Monotonicity results for MR/GI/1 queues

DOI10.2307/3215390MaRDI QIDQ4358600zbMATH OpenOpenAlexFDO

Authors Nicole Bäuerle

Publication date 1 October 1997

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3215390

zbMATH Keywords

stochastic orderingsupermodular orderingenvironment processes

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Markov renewal processes, semi-Markov processes (60K15)

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Cited in

(16)

• Smooth generators of integral stochastic orders.
• Preservation of multivariate dependence under multivariate claim models
• MONOTONICITY RESULTS FOR SINGLE-SERVER FINITE-CAPACITY QUEUES WITH RESPECT TO DIRECTIONALLY CONVEX ORDER
• MONOTONICITY AND CONVEXITY OF SOME FUNCTIONS ASSOCIATED WITH DENUMERABLE MARKOV CHAINS AND THEIR APPLICATIONS TO QUEUING SYSTEMS
• Stop-loss order for portfolios of dependent risks
• Worst VaR scenarios
• Variability of total claim amounts under dependence between claims severity and number of events
• Some results about the expected ruin time in Markov-modulated risk models
• Modeling and Comparing Dependencies in Multivariate Risk Portfolios
• Strict monotonicity and continuity of mean unfinished work in two queues sharing a server
• On multivariate dispersion orderings based on the standard construction
• WHEN ARE ON–OFF SOURCES SIS?: CONDITIONS AND APPLICATIONS
• Dependence orderings for some functionals of multivariate point processes
• On performance comparison of MR/GI/1 queues
• Monotonicity properties of single-server retrial queues
• DEPENDENCE ORDERING FOR QUEUING NETWORKS WITH BREAKDOWN AND REPAIR

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