排队论与计算机系统网络性能评价.pptVIP

Little’s 定理的证明 Assumption: N(t)=0, infinitely often. For any such t If limits Nt→N, Tt→T, λt→λ exist, Little’s formula follows We will relax the last assumption (N(t)=0, infinitely often). FCFS system, N(0)=0 ?(t) and b(t): staircase graphs N(t) = ?(t)- b(t) Shaded area between graphs t ?(t) T1 N(t) T2 Ti i b(t) Little’s定理证明 (cont.) In general – even if the queue is not empty infinitely often: Result follows assuming the limits Tt →T, λt→λ, and dt→d exist, and λ=d ?(t) T1 N(t) T2 Ti i b(t) Proof of Little’s Theorem without FCFS i Delay T1 delay Delay T3 Delay T4 Delay T5 ?(t) t t1 t2 t4 Assume D(t) is the set of customers who have departed the system by time t Assume is the set of customers who are still in the system at time t The delay experienced up to time t by a customer still in the system at time t is t-ti So Therefore Proof of Little’s Theorem without FCFS (cont.) Little’s定理的概率形式 Now will focus on the probabilities of the various sample functions of a stochastic process Probability of n customers in system at time t Expected number of customers in system at t Little’s定理的概率形式(cont.) pn(t), E[N(t)] depend on t and initial distribution at t=0 We will consider systems that converge to steady-state there exist pn independent of initial distribution Expected number of customers in steady-state [stochastic aver.] For an ergodic process, the time average of a sample function is equal to the steady-state expectation, with probability 1. Little’s定理的概率形式(cont.) In principle, we can find the probability distribution of the delay Ti for customer i, and from that the expected value E[Ti], which converges to steady-state For an ergodic system Probabilistic Form of Little’s Formula: Arrival rate define as 时间 vs. 随机平均 “Time averages = Stochastic averages,” for all systems of interest in this course It holds if a single sample function of the stochastic process contains all possible realizations of the process at t→∞ Can be justified on the basis o