inputs.