In the majority of the previous works on discrete-event stochastic systems, they have been assumed to have independent input processes. However, in many applications, these input processes can be highly correlated. Furthermore, the performance measures of the systems with correlated inputs can be significantly different from those with independent inputs. In this paper, we provide an overview on some commonly used methods for modeling correlated input processes, and we discuss the difficulties and possible future research topics in the study of discrete-event stochastic systems with correlated inputs.
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