  In the resonant tunneling regime sequential processes dominate single
electron transport through quantum dots or molecules that are weakly coupled to
macroscopic electrodes. In the Coulomb blockade regime, however, cotunneling
processes dominate. Cotunneling is an inherently quantum phenomenon and thus
gives rise to interesting observations, such as an increase in the current shot
noise. Since cotunneling processes are inherently fast compared to the
sequential processes, it is of interest to examine the short time behaviour of
systems where cotunneling plays a role, and whether these systems display
nonrenewal statistics. We consider three questions in this paper. Given that an
electron has tunneled from the source to the drain via a cotunneling or
sequential process, what is the waiting time until another electron cotunnels
from the source to the drain? What are the statistical properties of these
waiting time intervals? How does cotunneling affect the statistical properties
of a system with strong inelastic electron-electron interactions? In answering
these questions, we extend the existing formalism for waiting time
distributions in single electron transport to include cotunneling processes via
an $n$-resolved Markovian master equation. We demonstrate that for a single
resonant level the analytic waiting time distribution including cotunneling
processes yields information on individual tunneling amplitudes. For both a SRL
and an Anderson impurity deep in the Coulomb blockade there is a nonzero
probability for two electrons to cotunnel to the drain with zero waiting time
inbetween. Furthermore, we show that at high voltages cotunneling processes
slightly modify the nonrenewal behaviour of an Anderson impurity with a strong
inelastic electron-electron interaction.
