Flow coupling and stochastic ordering of throughputs in linear networks
Probability
2014-12-09 v1
Abstract
Robust estimates for the performance of complicated queueing networks can be obtained by showing that the number of jobs in the network is stochastically comparable to a simpler, analytically tractable reference network. Classical coupling results on stochastic ordering of network populations require strong monotonicity assumptions which are often violated in practice. However, in most real-world applications we care more about what goes through a network than what sits inside it. This paper describes a new approach for ordering flows instead of populations by augmenting network states with their associated flow counting processes and deriving Markov couplings of the augmented state-flow processes.
Cite
@article{arxiv.1412.2540,
title = {Flow coupling and stochastic ordering of throughputs in linear networks},
author = {Lasse Leskelä},
journal= {arXiv preprint arXiv:1412.2540},
year = {2014}
}
Comments
12 pages, 1 figure