On Long-Range Dependence in Regenerative Processes Based on a General ON/OFF Scheme

Remigijus Leipus, Donatas Surgailis
2007 Journal of Applied Probability  
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.
doi:10.1017/s002190020000303x fatcat:wygnb2g5u5fljeei23el3k6zuu