Date of Original Version



Working Paper

Rights Management

All Rights Reserved

Abstract or Description

The effect of dependence is mostly ignored in queueing systems due to the difficulty in its analysis; the existing studies about dependent queueing systems have restrictive assumptions, such as considering only the M/M/1 queue with order of dependence lag-1 in interarrival and service times. In this paper, we conduct a simulation study to observe the impact of dependence in a single server queue, by using different probability distributions and higher orders of dependence. For generating multivariate input for our simulation, we use Vector-Auto-Regressive-to-Anything (VARTA) method that has never been used in queueing systems. We invesitage nonmonotonic behavior of the performance of a single server queue with autocorrelated service times, which is a known observation in the literature but it hasn’t been explained by using VARTA as a novel approach to generate multivariate input.