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Positive correlations in a three-node Jackson queueing network

Published online by Cambridge University Press:  01 July 2016

Robert D. Foley  and
Peter C. Kiessler
Robert D. Foley*
Affiliation:
Georgia Institute of Technology
Peter C. Kiessler*
Affiliation:
Virginia Commonwealth University
*
∗Postal address: School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, GA 30332, USA.
∗∗Postal address: Department of Mathematical Sciences, Virginia Commonwealth University, Richmond, VA 23284–2014, USA.
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Abstract

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We show for the three-node Jackson network studied in [3] that a customer’s sojourn times in nodes 1 and 3 are positively correlated. We actually prove a stronger result, that the two sojourn times are associated random variables. Our proof uses a stochastic ordering argument similar to that in [4].

Type
Letters to the Editor
Information
Advances in Applied Probability , Volume 21 , Issue 1 , March 1989 , pp. 241 - 242
Copyright
Copyright © Applied Probability Trust 1989 

References

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