A MONOTONICITY RESULT FOR THE WORKLOAD IN MARKOV-MODULATED QUEUES

We consider a single server queue where the arrival process is a Marko v-modulated Poisson process and service times are independent and iden tically distributed and independent from arrivals. The underlying inte nsity process is assumed ergodic with generator c Q, c > 0. We prove u nder some monotonicity assumptions on a that the stationary workload W (c) is decreasing in c with respect to the increasing convex ordering.