The correlation function of a queue with Levy and Markov additive input

Wouter Berkelmans, Agata Cichocka, Michel Mandjes

Let $(Q_t)$ be a stationary workload process, and $r(t)$ the correlation coefficient of $Q_0$ and $Q_t$. In a series of previous papers (i) the transform of $r(\cdot )$ has been der…