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On an elementary characterization of the increasing convex ordering, by an application

Part of: Distribution theory - Probability

Published online by Cambridge University Press:  14 July 2016

Armand M. Makowski
Armand M. Makowski*
Affiliation:
University of Maryland, College Park
*
∗ Postal address: Electrical Engineering Department and Institute for Systems Research, University of Maryland, College Park, MD 20742.
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Abstract

In this short note, we present a simple characterization of the increasing convex ordering on the set of probability distributions on ℝ. We show its usefulness by providing a very short proof of a comparison result for M/GI/1 queues due to Daley and Rolski, and obtained by completely different means.

Keywords

CONVEX INCREASING ORDERINGSUBMAJORIZATIONSTOCHASTIC COMPARISONM/GI/1 QUEUES

MSC classification

Primary: 60E05: Distributions
Type
Short Communications
Information
Journal of Applied Probability , Volume 31 , Issue 3 , September 1994 , pp. 834 - 840
Copyright
Copyright © Applied Probability Trust 1994 

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Footnotes

The work of this author was supported through NSF Grants NSFD CDR-88-03012 and ASC-88-02764.

References

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