基于矩阵分析方法的具有双阶段休假的排队系统驱动的流模型性能分析

基于矩阵分析方法研究了具有单重工作休假和多重休假策略M/M/1排队系统驱动的流模型.首先建立了控制该流模型的微分方程组,利用矩阵分析方法,得出了系统平稳库存量的laplace变换(LT)的矩阵阶乘表达式.进而利用LaplaceStieltjes变换(LST)得出了平稳库存量的期望.最后,通过数值例子展示了系统性能指标与参数的关系.     

带有止步和中途退出的M/M/R/N同步多重工作休假排队系统

研究了带有止步和中途退出的M/M/R/N同步多重工作休假排队系统,利用马尔可夫过程理论和矩阵解法求出了含有两个逆阵的系统稳态概率的矩阵解,并得到了系统的平均队长、服务员处在工作休假期的概率以及顾客的平均止步率等性能指标.最后通过数值例子分析了系统的参数对平均队长的影响.     

单重休假闸门服务的Geom/G/1离散时间排队系统

文章研究了单重休假的Geom/G/1闸门服务系统,推导出稳态下系统队长的母函数,FCFS规则下的等待时间的母函数,使用离散时间队长和剩余工作量的分解性质,求出剩余工作量的母函数,最后给出服务周期的性能指标的母函数,及系统处在各种状态的概率.     

M／M／1／N多重工作休假排队系统的性能分析

本文研究M/M/1/N多重工作休假排队系统,简记为M/M/1/N(WV).利用马尔科夫过程理论和矩阵解法求出了稳态概率的矩阵解,并得到了系统的平均队长、平均等待队长以及顾客的消失概率等性能指标.最后通过数值例子我们分析了系统的参数,休假时的工作率μν和休假率θ对平均队长的影响.     

带止步与中途退出策略的M~x/M/1/N单重工作休假排队系统

研究了带有止步和中途退出的M~x/M/1/N单重工作休假排队系统.顾客成批到达,到达后每批中的顾客,或者以概率b决定进入队列等待服务,或者以概率1-b止步(不进入系统).顾客进入系统后可能因为等待的不耐烦而在没有接受服务的情况下离开系统(中途退出).系统中一旦没有顾客,服务员立即进入单重工作休假.首先,利用马尔科夫过程理论建立了系统稳态概率满足的方程组.其次利用矩阵解法求出了稳态概率的矩阵解并得到了系统的平均队长、平均等待队长以及顾客的平均消失概率等性能指标.最后通过数值例子分析了工作休假时的低服务率η和休假率θ这两个参数对系统平均队长的影响.     

具有不耐烦顾客和PH分布休假的M/M/1排队系统

研究了具有不耐烦顾客的M/M/1休假排队系统,其中休假时间服从位相分布.当顾客在休假时间到达系统,顾客则会因为等待变得不耐烦.服务员休假结束后立刻开始工作.如果在顾客不耐烦时间段内,系统的休假还没有结束,顾客就会离开系统不再回来.建立的模型为水平相依QBD拟生灭过程,通过利用BrightTaylor算法得到系统的稳态概率解.同时还得到一些重要的性能指标.最后通过数据实例验证了我们的结论.     

基于仿真实验的休假Geom/G/1排队的性能分析

基于Matlab程序研究了带启动期的多重休假Geom/G/1排队系统,统计出系统的平均队长、顾客的平均等待时间及系统的状态概率等性能指标随系统参数的变化趋势,并与理论分析结果进行有效的对比.从而验证了已知文献理论分析结果的正确性.     

可选服务的M/M/1多重休假排队系统驱动的流模型

在M/M/1多重休假排队驱动系统的基础上引入可选服务,探讨一类体现第二次服务可选的M/M/1多重休假驱动系统的流排队.构建净输入率结构,同时结合拟生灭过程方法获得驱动系统的平稳分布,利用Laplace变换(LT)方法得到流模型稳态库存量的Laplace-Stieltjes(LST),空库概率及均值的表达式.最后,通过数值分析验证系统性能指标的变动规律.     

双阶段休假M/PH/1排队驱动的流体模型性能分析

本文研究双阶段休假的M/PH/1排队系统驱动的流体模型.首先运用矩阵几何解法计算外部驱动系统的平稳队长.然后建立流排队模型,通过构造有效输入率函数得到流体模型满足的矩阵微分方程,结合矩阵几何解法、矢量化方法和迭代算法对其求解,可推导出缓冲器的平均库存量.最后通过数值实验分析了系统参数对其主要性能指标的影响.     

具有不耐烦顾客和多重工作休假的排队库存系统

研究具有不耐烦顾客和多重工作休假的M/M/1/N排队库存系统模型,分别考虑了系统中库存为零时服务员休假和系统中顾客数为零时服务员休假两种休假方式,基于(s,S)库存策略,运用矩阵迭代方法得到了系统稳态概率分布,并给出系统相关性能指标,进而建立系统平均库存费用函数.通过数值算例对比分析了两种休假方式下的系统主要参数变化对系统重要性能指标的影响,并在最优费用的层面对两个模型的优劣进行了对比分析.     

State space collapse for asymptotically critical multi-class fluid networks

We consider a class of fluid queueing networks with multiple fluid classes and feedback allowed, which are fed by N heavy tailed ON/OFF sources. We study the asymptotic behavior when N→∞ of these queueing systems in a heavy traffic regime (that is, when they are asymptotically critical). As performance processes we consider the workload W ^N (the amount of time needed for each server to complete processing of all the fluid in queue), and the fluid queue Z ^N (the quantity of each fluid class in the system). We show the convergence of and (to and ) in heavy traffic if state space collapse (SSC) holds. (SSC) is a condition that establishes a relationship between those components of that correspond to fluid classes processed by the same server, which implies that for a deterministic lifting matrix Δ. Our main contribution is to prove that assuming that the other hypotheses are true, (SSC) is not only sufficient for this convergence, but necessary. Furthermore, we prove that processes and , conveniently scaled in time, converge to W (a reflected fractional Brownian motion) and Z (=ΔW). We illustrate the application of our results with some examples including a tandem queue. Supported by project MEC-FEDER ref. MTM2006-06427.     

TRANSIENT SOLUTION FOR QUEUE-LENGTH DISTRIBUTION OF Geometry/G/1 QUEUEING MODEL

In this paper, the Geometry/G/1 queueing model with inter-arrival times generated by a geometric（parameter p） distribution according to a late arrival system with delayed access and service times independently distributed with distribution {gj }, j≥ 1 is studied. By a simple method （techniques of probability decomposition, renewal process theory） that is different from the techniques used by Hunter（1983）, the transient property of the queue with initial state i（i ≥ 0） is discussed. The recursion expression for u -transform of transient queue-length distribution at any time point n^＋ is obtained, and the recursion expression of the limiting queue length distribution is also obtained.     

On queueing with customer impatience until the beginning of service

We study queueing systems where customers have strict deadlines until the beginning of their service. An analytic method is given for the analysis of a class of such queues, namely, models. These are queues with state-dependent Poisson arrival process, exponential service times, multiple servers, FCFS service discipline, and general customer impatience. The state of the system is viewed to be the number of customers in the system. The principal measure of performance is the probability measure induced by the offered waiting time. Other measures of interest are the probability of missing deadline and the probability of blocking. Closed-form solutions are derived for the steady-state probabilities of the state process and some important modeling variables and parameters. The efficacy of our method is illustrated through a numerical example. This revised version was published online in June 2006 with corrections to the Cover Date.     

Mathematical Modeling and Analysis of an Epidemic Model with Quarantine, Latent and Media Coverage

Epidemic models are very important in today''s analysis of diseases. In this paper, we propose and analyze an epidemic model incorporating quarantine, latent, media coverage and time delay. We analyze the local stability of either the disease-free and endemic equilibrium in terms of the basic reproduction number $\mathcal{R}_{0}$ as a threshold parameter. We prove that if $\mathcal{R}_{0}<1,$ the time delay in media coverage can not affect the stability of the disease-free equilibrium and if $\mathcal{R}_{0}>1$, the model has at least one positive endemic equilibrium, the stability will be affected by the time delay and some conditions for Hopf bifurcation around infected equilibrium to occur are obtained by using the time delay as a bifurcation parameter. We illustrate our results by some numerical simulations such that we show that a proper application of quarantine plays a critical role in the clearance of the disease, and therefore a direct contact between people plays a critical role in the transmission of the disease.     

延迟Min(N,D)-策略的M/G/1排队系统的队长分布与数值计算

考虑延迟Min(N, D)-策略的M/G/1排队系统. 运用更新过程理论、全概率分解技术和Laplace变换工具, 从任意初始状态出发, 研究了队长的瞬态和稳态性质, 获得了瞬态队长分布的Laplace变换的递推表达式和稳态队长分布的递推表达式, 同时求出了附加队长分布的显示表达式. 进一步讨论了当N \to \infty, 或D \to \infty, 或N=1且P{Y=0}=1, 或P{Y=0}=1时的特殊情形. 最后通过数值实例, 讨论了稳态队长分布对系统参数的敏感性, 并阐述了稳态队长分布的表达式在系统容量优化设计中的重要价值.     

Loss probability in a finite discrete-time queue in terms of the steady state distribution of an infinite queue

We consider a discrete-time single-server queue with arrivals governed by a stationary Markov chain, where no arrivals are assumed to occur only when the Markov chain is in a particular state. This assumption implies that off-periods in the arrival process are i.i.d. and geometrically distributed. For this queue, we establish the exact relationship between queue length distributions in a finite-buffer queue and the corresponding infinite-buffer queue. With the result, the exact loss probability is obtained in terms of the queue length distribution in the corresponding infinite-buffer queue. Note that this result enables us to compute the loss probability very efficiently, since the queue length distribution in the infinite-buffer queue can be efficiently computed when off-periods are geometrically distributed. This revised version was published online in June 2006 with corrections to the Cover Date.     

The Beurling-Malliavin density of a random sequence

A formula is given for the completeness radius of a random exponential system in terms of the probability measures of .

     

带有止步和中途退出的优先权排队系统

研究了一个带有止步和中途退出的优先权排队系统,其中系统中有两类顾客,第一类顾客具有优先权,而且可能中途退出,第二类顾客可能止步和中途退出.首先,建立了系统稳态概率满足的方程组.其次,采用分块矩阵的方法得到了两类顾客的稳态分布,并且得到了系统中两类顾客的的平均队长、平均中途退出率等性能指标.最后,进行了相应的性能分析与比较,为系统的优化设计提供了参考.     

Measure-Valued Differentiation for Markov Chains

This paper addresses the problem of sensitivity analysis for finite-horizon performance measures of general Markov chains. We derive closed-form expressions and associated unbiased gradient estimators for the derivatives of finite products of Markov kernels by measure-valued differentiation (MVD). In the MVD setting, the derivatives of Markov kernels, called -derivatives, are defined with respect to a class of performance functions such that, for any performance measure , the derivative of the integral of g with respect to the one-step transition probability of the Markov chain exists. The MVD approach (i) yields results that can be applied to performance functions out of a predefined class, (ii) allows for a product rule of differentiation, that is, analyzing the derivative of the transition kernel immediately yields finite-horizon results, (iii) provides an operator language approach to the differentiation of Markov chains and (iv) clearly identifies the trade-off between the generality of the performance classes that can be analyzed and the generality of the classes of measures (Markov kernels). The -derivative of a measure can be interpreted in terms of various (unbiased) gradient estimators and the product rule for -differentiation yields a product-rule for various gradient estimators. Part of this work was done while the first author was with EURANDOM, Eindhoven, Netherlands, where he was supported by Deutsche Forschungsgemeinschaft under Grant He3139/1-1. The work of the second author was partially supported by NSERC and FCAR grants of the Government of Canada and Québec.     

一列连续函数的遍历优化

设$T:X\rightarrow X$是紧度量空间$X$上的连续映射, $\mathcal{F}=\{f_n\}_{n\geq 1}$是$X$上的一族连续函数. 如果 $\mathcal{F}$是渐近次可加的, 那么$\sup\limits_{x\in \mathrm{Reg}(\mathcal{F},T)}\lim\limits_{n\rightarrow\infty}\frac 1 n f_n (x)=\sup\limits_{x\in X} \limsup\limits_{n\rightarrow\infty}\frac 1 n f_n (x) =\lim\limits_{n\rightarrow\infty}\frac 1 n \max\limits_{x\in X}f_n (x)=\sup\{\mathcal{F}^*(\mu):\mu\in\mathcal{M}_T\}$, 其中$\mathcal{M}_T$表示$T$-\!\!不变的Borel概率测度空间, $\mathrm{Reg}(\mathcal{F},T)$ 表示函数族$\mathcal{F}$的正规点集, $\mathcal{F}^*(\mu)=\lim\limits_{n\rightarrow\infty}\frac 1 n \int f_n \mathrm{d}\mu$. 这把Jenkinson, Schreiber 和 Sturman 等人的一些结果推广到渐近次可加势函数, 并且给出了次可加势函数从属原理成立的充分条件, 最后给出了 一些相关的应用.