Consider the M/GI/infinity queueing system where arrivals are modeled
by the Poisson process of rate lambda > 0.  Service times are i.i.d.
random variables with generic service time sigma, and independent of
the Poisson process.

Derive a closed form expression for the covariance function
R_N(t,t+h)=cov(N*(t+h),N*(t)),  t,h>=0
where {N*(t), t>=0} is the stationary version of the process
describing the number of busy servers.

Queueing Theory