Another martingale bound on the waiting-time distribution in GI/G/1 queues
Harry H. Tan
Abstract
Harry H. Tan
Abstract
A new upper bound on the stationary waiting-time distribution of a GI/G/1 queue is derived following Kingman's martingale approach. This bound is generally stronger than Kingman's upper bound and is sometimes stronger than an upper bound derived by Ross.
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A new upper bound on the stationary waiting-time distribution of a GI/G/1 queue is derived following Kingman's martingale approach. This bound is generally stronger than Kingman's upper bound and is sometimes stronger than an upper bound derived by Ross.
Key concepts: Mathematics, Upper and lower bounds, Martingale (probability theory), Martingale difference sequence, Combinatorics, Queue, Discrete mathematics, Statistics