arXiv · 1106.0074
A Bound on the Variance of the Waiting Time in a Queueing System
Abstract
Kingman has shown, under very weak conditions on the interarrival- and sevice-time distributions, that First-Come-First-Served minimizes the variance of the waiting time among possible service disciplines. We show, under the same conditions, that Last-Come-First-Served maximizes the variance of the waiting time, thereby giving an upper bound on the variance among all disciplines.
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Patrick Eschenfeldt, Ben Gross, Nicholas Pippenger. 2011-06-01. A Bound on the Variance of the Waiting Time in a Queueing System. https://arxiv.org/abs/1106.0074
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