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Operations Research Letters
Volume 31, Issue 6, November 2003, Pages 462-472
 
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doi:10.1016/S0167-6377(03)00054-3    How to Cite or Link Using DOI (Opens New Window)
Copyright © 2003 Elsevier B.V. All rights reserved.

Dependence structure of sojourn times via partition separated ordering

Hans DadunaCorresponding Author Contact Information, E-mail The Corresponding Author, a and Ryszard Szeklib, 1

a Department of Mathematics, Hamburg University, Bundesstr. 55, Hamburg D-20146, Germany b Mathematical Institute, Wroclaw University, Wroclaw, Poland

Received 22 January 2003; 
revised 20 March 2003; 
accepted 24 March 2003. ;
Available online 17 May 2003.

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Abstract

We investigate the joint distribution of successive sojourn times of a customer traversing a path in a Jackson network. It is shown in a general setting that sojourn times for a broad class of such paths exhibit positive dependence. This applies to paths which admit overtaking due to the network topology as well as due to the internal node structure. Our proofs utilize the concept of partition separated orders on multidimensional ordered spaces.

Author Keywords: Exponential multiserver; Joint sojourn time vector; Association; Positive upper orthant dependence; Partition separated ordering

Mathematical subject codes: 60K25; 60E15

Article Outline

1. Introduction
2. Description of the system
3. On the correlation structure of the sojourn time vector for a 4-station-walk
4. Complements and extensions
Acknowledgements
Appendix A
A.1. Coupling for the proof of Theorem 3.3
References

Operations Research Letters
Volume 31, Issue 6, November 2003, Pages 462-472
 
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