Long range dependence of point processes, with queueing examples
The authors introduce two concepts of long range dependence for stationary point processes on the real line. Let \(\{Y_i:i=1,2,\ldots\}\) be the stationary sequence of distances of neighbour points (starting from a typical point) and \(N(0,x]\) the number of points of the process in the interval \((0,x]\). Then, by definition, the point process exhibits: 1. long range interval dependence (LRiD) when \(\limsup _{n\to \infty }n^{-1}\text{var}(\sum _{i=1}^nY_i)=\infty \), 2. long range count dependence (LRcD) when \(\limsup _{x\to \infty }x^{-1}\text{var} N(0,x]=\infty \). It is shown that a renewal process, which of course cannot be LRiD, can be LRcD, under an assumption on the tail behavior of the lifetime distribution. The authors further consider various queueing models and find conditions for the LRcD of the output process: e.g., the output of GI/M/1 as well as of M/G/1 can be LRcD under special assumptions, and the output of G/GI/\(\infty\) is LRcD if and only if the input process is LRcD.
- Sufficient conditions for long-range count dependence of stationary point processes on the real line
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- Long-range dependence of stationary processes in single-server queues
- Long-range dependent point processes and their Palm-Khinchin distributions
- A Combinatorial Method in the Theory of Queues
- An introduction to the theory of point processes
- Further second-order properties of certain single-server queueing systems
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- Queueing output processes
- Renewal Theorems When the First or the Second Moment is Infinite
- The Correlation Structure of the Output Process of Some Single Server Queueing Systems
- The covariance structure of queues and related processes – a survey of recent work
- Two approximations of renewal function for any arbitrary lifetime distribution
- The intercept term of the asymptotic variance curve for some queueing output processes
- Long range dependence of inputs and outputs of some classical queues
- Long-range dependent point processes and their Palm-Khinchin distributions
- Sufficient conditions for long-range count dependence of stationary point processes on the real line
- Hard-core thinnings of germ-grain models with power-law grain sizes
- On the Bartlett spectrum of randomized Hawkes processes
- Including Long-Range Dependence in Integrate-and-Fire Models of the High Interspike-Interval Variability of Cortical Neurons
- The variance of departure processes: puzzling behavior and open problems
- Heavy traffic approximations of a queue with varying service rates and general arrivals
- On Long-Range Dependence in Regenerative Processes Based on a General ON/OFF Scheme
- On estimating the structure factor of a point process, with applications to hyperuniformity
- Modeling teletraffic arrivals by a Poisson cluster process
- Long-range dependence of stationary processes in single-server queues
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