This paper discussed a stationary departure process from the M/G/1/N queue. Using a Markov renewal process, it examines the joint density function fk of the k-successive departure intervals. In Section 2, the paper discusses the covariance of departure intervals. The departure intervals are statistically independent in case of N=0 or N=1, but not in case of N=2 or N=3. In Section 3, fk in the M/M/1/N is shown to be a symmetric function of arrival and service rates, and it is found that cov(d1,dk) is not dependent on lagk, for k•N+1. Further, the paper proves that the covariance of departure intervals in the dual (reversed) system is equal to one in the original system, for any lagk.
