A new ordering for stochastic majorization: theory and applications

1992 ◽  
Vol 24 (03) ◽  
pp. 604-634 ◽  
Author(s):  
Cheng-Shang Chang
Keyword(s):  
Sample Path ◽  
Stochastic Ordering ◽  
Partial Ordering ◽  
Scheduling Problems ◽  
Unified Approach ◽  
Finite Buffers ◽  
Routing And Scheduling ◽  
Partial Orderings ◽  
Stochastic Load ◽  
Stochastic Majorization

In this paper, we develop a unified approach for stochastic load balancing on various multiserver systems. We expand the four partial orderings defined in Marshall and Olkin, by defining a new ordering based on the set of functions that are symmetric, L-subadditive and convex in each variable. This new partial ordering is shown to be equivalent to the previous four orderings for comparing deterministic vectors but differs for random vectors. Sample-path criteria and a probability enumeration method for the new stochastic ordering are established and the ordering is applied to various fork-join queues, routing and scheduling problems. Our results generalize previous work and can be extended to multivariate stochastic majorization which includes tandem queues and queues with finite buffers.

A new ordering for stochastic majorization: theory and applications

1992 ◽  
Vol 24 (3) ◽  
pp. 604-634 ◽  
Author(s):  
Cheng-Shang Chang
Keyword(s):  
Sample Path ◽  
Stochastic Ordering ◽  
Partial Ordering ◽  
Scheduling Problems ◽  
Unified Approach ◽  
Finite Buffers ◽  
Routing And Scheduling ◽  
Partial Orderings ◽  
Stochastic Load ◽  
Stochastic Majorization

In this paper, we develop a unified approach for stochastic load balancing on various multiserver systems. We expand the four partial orderings defined in Marshall and Olkin, by defining a new ordering based on the set of functions that are symmetric, L-subadditive and convex in each variable. This new partial ordering is shown to be equivalent to the previous four orderings for comparing deterministic vectors but differs for random vectors. Sample-path criteria and a probability enumeration method for the new stochastic ordering are established and the ordering is applied to various fork-join queues, routing and scheduling problems. Our results generalize previous work and can be extended to multivariate stochastic majorization which includes tandem queues and queues with finite buffers.

Natural Partial Orders

1968 ◽  
Vol 20 ◽  
pp. 535-554 ◽  
Author(s):  
R. A. Dean ◽  
Gordon Keller
Keyword(s):  
Partial Orders ◽  
Partial Ordering ◽  
Finite Set ◽  
Partial Orderings

Let n be an ordinal. A partial ordering P of the ordinals T = T(n) = {w: w < n} is called natural if x P y implies x ⩽ y.A natural partial ordering, hereafter abbreviated NPO, of T(n) is thus a coarsening of the natural total ordering of the ordinals. Every partial ordering of a finite set 5 is isomorphic to a natural partial ordering. This is a consequence of the theorem of Szpielrajn (5) which states that every partial ordering of a set may be refined to a total ordering. In this paper we consider only natural partial orderings. In the first section we obtain theorems about the lattice of all NPO's of T(n).

Stochastic ordering of random processes with an imbedded point process

1991 ◽  
Vol 28 (3) ◽  
pp. 553-567 ◽  
Author(s):  
François Baccelli
Keyword(s):  
Point Process ◽  
Continuous Time ◽  
Random Sequence ◽  
Stochastic Ordering ◽  
Random Processes ◽  
Time Process ◽  
Continuous Time Process ◽  
Partial Orderings ◽  
Stationary Probabilities

We introduce multivariate partial orderings related with the Palm and time-stationary probabilities of a point process. Using these orderings, we give conditions for the monotonicity of a random sequence, with respect to some integral stochastic ordering, to be inherited with a continuous time process in which this sequence is imbedded. This type of inheritance is also discussed for the property of association.

CLASSIFICATION OF MULTIVARIATE LIFE DISTRIBUTIONS BASED ON PARTIAL ORDERING

2002 ◽  
Vol 16 (1) ◽  
pp. 129-137 ◽  
Author(s):  
Dilip Roy
Keyword(s):  
Present Article ◽  
Failure Rate ◽  
Partial Ordering ◽  
Increasing Failure Rate ◽  
Multivariate Generalization ◽  
Partial Orderings ◽  
Life Distributions ◽  
New Better Than Used ◽  
Better Than

Barlow and Proschan presented some interesting connections between univariate classifications of life distributions and partial orderings where equivalent definitions for increasing failure rate (IFR), increasing failure rate average (IFRA), and new better than used (NBU) classes were given in terms of convex, star-shaped, and superadditive orderings. Some related results are given by Ross and Shaked and Shanthikumar. The introduction of a multivariate generalization of partial orderings is the object of the present article. Based on that concept of multivariate partial orderings, we also propose multivariate classifications of life distributions and present a study on more IFR-ness.

Partial Orderings of Distributions Based on Right-Spread Functions

1998 ◽  
Vol 35 (1) ◽  
pp. 221-228 ◽  
Author(s):  
J. M. Fernandez-Ponce ◽  
S. C. Kochar ◽  
J. Muñoz-Perez
Keyword(s):  
Probability Distributions ◽  
Partial Ordering ◽  
Dispersion Measure ◽  
Dispersive Ordering ◽  
Partial Orderings

In this paper we introduce a quantile dispersion measure. We use it to characterize different classes of ageing distributions. Based on the quantile dispersion measure, we propose a new partial ordering for comparing the spread or dispersion in two probability distributions. This new partial ordering is weaker than the well known dispersive ordering and it retains most of its interesting properties.

Dynamic multivariate mean residual life functions

1991 ◽  
Vol 28 (03) ◽  
pp. 613-629 ◽  
Author(s):  
Moshe Shaked ◽  
J. George Shanthikumar
Keyword(s):  
Hazard Rate ◽  
Residual Life ◽  
Stochastic Ordering ◽  
Partial Ordering ◽  
Mean Residual Life ◽  
Positive Dependence ◽  
Basic Properties ◽  
Rate Functions ◽  
Hazard Rate Ordering ◽  
Weak Notion

In this paper we introduce and study a dynamic notion of mean residual life (mrl) functions in the context of multivariate reliability theory. Basic properties of these functions are derived and their relationship to the multivariate conditional hazard rate functions is studied. A partial ordering, called the mrl ordering, of non-negative random vectors is introduced and its basic properties are presented. Its relationship to stochastic ordering and to other related orderings (such as hazard rate ordering) is pointed out. Using this ordering it is possible to introduce a weak notion of positive dependence of random lifetimes. Some properties of this positive dependence notion are given. Finally, using the mrl ordering, a dynamic notion of multivariate DMRL (decreasing mean residual life) is introduced and studied. The relationship of this multivariate DMRL notion to other notions of dynamic multivariate aging is highlighted in this paper.

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