Stochastic Convexity of Sums of I.I.D. Non-Negative Random Variables with Applications
dc.contributor.author | Makowski, Armand M. | en_US |
dc.contributor.author | Philips, T.K. | en_US |
dc.contributor.department | ISR | en_US |
dc.date.accessioned | 2007-05-23T09:46:07Z | |
dc.date.available | 2007-05-23T09:46:07Z | |
dc.date.issued | 1990 | en_US |
dc.description.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. | en_US |
dc.format.extent | 609658 bytes | |
dc.format.mimetype | application/pdf | |
dc.identifier.uri | http://hdl.handle.net/1903/4999 | |
dc.language.iso | en_US | en_US |
dc.relation.ispartofseries | ISR; TR 1990-51 | en_US |
dc.subject | stochastic convexity | en_US |
dc.subject | i.i.d. non-negative random variables | en_US |
dc.subject | forward recurrence times | en_US |
dc.subject | multi-processor systems | en_US |
dc.subject | fork-join | en_US |
dc.subject | random routing | en_US |
dc.subject | Communication | en_US |
dc.subject | Signal Processing Systems | en_US |
dc.title | Stochastic Convexity of Sums of I.I.D. Non-Negative Random Variables with Applications | en_US |
dc.type | Technical Report | en_US |
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