Now showing items 1-10 of 14
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 ...
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 ...
Tail Probabilities for M|G|input Processes (I): Preliminary Asymptotics
The infinite server model of Cox with arbitrary service time distribution appears to provide a very large class of traffic models - Pareto and log-normal distributions have already been reported in the literature for several ...
Buffer Overflow Probabilities for a Multiplexer with Self- Similar Traffic
We study the large buffer asymptotics of a multiplexer under two different self-similar traffic inputs, namely the so-called M G model of Cox and the fractional Gaussian noise input model. In the former case we show that ...
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., ...
M|G|Input Processes: A versatile class of models for network traffic
We suggest the M|G|input process as a viable model for network traffic due to its versatility and tractability. To gauge its performance, we study the large buffer asymptotics of a multiplexer driven by an M|G|input ...
Stochastic Orders Associated with the Forward Recurrence Time of a Renewal Process
WAITING FOR JAYA TO CREATE SYMBOLS FOR THE ABSTRACT OF THIS REPORT.
Cell Loss Probabilities in Input Queueing Crossbar Switches Via Light Traffic
Under most system assumptions, closed form solutions of performance measures for input queueing crossbar switches are not available. In this paper, we present expressions and bounds for the derivatives of cell loss ...
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. ...
Simple Optimization Problems via Majorization Ordering
We introduce and explicitly solve a novel class of optimization problems which are motivated by load assignment issues in crossbar switches with output queueing. The optimization criterion is given in the majorization ...