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On Long-Range Dependence in Regenerative Processes Based on a General ON/OFF Scheme
Published online by Cambridge University Press: 14 July 2016
Abstract
In this paper, we obtain a closed form for the covariance function of a general stationary regenerative process. It is used to derive exact asymptotics of the covariance function of stationary ON/OFF and workload processes, when ON and OFF periods are heavy-tailed and mutually dependent. The case of a G/G/1/0 queueing system with heavy-tailed arrival and/or service times is studied in detail.
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- Research Article
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- Copyright © Applied Probability Trust 2007
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