随机递归方程与无限服务器队列

E. Altman
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引用次数: 13

摘要

本文的目的是研究一般到达过程下离散时间无限服务器队列的一些性能度量。更准确地说,我们假设,在每个时间单位,一个随机大小的批可能到达,其中批大小的顺序不需要id。我们所要求的是它将是平稳遍历的,并且服务持续时间具有阶段类型分布。我们的目标是得到稳定状态下客户数的前两个矩的显式表达式。我们通过计算系统所满足的一些一般随机递归方程的前两个矩得到它。然后,我们证明了这类递归方程不仅允许求解G/PH//spl infin/队列,而且允许求解此类队列的网络。最后研究了G/G//spl infin/队列在一般平稳遍历假设下的剩余活动时间过程,得到了唯一的平稳解,并建立了其从任意初始状态出发的耦合收敛性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On stochastic recursive equations and infinite server queues
The purpose of this paper is to investigate some performance measures of the discrete time infinite server queue under a general arrival process. We assume, more precisely, that at each time unit a batch with a random size may arrive, where the sequence of batch sizes need not be i.i.d. All we request is that it would be stationary ergodic and that the service duration has a phase type distribution. Our goal is to obtain explicit expressions for the first two moments of number of customers in steady state. We obtain this by computing the first two moments of some generic stochastic recursive equations that our system satisfies. We then show that this class of recursive equations allow to solve not only the G/PH//spl infin/ queue but also a network of such queues. We finally investigate the process of residual activity time in a G/G//spl infin/ queue under general stationary ergodic assumptions, obtain the unique stationary solution and establish coupling convergence to it from any initial state.
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