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題名 以矩陣分解法計算特別階段形機率分配並有多人服務之排隊模型
A phase-type queueing model with multiple servers by matrix decomposition approaches
作者 顏源亨
Yen, Yuan Heng
貢獻者 陸行
Luh, Hsing
顏源亨
Yen, Yuan Heng
關鍵詞 階段形機率分配
多重服務器
穩定狀態機率
Phase-type distribution
multiple servers
stationary probability
日期 2010
上傳時間 5-Oct-2011 14:39:41 (UTC+8)
摘要 穩定狀態機率是讓我們了解各種排隊網路性能的基礎。在擬生死過程(Quasi-Birth-and-Death) Phase-type 分配中求得穩定狀態機率,通常是依賴排隊網路的結構。在這篇論文中,我們提出了一種計算方法-LU分解,可以求得在排隊網路中有多台服務器的穩定狀態機率。此計算方法提供了一種通用的方法,使得複雜的大矩陣變成小矩陣,並減低計算的複雜性。當需要計算一個複雜的大矩陣,這個成果變得更加重要。文末,我們提到了離開時間間隔,並用兩種方法 (Matlab 和 Promodel) 去計算期望值和變異數,我們發現兩種方法算出的數據相近,接著計算離開顧客的時間間隔相關係數。最後,我們提供數值實驗以計算不同服務器個數產生的離去過程和相關係數,用來說明我們的方法。
Stationary probabilities are fundamental in response to various measures of performance in queueing networks. Solving stationary probabilities in Quasi-Birth-and-Death(QBD) with phase-type distribution normally are dependent on the structure of the queueing network. In this thesis, a new computing scheme is developed for attaining stationary probabilities in queueing networks with multiple servers. This scheme provides a general approach of consindering the
complexity of computing algorithm. The result becomes more
significant when a large matrix is involved in computation. After determining the stationary probability, we study the departure process and the moments of inter-departure times. We can obtain the moment of inter-departure times. We compute the moments of inter-departure times and the variance by applying two numerical methods (Matlab and Promodel). The lag-k correlation of inter-departure times is also introduced in the thesis. The proposed approach is proved theoretically and verifieded with illustrative examples.
參考文獻 1.Bitran, G.R., Dasu, S., Analysis of the Ph/Ph/1 queue.
Operations Research, Vol. 42, No. 1, pp.158--174, 1994.
2.Bodrog, L., Horvath, A., Telek, M.,Moment
characterization of matrix exponential and Markovian
arrival processes. Annals of operations Reseach, to
appear, 2008.
3.Chuan, Y.W., Luh, H., Solving a two-node closed queueing
network by a new approach, International Journal of
Information and Management Sciences, Vol. 16, No. 4, pp.
49--62, 2004.
4.Curry, G.L., Gautam, N., Characterizing the departure
process from a two server Markovian queue: A non-renewal
approach, Proceedings of the 2008 Winter Simulation
Conference, pp. 2075--2082, 2008.
5.El-Rayes, A., Kwiatkowska, M., Norman, G., Solving
infinite stochastic process algebra model through martix-
geometric methods, Proceedings of 7th Process Algebras
and Performance Modelling Workshop (PAPM99), J. Hillston
and M. Silva (Eds.), pp. 41--62, University of Zaragoza,
1999.
6.Gene H. Golub, Charles F. Van Loan, Matrix Computations,
3rd Edition, The Johns Hopkins University Press, 1996.
7.Latouche, G., Ramaswami, V., Introduction to Matrix
Analytic Methods in Stochastic Modeling, ASA-SIAM Series
on Statistics and Applied Probability (SIAM), Society for
Industrial Mathematics, Philadelphia, PA, 2000.
8.Neuts, M.F., Matrix-Geometric Solutions in Stochastic
Models, The John Hopkins University Press, 1981.
9.Roger, A.H., Charles, R.J., Matrix analysis, 4th
Edition,The Press Syndicate of the University of
Cambrige, 1990.
10.Sikdar, K., Gupta, U.C., The queue length distributions
in the finite buffer bulk-service $MAP/G/1$ queue with
multple vacations, Sociedad de Estadistica e
Investigacion Operativa, Vol. 13, No.1, pp. 75--103, 2005.
11.Telek, M., Horvath, G., A minimal representation of
Markov arrival processes and a moments matching method.
Performance Evaluation, Vol. 64, pp. 1153--1168, 2007.
12.Whitt, W. The queueing network analyzer, The Bell system
Technical Journal, Vol. 62, No. 9, pp. 2779--2814, 1983.
13.The MathWorks Company,
MATLAB The Language of Technical Computing: Using
MALTAB, Version 6, 2002.
14.Promodel Corp., Promodel User Guide, Promodel Corp.,
2001.
描述 碩士
國立政治大學
應用數學系數學教學碩士在職專班
97972004
99
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0097972004
資料類型 thesis
dc.contributor.advisor 陸行zh_TW
dc.contributor.advisor Luh, Hsingen_US
dc.contributor.author (Authors) 顏源亨zh_TW
dc.contributor.author (Authors) Yen, Yuan Hengen_US
dc.creator (作者) 顏源亨zh_TW
dc.creator (作者) Yen, Yuan Hengen_US
dc.date (日期) 2010en_US
dc.date.accessioned 5-Oct-2011 14:39:41 (UTC+8)-
dc.date.available 5-Oct-2011 14:39:41 (UTC+8)-
dc.date.issued (上傳時間) 5-Oct-2011 14:39:41 (UTC+8)-
dc.identifier (Other Identifiers) G0097972004en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/51313-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 應用數學系數學教學碩士在職專班zh_TW
dc.description (描述) 97972004zh_TW
dc.description (描述) 99zh_TW
dc.description.abstract (摘要) 穩定狀態機率是讓我們了解各種排隊網路性能的基礎。在擬生死過程(Quasi-Birth-and-Death) Phase-type 分配中求得穩定狀態機率,通常是依賴排隊網路的結構。在這篇論文中,我們提出了一種計算方法-LU分解,可以求得在排隊網路中有多台服務器的穩定狀態機率。此計算方法提供了一種通用的方法,使得複雜的大矩陣變成小矩陣,並減低計算的複雜性。當需要計算一個複雜的大矩陣,這個成果變得更加重要。文末,我們提到了離開時間間隔,並用兩種方法 (Matlab 和 Promodel) 去計算期望值和變異數,我們發現兩種方法算出的數據相近,接著計算離開顧客的時間間隔相關係數。最後,我們提供數值實驗以計算不同服務器個數產生的離去過程和相關係數,用來說明我們的方法。zh_TW
dc.description.abstract (摘要) Stationary probabilities are fundamental in response to various measures of performance in queueing networks. Solving stationary probabilities in Quasi-Birth-and-Death(QBD) with phase-type distribution normally are dependent on the structure of the queueing network. In this thesis, a new computing scheme is developed for attaining stationary probabilities in queueing networks with multiple servers. This scheme provides a general approach of consindering the
complexity of computing algorithm. The result becomes more
significant when a large matrix is involved in computation. After determining the stationary probability, we study the departure process and the moments of inter-departure times. We can obtain the moment of inter-departure times. We compute the moments of inter-departure times and the variance by applying two numerical methods (Matlab and Promodel). The lag-k correlation of inter-departure times is also introduced in the thesis. The proposed approach is proved theoretically and verifieded with illustrative examples.
en_US
dc.description.tableofcontents 1 Introdution 1
2 Problem Definitions 4
2.1 Markovian arrival process with phase-type
distributions 4
2.2 A Phase-type queueing model 7
3 Matrix-Geometric Solutions 12
3.1 State balance equations 12
3.2 An algorithm for matrix decomposition 14
4 Inter-departure times 23
4.1 Departure process 23
4.2 Moments of inter-departure times 25
4.3 Lag correlations between successive departures 25
5 Numerical Examples 27
5.1 Queueing models with two servers 27
5.2 Queueing models with three servers 37
5.3 Queueing models with more than twenty servers 46
5.4 Numerical experiments with more than forty servers 55
6 Conclusion 59
zh_TW
dc.language.iso en_US-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0097972004en_US
dc.subject (關鍵詞) 階段形機率分配zh_TW
dc.subject (關鍵詞) 多重服務器zh_TW
dc.subject (關鍵詞) 穩定狀態機率zh_TW
dc.subject (關鍵詞) Phase-type distributionen_US
dc.subject (關鍵詞) multiple serversen_US
dc.subject (關鍵詞) stationary probabilityen_US
dc.title (題名) 以矩陣分解法計算特別階段形機率分配並有多人服務之排隊模型zh_TW
dc.title (題名) A phase-type queueing model with multiple servers by matrix decomposition approachesen_US
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) 1.Bitran, G.R., Dasu, S., Analysis of the Ph/Ph/1 queue.zh_TW
dc.relation.reference (參考文獻) Operations Research, Vol. 42, No. 1, pp.158--174, 1994.zh_TW
dc.relation.reference (參考文獻) 2.Bodrog, L., Horvath, A., Telek, M.,Momentzh_TW
dc.relation.reference (參考文獻) characterization of matrix exponential and Markovianzh_TW
dc.relation.reference (參考文獻) arrival processes. Annals of operations Reseach, tozh_TW
dc.relation.reference (參考文獻) appear, 2008.zh_TW
dc.relation.reference (參考文獻) 3.Chuan, Y.W., Luh, H., Solving a two-node closed queueingzh_TW
dc.relation.reference (參考文獻) network by a new approach, International Journal ofzh_TW
dc.relation.reference (參考文獻) Information and Management Sciences, Vol. 16, No. 4, pp.zh_TW
dc.relation.reference (參考文獻) 49--62, 2004.zh_TW
dc.relation.reference (參考文獻) 4.Curry, G.L., Gautam, N., Characterizing the departurezh_TW
dc.relation.reference (參考文獻) process from a two server Markovian queue: A non-renewalzh_TW
dc.relation.reference (參考文獻) approach, Proceedings of the 2008 Winter Simulationzh_TW
dc.relation.reference (參考文獻) Conference, pp. 2075--2082, 2008.zh_TW
dc.relation.reference (參考文獻) 5.El-Rayes, A., Kwiatkowska, M., Norman, G., Solvingzh_TW
dc.relation.reference (參考文獻) infinite stochastic process algebra model through martix-zh_TW
dc.relation.reference (參考文獻) geometric methods, Proceedings of 7th Process Algebraszh_TW
dc.relation.reference (參考文獻) and Performance Modelling Workshop (PAPM99), J. Hillstonzh_TW
dc.relation.reference (參考文獻) and M. Silva (Eds.), pp. 41--62, University of Zaragoza,zh_TW
dc.relation.reference (參考文獻) 1999.zh_TW
dc.relation.reference (參考文獻) 6.Gene H. Golub, Charles F. Van Loan, Matrix Computations,zh_TW
dc.relation.reference (參考文獻) 3rd Edition, The Johns Hopkins University Press, 1996.zh_TW
dc.relation.reference (參考文獻) 7.Latouche, G., Ramaswami, V., Introduction to Matrixzh_TW
dc.relation.reference (參考文獻) Analytic Methods in Stochastic Modeling, ASA-SIAM Serieszh_TW
dc.relation.reference (參考文獻) on Statistics and Applied Probability (SIAM), Society forzh_TW
dc.relation.reference (參考文獻) Industrial Mathematics, Philadelphia, PA, 2000.zh_TW
dc.relation.reference (參考文獻) 8.Neuts, M.F., Matrix-Geometric Solutions in Stochasticzh_TW
dc.relation.reference (參考文獻) Models, The John Hopkins University Press, 1981.zh_TW
dc.relation.reference (參考文獻) 9.Roger, A.H., Charles, R.J., Matrix analysis, 4thzh_TW
dc.relation.reference (參考文獻) Edition,The Press Syndicate of the University ofzh_TW
dc.relation.reference (參考文獻) Cambrige, 1990.zh_TW
dc.relation.reference (參考文獻) 10.Sikdar, K., Gupta, U.C., The queue length distributionszh_TW
dc.relation.reference (參考文獻) in the finite buffer bulk-service $MAP/G/1$ queue withzh_TW
dc.relation.reference (參考文獻) multple vacations, Sociedad de Estadistica ezh_TW
dc.relation.reference (參考文獻) Investigacion Operativa, Vol. 13, No.1, pp. 75--103, 2005.zh_TW
dc.relation.reference (參考文獻) 11.Telek, M., Horvath, G., A minimal representation ofzh_TW
dc.relation.reference (參考文獻) Markov arrival processes and a moments matching method.zh_TW
dc.relation.reference (參考文獻) Performance Evaluation, Vol. 64, pp. 1153--1168, 2007.zh_TW
dc.relation.reference (參考文獻) 12.Whitt, W. The queueing network analyzer, The Bell systemzh_TW
dc.relation.reference (參考文獻) Technical Journal, Vol. 62, No. 9, pp. 2779--2814, 1983.zh_TW
dc.relation.reference (參考文獻) 13.The MathWorks Company,zh_TW
dc.relation.reference (參考文獻) MATLAB The Language of Technical Computing: Usingzh_TW
dc.relation.reference (參考文獻) MALTAB, Version 6, 2002.zh_TW
dc.relation.reference (參考文獻) 14.Promodel Corp., Promodel User Guide, Promodel Corp.,zh_TW
dc.relation.reference (參考文獻) 2001.zh_TW