Flow coupling and stochastic ordering of throughputs in linear networks
- Proc. 8th International Conference on Performance Evaluation Methodologies and Tools (Valuetools), 2014.
Robust estimates for the performance of complicated queueing networks can be obtained by showing that
the number of jobs in the network is stochastically comparable to a simpler, analytically
tractable reference network. Classical coupling results on stochastic ordering of network populations require strong monotonicity assumptions which are often violated in practice.
However, in most real-world applications we care more about what goes through a network than what
sits inside it. This paper describes a new approach for ordering
Keywords: state–flow coupling, marching soldiers coupling, stochastic comparison, stochastic order, stochastic domination, stochastic monotonicity