Journal of Applied Probability, Vol. 48, No. 1 (MARCH 2011), pp. 114-130 (17 pages) In this paper we consider a single-server queue with Lévy input, and, in particular, its workload process (Q t ) t≥0 ...

Models are given for sequences of correlated exponential interarrival and service times for a single-server queue. These multivariate exponential models are formed as probabilistic linear combinations ...