Insensitive bounds for the moments of the sojourn time distribution in the \(M/G/1\) processor-sharing queue (Q2494557)

For the \(M/G/1\) processor-sharing (PS) system bounds for the moments \(v_k(\tau)=\)\( EV^k(\tau),\) \(k\geq2\) of the (conditional) sojourn time \(V(\tau)\) of a customer with required service time \(\tau\) are derived. A first upper bound is obtained by exploiting a particular series expansion from \textit{A. P. Zwart} and \textit{O. J. Boxma} [Queueing Syst. 35, 141--166 (2000; Zbl 0997.90024)] for the Laplace-Stieltjes transform of \(V(\tau)\), generalizing the known bound for \(k=2\) to higher moments. A second upper bound for \(v_k(\tau)\) -- the main result of the paper -- bases on general moment ordering results between two PS queues with a random number of permanent customers. The upper bound involves polynomials with Eulerian numbers as coefficients; for \(\tau\to 0\) an intuition of the upper bound is given via instantaneous sojourn times. For \(k=2\) both upper bounds coincide. A simple lower bounds for \(v_k(\tau)\) is given via Jensen's inequality. All moment bounds are insensitive with respect to the service time distribution and depend only on \(\tau\) and the traffic intensity. Within the framework of the paper stochastic ordering results for \(V(\tau)\) are given.