On stochastic ordering and control charts for the traffic intensity
30/03/2016 Wednesday 30th March 2016, 16:00 (Room P3.10, Mathematics Building)
Manuel Cabral Morais, CEMAT and DM-IST, Univ. de Lisboa
The traffic intensity is a crucial parameter of a queueing system since it is a measure of the average occupancy of a server. Expectedly, an increase in the traffic intensity must be detected quickly so that appropriate corrective actions are taken.
In this talk, we:
- briefly review existing procedures used to monitor the traffic intensity of M/G/1, GI/M/1 and a few other queues;
- focus on control charts to detect increases in traffic intensity whose control statistics are integer-valued and/or can be (approximately) modelled by discrete time Markov chains;
- investigate the stochastic monotonicity properties of the associated probability transition matrices;
- explore the implications of these properties to provide insights on the performance of such control charts.
(Joint work with António Pacheco)