Two extremal autocorrelated arrival processes

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

研究成果: Article

3 引用 (Scopus)

抄録

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.

元の言語English
ページ(範囲)441-450
ページ数10
ジャーナルProbability in the Engineering and Informational Sciences
11
発行部数4
出版物ステータスPublished - 1997
外部発表Yes

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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

これを引用

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

:: Probability in the Engineering and Informational Sciences, 巻 11, 番号 4, 1997, p. 441-450.

研究成果: Article

Toyoizumi, H, George Shanthikumar, J & Wolff, RW 1997, 'Two extremal autocorrelated arrival processes', Probability in the Engineering and Informational Sciences, 巻. 11, 番号 4, pp. 441-450.
Toyoizumi, Hiroshi ; George Shanthikumar, J. ; Wolff, Ronald W. / Two extremal autocorrelated arrival processes. :: Probability in the Engineering and Informational Sciences. 1997 ; 巻 11, 番号 4. pp. 441-450.
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