WHEN ARE ON–OFF SOURCES SIS?: CONDITIONS AND APPLICATIONS

Author:

Vanichpun Sarut,Makowski Armand M.

Abstract

Recent advances from the theory of multivariate stochastic orderings can be used to formalize the “folk theorem” that positive correlations lead to larger buffer levels at a discrete-time infinite capacity multiplexer queue. In particular, it is known that if the input traffic is larger than its independent version in the supermodular (sm) ordering, then their corresponding buffer contents are similarly ordered in the increasing convex (icx) ordering.A sufficient condition for the aforementioned sm comparison is the stochastic increasingness in sequence (SIS) property of the input traffic. In this article, we provide conditions for the stationary on–off source to be SIS. We then use this result to find conditions under which the superposition of independent on–off sources and the M|G|∞ input model are each sm greater than their respective independent version. Similar but weaker SIS conditions are also obtained for renewal on–off processes.

Publisher

Cambridge University Press (CUP)

Subject

Industrial and Manufacturing Engineering,Management Science and Operations Research,Statistics, Probability and Uncertainty,Statistics and Probability

Reference21 articles.

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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Stochastic Orders;Springer Series in Statistics;2007

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