“…Arrival models of interest include, amongst others, finite-state-space Markovian arrival models like the discrete batch Markovian arrival model [1] as well as Markovian arrival models with an infinite but structured state-space. Prime examples of the latter class include M/G/∞-input -often referred to as train arrival or session models, see [3,5,13] -as well as autoregressive arrival models [7,8,10]. Most often, performance analysis of queues with finite-state-space Markovian arrivals relies on a computational approach: efficient algorithms are devised to calculate the performance measures of interest [4].…”