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A New Ordering for Stochastic Majorization: Theory and Applications
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A New Ordering for Stochastic Majorization: Theory and Applications

Cheng-Shang Chang
J Store Advances in Applied Probability, 卷.24(3), 頁.604
1992

摘要

New Ordering;Stochastic Majorization;Theory;Applications
In this paper, we develop a unified approach for stochastic load balancing onvarious multiserver systems. We expand the four partial orderings defined inMarshall and Olkin, by defining a new ordering based on the set of functions thatare symmetric, L-subadditive and convex in each variable. This new partial orderingis shown to be equivalent to the previous four orderings for comparing deterministicvectors but differs for random vectors. Sample-path criteria and a probabilityenumeration method for the new stochastic ordering are established and the orderingis applied to various fork-join queues, routing and scheduling problems. Our resultsgeneralize previous work and can be extended to multivariate stochastic majorizationwhich includes tandem queues and queues with finite buffers.

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