Now showing items 1-10 of 11
Stochastic Convexity of Sums of I.I.D. Non-Negative Random Variables with Applications
We present some monotonicity and convexity properties for the sequence of partial sums associated with a sequence of non- negative independent identically distributed random variables. These results are applied to a system ...
Optimal Scheduling for a Distributed Parallel Processing Model
We consider a model of a parallel processing system consisting of K distributed homogeneous processors each with private memory in which tasks queue before being served. Jobs arriving to the system consist of a set of tasks ...
On Stochastic Approximations Driven by Sample Averages: Convergence Results via the ODE Method
We consider a class of projected stochastic approximation algorithms drive by sample averages. These algorithms arise naturally in problems of on-line parametric optimization for discrete event dynamical systems., e.g., ...
On the Effects of the Initial Condition in State Estimation for Discrete-Time Linear Systems
We consider the one-step prediction problem for discrete-time linear systems in correlated Gaussian white plant and observation noises, and non-Gaussian initial conditions. Explicit representations are obtained for the ...
On an Elementary Characterization of the Increasing Covex Ordering, with an Application
In this short note, we present a simple characterization of the increasing convex ordering icx on the set of probability distributions on IR. We show its usefulness by providing a very short proof of a comparison result ...
Stochastic Orders Associated with the Forward Recurrence Time of a Renewal Process
WAITING FOR JAYA TO CREATE SYMBOLS FOR THE ABSTRACT OF THIS REPORT.
Interpolation Approximations for Symmetric Fork-Join Queues
In this paper we propose a family of heuristic approximations for the expected response time of K-dimensional symmetric Fork-Join systems in statistical equilibrium with general inter-arrival and service time distributions. ...
Distributed Parallelism Considered Harmful
We consider a model of a distributed parallel processing system that shows that parallel versus sequential processing is beneficial only under conditions of light load. Our results are valid under general assumptions on ...
Convexity Results for Parallel Queues with Bernoulli Routing
In this note, we derive various convexity and monotonicity properties of performance measures in parallel GI/GI/1 queues with Bernoulli routing. We then use these results to establish that the equilikely assignment is ...
On Constrained Optimization of the Klimov Network and Related Markov Decision Processes
We solve a constrained version of the server allocation problem for a Klimov network and establish that the optimal constrained schedule is obtained by randomizing between two fixed priority schemes. This generalizes work ...