The covariance structure of queues and related processes – a survey of recent work

This paper surveys recent results on the covariance structure of processes generated by queues and related stochastic processes. The generated processes include the number X ( t ) of customers at time t , the waiting time W n of the n th customer and the inter-departure interval D n , i.e., the interval between departures of the n th and ( n +1)th customers. The importance of these results is discussed, particularly in the field of estimation.