高负荷具有非常重尾的排队模型-应用数学专业论文.docxVIP

Queueing models with very heavy tails in heavy traffic A Dissertation Submitted for the Master Degree of Science Candidate：Li Qing Supervisor：Prof. Liu Jianmin Chang’an University, Xi’an, China i ii ii 摘 要 1917 年，A.K.Erlang 提出了有关通信业务的拥塞理论，用统计的方法分析 了通信业务量问题，形成了概率论的一个新分支。当人们要使用电话时，如果电 话交换机的中断线均已被占用，用户就必须等待，这是一种无形的排队现象。又 如存储-转发数据传输网中，当信息到达网络节点并等待处理与传输时，就会形 成排队，这种排队是有形的，但我们不容易看到。之所以会产生排队现象是由于 顾客需求的随机性和服务设施的有限性。 本文介绍一类特殊的排队模型，即高负荷下具有非常重尾的开关模型和 M / P??/1（ 0 ??????1）排队模型，这种排队模型主要应用在通讯系统当中，与传 统模型的不同在于：首先，文中是在 D 空间，Skorohod J1 拓扑上讨论模型的忙 期，队长，等待时长等过程的服务具有非常重尾分布，即变量具有无穷方差。其 次，应用连续映射定理得到各个过程的高负荷下的极限定理，并将其反射到非高 斯平稳过程。最后，在模拟仿真部分，对到达时刻、服务时长、等待时长、离去 时刻和队长五项数量指标进行分析，并将 M / P0.5 /1 的五个过程图与 M / M /1排队 模型的基本信息图作出比较，随后又与对偶模型 P0.5 / M /1 作对比，并随机抽取 10 位顾客的信息，让大家更好的理解服务与到达分别具有非常重尾分布时五项 数量指标的不同。 关键词：非高斯平稳过程，非常重尾，开关模型，排队模型，连续映射定理 ii ii iii iii Abstract In 1917, A.K.Erlang put forward the congestion theory on communication business, and analyzed the communication traffic with the statistical method , which formed a new branch of probability theory. When people want to use phone, users will have to wait if telephone exchanges in all the bolt has been occupied. This is a kind of invisible queueing phenomenon. And as in storage-forwarding data transmission network, when information get to network node and wait for processing and transmission, it would form a line up which is visible although we are not easy to see. The queueing phenomenon is due to the randomness of the customer demand and the limitation of service facilities. In this paper, we introduces a special queueing model which is the on-off models and M / P???/1 ( 0 ??????1） with very heavy tails in heavy traffic .It is different from the traditional model in the following three aspects. Firstly, this paper discusses the services in the busy period, queue length and waiting time of the queueing models in the Skorohod J1 topology on the function space D, which has very heavy tails distribution. That means the variable has inf