Author:
Toyoizumi Hiroshi,Shanthikumar J. George,Wolff Ronald W.
Abstract
Extremal arrival processes, in the sense of increasing convex order of waiting time of queueing systems, are investigated. Two types of extremal processes are proposed: one in the class of processes that have identical marginal distributions and the other in the class of bounded stochastic processes that have the same mean and covariance structure. The worst performance with regard to waiting time in the sense of increasing convex order is guaranteed when these extremal processes are fed into a first in-first out single-server queue.
Publisher
Cambridge University Press (CUP)
Subject
Industrial and Manufacturing Engineering,Management Science and Operations Research,Statistics, Probability and Uncertainty,Statistics and Probability
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