The waiting time distribution for a correlated queue with exponential interarrival and service times

We are concerned with the analysis of the waiting time distribution in an M∕M∕1 queue in which the interarrival time between the nth and the (n+1)th customers and the service time of the nth customer are correlated random variables with Downton's bivariate exponential distribution. In this paper we show that the conditional waiting time distribution, given that the waiting time is positive, is exponential.