GIG1排队系统队长的强大数定律和中心极限定理.doc

GI/G/1排队系统队长的强大数定律和中心极限定理 董海玲 (深圳大学数学与计算科学学院,深圳, 518060) 摘要本文首先证明当服务强度小于1时,GI/G/1排队系统的队长是一个特殊的马尔可夫骨架过程——正常返的Doob骨架过程,然后运用马尔可夫骨架过程的强大数定律和中心极限定理等重要结果,给出了队长的累积过程的期望和方差, 并给出了该累积过程满足强大数定律和中心极限定理的充分条件. 关键词GI/G/1排队系统;队长;马尔可夫骨架过程;强大数定律;中心极限定理 Law of Strong Large Numbers and Central Limit Theorem of Queue Length in a GI/G/1 Queueing System Dong Hailing (School of Mathematics and Computer Science, Shenzhen University, 518060) Abstract First, when service intensity is less than 1, the queue length in a queueing system is proved to be a positive recurrent Doob skeleton process, which is a special c