Two extremal autocorrelated arrival processes

Hiroshi Toyoizumi*, J. George Shanthikumar, Ronald W. Wolff

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

3 Citations (Scopus)


Extremal arrival processes, in the sense of increasing convex order of waiting time of queueing systems, are investigated. Two types of extremal processes are proposed: one in the class of processes that have identical marginal distributions and the other in the class of bounded stochastic processes that have the same mean and covariance structure. The worst performance with regard to waiting time in the sense of increasing convex order is guaranteed when these extremal processes are fed into a first in-first out single-server queue.

Original languageEnglish
Pages (from-to)441-450
Number of pages10
JournalProbability in the Engineering and Informational Sciences
Issue number4
Publication statusPublished - 1997
Externally publishedYes

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Management Science and Operations Research
  • Industrial and Manufacturing Engineering


Dive into the research topics of 'Two extremal autocorrelated arrival processes'. Together they form a unique fingerprint.

Cite this