Stochastic convexity of sums of i.i.d. non-negative random variables with applications

We present some monotonicity and convexity properties for the sequence of partial sums associated with a sequence of non-negative independent identically distributed random variables. These results are applied to a system of parallel queues with Bernoulli routing, and are useful in establishing a pe...

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Bibliographic Details
Published in:Journal of applied probability 1992-03, Vol.29 (1), p.156-167
Main Authors: Makowski, Armand M., Philips, Thomas K.
Format: Article
Language:English
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Summary:We present some monotonicity and convexity properties for the sequence of partial sums associated with a sequence of non-negative independent 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 strategies in multiprocessor systems.
ISSN:0021-9002
1475-6072
DOI:10.1017/S0021900200106709