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Volume 9 - March 1977

Contents

Page 3 of 7

I. Invited Review and Research Papers

II. Directional Statistics and Decomposability Problems

Buffon Bicentenary Symposium on Stochastic Geometry and Directional Statistics

Research Article

  • The stable M/G/1 queue in heavy traffic and its covariance function

  • Teunis J. Ott
  • Published online by Cambridge University Press:
    01 July 2016, pp. 169-186

  • Let X(t) be the virtual waiting-time process of a stable M/G/1 queue. Let R(t) be the covariance function of the stationary process X(t), B(t) the busy-period distribution of X(t); and let E(t) = P{X(t) = 0|X(0) = 0}.

    For X(t) some heavy-traffic results are given, among which are limiting expressions for R(t) and its derivatives and for B(t) and E(t).

    These results are used to find the covariance function of stationary Brownian motion on [0, ∞).

Back Matter

II. Directional Statistics and Decomposability Problems

Buffon Bicentenary Symposium on Stochastic Geometry and Directional Statistics

Front Matter

I. Invited Review and Research Papers

II. Directional Statistics and Decomposability Problems

Buffon Bicentenary Symposium on Stochastic Geometry and Directional Statistics

Back Matter

I. Invited Review and Research Papers

III. Point Processes

Buffon Bicentenary Symposium on Stochastic Geometry and Directional Statistics

I. Invited Review and Research Papers

III. Point Processes

Buffon Bicentenary Symposium on Stochastic Geometry and Directional Statistics

I. Invited Review and Research Papers

III. Point Processes

Buffon Bicentenary Symposium on Stochastic Geometry and Directional Statistics

I. Invited Review and Research Papers

IV. Spatial Processes and Applications

Buffon Bicentenary Symposium on Stochastic Geometry and Directional Statistics

I. Invited Review and Research Papers

Page 3 of 7