STOCHASTIC COMPARISONS FOR FORK-JOIN QUEUES WITH EXPONENTIAL PROCESSING TIMES

Citation
E. Frostig et T. Lehtonen, STOCHASTIC COMPARISONS FOR FORK-JOIN QUEUES WITH EXPONENTIAL PROCESSING TIMES, Journal of Applied Probability, 34(2), 1997, pp. 487-497
Citations number
7
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
00219002
Volume
34
Issue
2
Year of publication
1997
Pages
487 - 497
Database
ISI
SICI code
0021-9002(1997)34:2<487:SCFFQW>2.0.ZU;2-A
Abstract
Consider a fork-join queue, where each job upon arrival splits into k tasks and each joins a separate queue that is attended by a single ser ver. Service times are independent, exponentially distributed random v ariables. Server i works at rate mu(i), Sigma(i=1)(k), mu(i) = mu wher e mu is constant. We prove that the departure process becomes stochast ically faster as the service rates become more homogeneous in the sens e of stochastic majorization. Consequently, when all k servers work wi th equal rates the departure process is stochastically maximized.