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The advantage of small machines in a stochastic fluid production process
Authors:Nicole Bäuerle
Institution:(1) Department of Mathematics VII, University of Ulm, D-89069 Ulm, Germany
Abstract:We consider a stochastic fluid production model, where m machines which are subject to breakdown and repair, produce a fluid at ratep > 0 per machine if it is working. This fluid is fed into an infinite buffer with stochastic output rate. Under the assumption that the machine processes are independent and identically distributed, we prove that the buffer content at timet is less or equal in the increasing convex ordering to the buffer content at time t of a model withmprime lem machines and production ratepprime =m/mprime p. This formulation includes a conjecture posed by Mitra 6]. More-over, it is shown how to extend this result to Brownian flow systems, systems obtained by diffusion approximation and simple stochastic flow networks like tandem buffer and assembly systems.
Keywords:Stochastic fluid models  Increasing convex ordering  Brownian flow systems  Tandem buffer systems  Assembly systems
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