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http://hdl.handle.net/1903/4999
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| Title: | Stochastic Convexity of Sums of I.I.D. Non-Negative Random Variables with Applications |
| Authors: | Makowski, Armand M.
Philips, T.K. |
| Department/Program: | ISR |
| Type: | Technical Report |
| Keywords: | stochastic convexity, i.i.d. non-negative random variables, forward recurrence times, multi-processor systems, fork-join, random routing, Communication , Signal Processing Systems |
| Issue Date: | 1990 |
| Series/Report no.: | ISR; TR 1990-51 |
| Abstract: | 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 of parallel queues with Bernoulli routing, and are useful in establishing a performance comparison between two scheduling strategies in multi-processor systems. |
| URI: | http://hdl.handle.net/1903/4999 |
| Appears in Collections: | Institute for Systems Research Technical Reports
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