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研究生: 簡熾華
論文名稱: E_m/E_k/1 輸出之相關結構
Correlation Structure of An Output Process in Em/Ek/1
指導教授: 陸行
學位類別: 碩士
Master
系所名稱: 理學院 - 應用數學系
Department of Mathematical Sciences
論文出版年: 2001
畢業學年度: 89
語文別: 英文
論文頁數: 52
中文關鍵詞: 離去過程離去時間分配相關係數
外文關鍵詞: Departure process, Interdeparture time distribution, Correltaion coefficient
相關次數: 點閱:59下載:45
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  • 在本文中,我們主要研究的目標是Em/Ek/1模型的離去過程之相關性。

    在此之前,不少學者作了很多有關M/G/1模型和G/M/1模型離去過程的相關性研究,但當等候理論中的“失憶性”(memoryless)這個重要的性質不再適用後,會產生什麼結果呢?

    為了解Em/Ek/1的相關性,我們引入N-階段離去時間分配”(N-step interdeparture time distribution)的方法。藉由這個方法,我們可以計算出系統中離去間隔時間的期望值,E(DN),二階期望值, E(D2N),變異數,Var(DN),共變異數,Cov(D1,DN),和相關係數,Corr(D1,DN)。


    In this thesis, our goal is to study the correlation coefficients of the departure process in the E_m/E_k/1 model.

    Many authors conduct a lot of researches about the correlation coefficients of M/G/1 models and G/M/1 models. But what if the property of “memoryless" fails ?

    To realize the correlation coefficient of E_m/E_k/1, we derive the methodology of N-step interdeparture time distribution which was presented by Luh in 1999. By adopting it, we can calculate the expectation, E(D_N), second order expectation, E(D_N^2), variance, Var(D_N), covariance, Cov(D_1,D_N), and correlation coefficients, Cov(D_1,D_N) of the system.

    封面頁
    證明書
    致謝詞
    論文摘要
    目錄
    1 Introduction
    1.1 Motivation
    1.2 Importance of this study
    1.3 Literature Review
    1.4 Purpose of this study
    1.5 Structure of this thesis
    2 The Model
    2.1 Definitions
    2.2 Transition probability matrix
    2.3 State balance equations
    3 N-step interdeparture time distribution
    4 Experiments
    4.1 The correlation structure
    4.2 Case study
    4.3 Discussion
    5 Conclusions
    Reference
    Appendices

    Bertsimas, D., ``An analytic approach to a general class of G/G/s queueing systems", Operations Research 38, No.1, 1990 139-155.
    Burke, P.J., ``The output of a queueing system", Operations Research, Vol.4, No.6, 699-704. December 1956.
    Chang, C., ``On the input-output map of a G/G/1 queue'', Journal of Applied Probability 31, 1128-1133,1994.
    Carroll, J.L., and Liefvoorf, A. D.E., and Lipsky, L., ``Solutions of M/G/1/N-type loops with extensions to $M/G/1$ and GI/M/1 queues", Operations Research 30, No.3, 1982 490-514.
    Conolly, B., Lecture Notes on Queueing Systems. Ellis Horwood Limited, Sussex, England, 1975.
    Daduna, H., ``Two-stage cyclic queues with nonexponential severs: steady-state and cyclic time",Operations Research 34, No.3, 1985 455-459.
    Daley, D.J., ``The correlation structure for the out process of single serverqueueing systems'', Annals of Mathematical Statistics 39, 1007-1019, 1968.
    Daley, D.J., ``Queueing output processes.", Advances in Applied Probability, Vol.8, No.2, 395-415, June 1976.
    Daley, D.J., and Shanbhag, D.N., ``Independent interdeparture times in M/G/1/N queues.", Journal of the Royal Statistical Society, Series B, Vol.37, 259-263, 1975.
    Fdida, S., and Perros, H.G., and Wilk, A., ``Semaphore queues: modeling multilaryered windows flow control mechanisms", IEEE Transactions on Communications 38, 1990 309-317.
    Finch, P.D., ``The output process of the queueing system M/G/1.", Journal of the Royal Statistical Society, Series B, Vol.21, 375-380, 1959.
    Ishikawa, A., ``On the joint distribution of the departure intervals in an M/G/1/N queue.", Journal of the Operations Research Society of Japan, Vol.34, No.4, 422-435, December 1991.
    Jenkins, J.H., ``On the correlation structure of the departure process of the M/E_lambda/1 queue. Journal of the Royal Statistical Society, Series B, Vol.28, No.2, 336-344, 1966.
    King, R.A., ``The covariance structure of the queues and related processes-A survey of recent work." Advances in Applied Probability, Vol.7, No.2, 383-415, June 1975.
    Luh, H. ``Derivation of the N-step interdeparture time distribution in GI/G/1 queueing systems", European Journal of Operational Research 1999.
    Luh, H. ``The correlation structure of GI/G/1 queue" National ChengChi University, Taipei, Taiwan, preprint, 2001.
    Mathematica, Copyright 1988-1999 Wolfram Research, Inc. Perros, H. G., ``On the M/C_k/1 queue", Performance Evaluation 3,1983 83-93.
    Takagi, H. and Nishi, T. ``Correlation of interdeparture times in M/G/1 and M/G/1/K queues", Journal of the Operations Research Society of Japan, Vol.41, No. 1, March 1998.

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