An Unrecurrent Flow With Triangular Conditional Distribution Of Interarrival Times

Abstract

An unrecurrent flow is considered when interarrival times form a Markov chain. A conditional distribution of an interarrival time is a triangular one, for that a parameter is a linear function on a previous interarrival time. The stationary one-dimensional and two-dimensional distributions have been derived. It is shown that possible values of a correlation coefficient between the adjacent interarrival times are in the diapason (-1/3, 1/3).