Two extremal autocorrelated arrival processes

Hiroshi Toyoizumi, J. George Shanthikumar, Ronald W. Wolff

Research output: Contribution to journalArticle

3 Citations (Scopus)

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.

Original languageEnglish
Pages (from-to)441-450
Number of pages10
JournalProbability in the Engineering and Informational Sciences
Volume11
Issue number4
Publication statusPublished - 1997
Externally publishedYes

Fingerprint

Increasing Convex Order
Extremal Process
Random processes
Waiting Time
Servers
Single Server Queue
Covariance Structure
Queueing System
Marginal Distribution
Stochastic Processes
Class

ASJC Scopus subject areas

  • Management Science and Operations Research
  • Industrial and Manufacturing Engineering
  • Statistics and Probability

Cite this

Two extremal autocorrelated arrival processes. / Toyoizumi, Hiroshi; George Shanthikumar, J.; Wolff, Ronald W.

In: Probability in the Engineering and Informational Sciences, Vol. 11, No. 4, 1997, p. 441-450.

Research output: Contribution to journalArticle

Toyoizumi, H, George Shanthikumar, J & Wolff, RW 1997, 'Two extremal autocorrelated arrival processes', Probability in the Engineering and Informational Sciences, vol. 11, no. 4, pp. 441-450.
Toyoizumi, Hiroshi ; George Shanthikumar, J. ; Wolff, Ronald W. / Two extremal autocorrelated arrival processes. In: Probability in the Engineering and Informational Sciences. 1997 ; Vol. 11, No. 4. pp. 441-450.
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