| 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
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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.