相関をもつランダムウォークの極限分布の漸近的性質と待ち行列モデルへの応用

• 牧本 直樹

  筑波大学大学院経営システム科学専攻

書誌事項

タイトル別名

• Asymptotic Property of the Limiting Distribution of Correlated Random Walks and its Application to Queues
• ソウカン オ モツ ランダムウォーク ノ キョクゲン ブンプ ノ ゼンキン テ

抄録

It is well known that, under fairly general conditions, the waiting time distribution of Markovian queueing systems decays exponentially fast. This property is used to estimate or approximate very small cell loss probability of high-speed information/communication networks. It has been reported, however, that the input traffic of the recent LAN and WAN are observed to have stronger correlation which can result in longer tail of a waiting time distribution. In this article, we describe how the correlation structure of the input traffic affect the tail behavior of the waiting time distributions. To unify the explanations, we investigate the correlated random walks that are frequently encountered in the analysis of queueing phenomena.

収録刊行物

• 応用数理

  応用数理 8 (3), 176-187, 1998

  一般社団法人 日本応用数理学会

詳細情報

• CRID: 1390282680743537536
• NII論文ID: 110007390780
• NII書誌ID: AN10288886
• ISSN: 09172270
• ISSN: 24321982
• DOI: 10.11540/bjsiam.8.3_176
• NDL書誌ID: 4559323
• Web Site: https://ndlsearch.ndl.go.jp/books/R000000004-I4559323
• 本文言語コード: ja
• データソース種別:
  • JaLC
  • NDL
  • CiNii Articles
• 抄録ライセンスフラグ: 使用不可