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1924 Insensitive bounds for the moments of the sojourn time distribution in the M/G/1 processor-sharing queue
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Cheung, S.K. and van den Berg, J.L. and Boucherie, R.J. (2006) Insensitive bounds for the moments of the sojourn time distribution in the M/G/1 processor-sharing queue. Queueing systems, 53 (1-2). pp. 7-18. ISSN 0257-0130 *** ISI Impact 0,802 ***

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Official URL: http://dx.doi.org/10.1007/s11134-006-7583-y

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Abstract

This paper studies the M/G/1 processor-sharing (PS) queue, in particular the sojourn time distribution conditioned on the initial job size. Although several expressions for the Laplace-Stieltjes transform (LST) are known, these expressions are not suitable for computational purposes. This paper derives readily applicable insensitive bounds for all moments of the conditional sojourn time distribution. The instantaneous sojourn time, i.e., the sojourn time of an infinitesimally small job, leads to insensitive upper bounds requiring only knowledge of the traffic intensity and the initial job size. Interestingly, the upper bounds involve polynomials with so-called Eulerian numbers as coefficients. In addition, stochastic ordering and moment ordering results for the sojourn time distribution are obtained.

(Keywords: M/G/1 PS - Conditional sojourn time - Moments - Insensitive bounds - Instantaneous sojourn time - Euler's number triangle - Moment ordering - Permanent customers)

Item Type:Article
Research Group:EWI-SOR: Stochastic Operations Research, EWI-DACS: Design and Analysis of Communication Systems
Research Program:CTIT-ASI: A-services Internet
Research Project:Beyond 3G: Building Expertise Yielding Outperforming Networks Derived from 3G
Additional Information:This work has been partially funded by the Dutch Ministry of Economic Affairs under the program ‘Technologische Samenwerking ICT-doorbraakprojecten’, project TSIT1025 BEYOND 3G.
ID Code:1924
Status:Published
Deposited On:21 August 2006
Refereed:Yes
International:Yes
ISI Impact Factor:0,802
More Information:statisticsmetis

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