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.
|Number of pages||10|
|Journal||Probability in the Engineering and Informational Sciences|
|Publication status||Published - 1997|
ASJC Scopus subject areas
- Management Science and Operations Research
- Industrial and Manufacturing Engineering
- Statistics and Probability