STOCHASTIC CONVEXITY OF SUMS OF IID NONNEGATIVE RANDOM-VARIABLES WITHAPPLICATIONS

Authors
MAKOWSKI AM PHILIPS TK
Citation
Am. Makowski et Tk. Philips, STOCHASTIC CONVEXITY OF SUMS OF IID NONNEGATIVE RANDOM-VARIABLES WITHAPPLICATIONS, Journal of Applied Probability, 29(1), 1992, pp. 156-167
Citations number
11
Journal title
Journal of Applied Probability → ACNP
ISSN journal
00219002
Volume
29
Issue
1
Year of publication
1992
Pages
156 - 167
Database
ISI
SICI code
0021-9002(1992)29:1<156:SCOSOI>2.0.ZU;2-X
Abstract
We present some monotonicity and convexity properties for the sequence of partial sums associated with a sequence of non-negative independen t 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 strate gies in multiprocessor systems.