Technical Note—An Inequality for the Variance of Waiting Time under a General Queuing Discipline

DOI10.1287/OPRE.25.5.879MaRDI QIDQ4157792zbMATH OpenOpenAlexFDO

Authors Oldrich Alfons Vasicek

Publication date 1977

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.25.5.879

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25)

Cited in

(12)

• Model checks for the volatility under microstructure noise
• On the regulation of queues
• Sample path methods in the control of queues
• Effects of service disciplines in \(G/GI/s\) queueing systems
• Queues with impolite customers
• Term structure modelling of defaultable bonds
• Waiting time in \(\mathrm{M}/\mathrm{G}/1\) queues with impolite arrival disciplines
• Optimal Scheduling of Multiclass Stochastic Systems
• Comparisons of service disciplines in a tandem queueing network with real time constraints
• Exact solutions for bond and option prices with systematic jump risk
• Efficient Factor Models For Yield Curve Dynamics
• A comparison of three random disciplines

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