Waiting time analysis for the M/G/1 queuing system with correlated traffic

摘要

The waiting time of a request in a queue in the queuing system M/G/1 easily can be found for independent inter-arrival time and service time intervals. In case of a correlation between these sequences, finding the value of the mean waiting time in the queue is complicated due to the fact that to solve the Lindley integral equation it is necessary to know the two-dimensional probability density function. Here shown the way to find this function using a copula.