Asymptotic Expansions for the Mean and Variance of the Serial Correlation Coefficient

Biometrika ◽  
1961 ◽  
Vol 48 (1/2) ◽  
pp. 85 ◽  
Author(s):  
John S. White
1985 ◽  
Vol 22 (03) ◽  
pp. 668-677 ◽  
Author(s):  
Pyke Tin

This paper considers a single-server queueing system with Markov-dependent interarrival times, with special reference to the serial correlation coefficient of the arrival process. The queue size and waiting-time processes are investigated. Both transient and limiting results are given.


1992 ◽  
Vol 29 (2) ◽  
pp. 404-417
Author(s):  
D. A. Stanford ◽  
B. Pagurek

The generating functions for the serial covariances for number in system in the stationary GI/M/1 bulk arrival queue with fixed bulk sizes, and the GI/Em/1 queue, are derived. Expressions for the infinite sum of the serial correlation coefficients are also presented, as well as the first serial correlation coefficient in the case of the bulk arrival queue. Several numerical examples are considered.


Author(s):  
Victor Nicolai Friedhoff ◽  
Lukas Ramlow ◽  
Benjamin Lindner ◽  
Martin Falcke

AbstractComplexity and limited knowledge render it impractical to write down the equations describing a cellular system completely. Cellular biophysics uses hypotheses-based modelling instead. How can we set up models with predictive power beyond the experimental examples used to develop them? The two textbook systems of cellular biophysics, $$\hbox {Ca}^{2+}$$ Ca 2 + signalling and neuronal membrane potential dynamics, both face this question. Both systems also have a non-equilibrium feature in common: on different time scales and for different observables, they exhibit stochastic spiking, i.e., sequences of stereotypical events that are separated by statistically distributed intervals, the interspike intervals (ISI). Here we review recent progress on the description of $$\hbox {Ca}^{2+}$$ Ca 2 + spikes in terms of blips, puffs and cellular $$\hbox {Ca}^{2+}$$ Ca 2 + spikes and focus on stochastic models that can explain the statistics of the single ISIs, in particular its mean and variance and the cell-to-cell variability of these statistics. We also review models of the stochastic integrate-and-fire type and measures like the spike-train power spectrum or the serial correlation coefficient that are used to describe neuronal spike trains. These concepts from computational neuroscience might be applicable for understanding long-term memory effects in $$\hbox {Ca}^{2+}$$ Ca 2 + spiking that extend beyond a single ISI, such as cumulative refractoriness.


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