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

DOI10.1287/OPRE.25.5.879zbMATH Open0378.60098OpenAlexW2035185070MaRDI QIDQ4157792FDOQ4157792

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)

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

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