Monotonicity and convexity of some functions associated with denumerable Markov chains and their applications to queuing systems

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	Monotonicity and convexity of some functions associated with denumerable Markov chains and their applications to queuing systems
	Yu, HB ; He, QM ; Zhang, HQ
	2006
发表期刊	PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES
ISSN	0269-9648
卷号	20 期号:1 页码:67-86
摘要	Motivated by various applications in queuing theory, this article is devoted to the monotonicity and convexity of some functions associated with discrete-time or continuous-time denumerable Markov chains. For the discrete-time case, conditions for the monotonicity and convexity of the functions are obtained by using the properties of stochastic dominance and monotone matrix. For the continuous-time case, by using the uniformization technique, similar results are obtained. As an application, the results are applied to analyze the monotonicity and convexity of functions associated with the queue length of some queuing systems.
语种	英语
WOS研究方向	Engineering ; Operations Research & Management Science ; Mathematics
WOS类目	Engineering, Industrial ; Operations Research & Management Science ; Statistics & Probability
WOS记录号	WOS:000234309400003
出版者	CAMBRIDGE UNIV PRESS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/3843
专题	应用数学研究所
通讯作者	Yu, HB
作者单位	1.Beijing Univ Technol, Coll Econ & Management, Beijing 100022, Peoples R China 2.Dalhousie Univ, Dept Ind Engn, Halifax, NS B3J 2X4, Canada 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Yu, HB,He, QM,Zhang, HQ. Monotonicity and convexity of some functions associated with denumerable Markov chains and their applications to queuing systems[J]. PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES,2006,20(1):67-86.
APA	Yu, HB,He, QM,&Zhang, HQ.(2006).Monotonicity and convexity of some functions associated with denumerable Markov chains and their applications to queuing systems.PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES,20(1),67-86.
MLA	Yu, HB,et al."Monotonicity and convexity of some functions associated with denumerable Markov chains and their applications to queuing systems".PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES 20.1(2006):67-86.