Stochastic Convexity of Sums of I.I.D. Non-Negative Random Variables with Applications
Makowski, Armand M.
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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.