Performance Analysis of Discrete-Time Autoregressive Queueing Systems

We consider a discrete-time single server queueing system with an autoregressive arrival process. Arrivals stem from two discrete autoregressive arrival processes of order 1. This aggregated arrival process combines analytical tractability with the ability to capture both short- and long-term correlation. Closed-form expressions for the mean and variance of the queue content and packet delay are obtained. We illustrate our approach by means of some numerical examples.