2 % @brief Expected maximum of 2 exponential random variables
4 % @author LINE Development Team
8 % @brief Expected maximum of 2 exponential random variables
11 % Computes the expected value of the maximum of 2 independent
12 % exponential random variables with rates lambda1 and lambda2.
14 % Y_2^max = 1/lambda1 + 1/lambda2 - 1/(lambda1 + lambda2)
16 % This
is the exact closed-form solution
for K=2
case.
18 % For identical rates (lambda1 = lambda2 = lambda):
19 % Y_2^max = 2/lambda - 1/(2*lambda) = 3/(2*lambda) = 1.5/lambda = H_2/lambda
21 % which matches the general formula X_K^max = H_K/mu
for exponentials.
25 % Xmax = fj_xmax_2(lambda1, lambda2)
26 % Xmax = fj_xmax_2(lambda) % Same rate
for both
31 % <tr><th>Name<th>Description
32 % <tr><td>lambda1<td>Rate of first exponential
33 % <tr><td>lambda2<td>Rate of second exponential (optional,
default=lambda1)
38 % <tr><th>Name<th>Description
39 % <tr><td>Xmax<td>Expected maximum Y_2^max
43 % A. Thomasian,
"Analysis of Fork/Join and Related Queueing Systems",
44 % ACM Computing Surveys, Vol. 47, No. 2, Article 17, July 2014.
45 % Eq. (27) on page 17:17.
47function Xmax = fj_xmax_2(lambda1, lambda2)
50 lambda2 = lambda1; % Default to identical rates
53if lambda1 <= 0 || lambda2 <= 0
54 line_error(mfilename,
'Rates must be positive. Got lambda1=%.4f, lambda2=%.4f.', lambda1, lambda2);
57% Y_2^max = 1/lambda1 + 1/lambda2 - 1/(lambda1 + lambda2)
58Xmax = 1/lambda1 + 1/lambda2 - 1/(lambda1 + lambda2);