Sample Path Criteria for Weak Majorization

Citation
D. Sparaggis, Panayotis et al., Sample Path Criteria for Weak Majorization, Advances in applied probability , 26(1), 1994, pp. 155-171
ISSN journal
00018678
Volume
26
Issue
1
Year of publication
1994
Pages
155 - 171
Database
ACNP
SICI code
Abstract
We present two forms of weak majorization, namely, very weak majorization and p-weak majorization that can be used as sample path criteria in the analysis of queueing systems. We demonstrate how these two criteria can be used in making comparisons among the joint queue lengths of queueing systems with blocking and/or multiple classes, by capturing an interesting interaction between state and performance descriptors. As a result, stochastic orderings on performance measures such as the cumulative number of losses can be derived. We describe applications that involve the determination of optimal policies in the context of load-balancing and scheduling.