The Covariance Structure of the Departure Process from M/G/ 1 Queues with Finite Waiting Lines
有限等待空间M/G/1队列离开过程的协方差结构AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要研究排队过程的概率结构与间隔协方差,未明确涉及所列宏观时间序列或高频金融计量模型。
反馈分类问题有限等待空间M/G/1队列离开过程的协方差结构AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
Summary This paper contains a study of the departure process from M/G/1 queues with a waiting space of size N>0. The property of the departure process which receives the most attention is the covariance of pairs of departure intervals, although a more thorough investigation of the probabilistic structure is undertaken for the case N = 1. A main result of the paper is that in the M/G/1 queue with N = 1, departure intervals separated by one or more intervals are independent. When G is the deterministic server, the departure stream is a renewal process. The paper concludes with an expression for the covariance of any pair of intervals in the departure process for any value of N, and numerical values for correlations in the case of a deterministic server with N = 2.