LOCAL CORRELATION OF OCCUPANCY OF THE FINITE BUFFER QUEUE M M/1/N/

The queue M/M/1/N with finite buffer size N represents a loss system o f elementary importance. In order to characterize the correlation prop erties of the random variable ''occupancy beta'', beta = 0, 1, ..., N + 1, the formula of the so called local correlation coefficient rho(x) is derived as a supplement to the complementary d.f. 1 - F(x) = G(x) = G(beta), beta less-than-or-equal-to x < beta + 1, whose level G(N) i st equal to the loss probability P(L). Based on the analytical descrip tion of occupancy beta by the pair of functions G(x) and rho(x) the qu eue M/M/1/N becomes available as a basic reference model for verifying rare event simulation procedures, which apply importance sampling met hods for measuring very low loss probabilities of queueing systems in the order of P(L) less-than-or-equal-to 10(-9).