Предельная теорема для перегруженных многоканальных сетей
Розглянуто багатоканальні стохастичні мережі. Зовні на кожний вузол мережі надходить пуассонівський потік вимог, характеристики якого залежать від часу. У перевантаженому режимі функціонування побудовано апроксимативний гаусівський процес і доведенo функціональну граничну теорему. Multi-channel stoc...
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| Veröffentlicht in: | Кибернетика и системный анализ |
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| Datum: | 2012 |
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| Sprache: | Russian |
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Інститут кібернетики ім. В.М. Глушкова НАН України
2012
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| Zitieren: | Предельная теорема для перегруженных многоканальных сетей / А.В. Ливинская, Е.А. Лебедев // Кибернетика и системный анализ. — 2012. — Т. 48, № 6. — С. 106-113. — Бібліогр.: 5 назв. — рос. |
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Ливинская, А.В. Лебедев, Е.А. 2015-07-03T11:11:06Z 2015-07-03T11:11:06Z 2012 Предельная теорема для перегруженных многоканальных сетей / А.В. Ливинская, Е.А. Лебедев // Кибернетика и системный анализ. — 2012. — Т. 48, № 6. — С. 106-113. — Бібліогр.: 5 назв. — рос. 0023-1274 https://nasplib.isofts.kiev.ua/handle/123456789/84165 519.21 Розглянуто багатоканальні стохастичні мережі. Зовні на кожний вузол мережі надходить пуассонівський потік вимог, характеристики якого залежать від часу. У перевантаженому режимі функціонування побудовано апроксимативний гаусівський процес і доведенo функціональну граничну теорему. Multi-channel stochastic networks are considered. Poisson arrivals at each node of the networks have time-dependent characteristics. For heavy traffic conditions, an approximate Gaussian process is set up and a functional limit theorem is proved. ru Інститут кібернетики ім. В.М. Глушкова НАН України Кибернетика и системный анализ Системный анализ Предельная теорема для перегруженных многоканальных сетей Гранична теорема для перевантажених багатоканальних мереж A limit theorem for multi-channel networks in heavy traffic Article published earlier |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| title |
Предельная теорема для перегруженных многоканальных сетей |
| spellingShingle |
Предельная теорема для перегруженных многоканальных сетей Ливинская, А.В. Лебедев, Е.А. Системный анализ |
| title_short |
Предельная теорема для перегруженных многоканальных сетей |
| title_full |
Предельная теорема для перегруженных многоканальных сетей |
| title_fullStr |
Предельная теорема для перегруженных многоканальных сетей |
| title_full_unstemmed |
Предельная теорема для перегруженных многоканальных сетей |
| title_sort |
предельная теорема для перегруженных многоканальных сетей |
| author |
Ливинская, А.В. Лебедев, Е.А. |
| author_facet |
Ливинская, А.В. Лебедев, Е.А. |
| topic |
Системный анализ |
| topic_facet |
Системный анализ |
| publishDate |
2012 |
| language |
Russian |
| container_title |
Кибернетика и системный анализ |
| publisher |
Інститут кібернетики ім. В.М. Глушкова НАН України |
| format |
Article |
| title_alt |
Гранична теорема для перевантажених багатоканальних мереж A limit theorem for multi-channel networks in heavy traffic |
| description |
Розглянуто багатоканальні стохастичні мережі. Зовні на кожний вузол мережі надходить пуассонівський потік вимог, характеристики якого залежать від часу. У перевантаженому режимі функціонування побудовано апроксимативний гаусівський процес і доведенo функціональну граничну теорему.
Multi-channel stochastic networks are considered. Poisson arrivals at each node of the networks have time-dependent characteristics. For heavy traffic conditions, an approximate Gaussian process is set up and a functional limit theorem is proved.
|
| issn |
0023-1274 |
| url |
https://nasplib.isofts.kiev.ua/handle/123456789/84165 |
| citation_txt |
Предельная теорема для перегруженных многоканальных сетей / А.В. Ливинская, Е.А. Лебедев // Кибернетика и системный анализ. — 2012. — Т. 48, № 6. — С. 106-113. — Бібліогр.: 5 назв. — рос. |
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AT livinskaâav predelʹnaâteoremadlâperegružennyhmnogokanalʹnyhsetei AT lebedevea predelʹnaâteoremadlâperegružennyhmnogokanalʹnyhsetei AT livinskaâav graničnateoremadlâperevantaženihbagatokanalʹnihmerež AT lebedevea graničnateoremadlâperevantaženihbagatokanalʹnihmerež AT livinskaâav alimittheoremformultichannelnetworksinheavytraffic AT lebedevea alimittheoremformultichannelnetworksinheavytraffic |
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2025-11-25T21:12:27Z |
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2025-11-25T21:12:27Z |
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1850549419941822464 |
| fulltext |
ÓÄÊ 519.21
À.Â. ËÈÂÈÍÑÊÀß, Å.À. ËÅÁÅÄÅÂ
ÏÐÅÄÅËÜÍÀß ÒÅÎÐÅÌÀ ÄËß ÏÅÐÅÃÐÓÆÅÍÍÛÕ
ÌÍÎÃÎÊÀÍÀËÜÍÛÕ ÑÅÒÅÉ
Êëþ÷åâûå ñëîâà: ìíîãîêàíàëüíàÿ ñòîõàñòè÷åñêàÿ ñåòü, ïåðåãðóæåííûé ðå-
æèì, ãàóññîâñêàÿ àïïðîêñèìàöèÿ.
Îñíîâíàÿ ìàòåìàòè÷åñêàÿ ìîäåëü, êîòîðàÿ èçó÷àåòñÿ â íàñòîÿùåé ðàáîòå,
ïðåäñòàâëÿåò ñåòü ìàññîâîãî îáñëóæèâàíèÿ èç r îáñëóæèâàþùèõ óçëîâ. Íà i-é
óçåë ñåòè ïîñòóïàåò ïóàññîíîâñêèé ïîòîê òðåáîâàíèé �
i
t( ) ñ âåäóùåé ôóíêöè-
åé �
i
t( ), i r�1 2, , ..., (íåóáûâàþùàÿ, íåïðåðûâíàÿ ñïðàâà ôóíêöèÿ). Êàæäûé èç
r óçëîâ ôóíêöèîíèðóåò êàê ìíîãîêàíàëüíàÿ ñòîõàñòè÷åñêàÿ ñèñòåìà. Ïðè ïî-
ñòóïëåíèè òðåáîâàíèÿ â òàêóþ ñèñòåìó ñðàçó íà÷èíàåòñÿ åãî îáñëóæèâàíèå.
Âðåìÿ îáñëóæèâàíèÿ â i-ì óçëå ïîêàçàòåëüíî ðàñïðåäåëåíî ñ ïàðàìåòðîì �
i
,
i r�1 2, , ..., . Ïîñëå çàâåðøåíèÿ îáñëóæèâàíèÿ â i-ì óçëå òðåáîâàíèå ñ âåðîÿò-
íîñòüþ p
ij
ïîñòóïàåò äëÿ îáñëóæèâàíèÿ â j -é óçåë è ñ âåðîÿòíîñòüþ
p p
ir ij
j
r
�
�
� � �1
1
1 ïîêèäàåò ñåòü, P p
ij
r
� || ||
1
— ìàòðèöà ìàðøðóòèçàöèè ñåòè.
Äîïîëíèòåëüíûé óçåë ñ íîìåðîì r �1 èíòåðïðåòèðóåòñÿ êàê âûõîä èç ñåòè.
 ñîîòâåòñòâèè ñ ñèñòåìîé îáîçíà÷åíèé, êîòîðàÿ ïðèíÿòà â òåîðèè ñòîõàñòè-
÷åñêèõ ñåòåé, îïèñàííóþ âûøå ìîäåëü áóäåì îáîçíà÷àòü [ | | ]M M
t
r
� .
Ïóñòü Q t
i
( ) , i r�1 2, , ..., , — ÷èñëî òðåáîâàíèé â i -ì óçëå ñåòè â ìîìåíò âðå-
ìåíè t . Ïðîöåññîì îáñëóæèâàíèÿ òðåáîâàíèé â ñåòè òèïà [ | | ]M M
t
r
� áóäåì íà-
çûâàòü r-ìåðíûé ïðîöåññ � �Q t Q t Q t
r
( ) ( ( ), ..., ( ))1 . Ãëàâíàÿ öåëü íàñòîÿùåé ïóá-
ëèêàöèè — èçó÷èòü ïðîöåññ Q t( ) , t 0 , â óñëîâèÿõ êðèòè÷åñêîé íàãðóçêè â ñåòè.
Ñëåäóÿ ðàáîòå [1], ââåäåì ïðîñòðàíñòâî ôóíêöèé D T[ , ]0 , êîòîðûå îïðåäåëå-
íû íà îòðåçêå [ , ]0 T , ïðèíèìàþò êîíå÷íûå äåéñòâèòåëüíûå çíà÷åíèÿ, èìåþò
â êàæäîé òî÷êå ïðåäåë ñëåâà è íåïðåðûâíû ñïðàâà (ïðè t T� ñëåâà). Áóäåì ãîâî-
ðèòü, ÷òî ïîñëåäîâàòåëüíîñòü ôóíêöèé x t D T
n
( ) [ , ]
0 ñõîäèòñÿ ê x t D T0 0( ) [ , ]
â ðàâíîìåðíîé òîïîëîãèè U (x t x t
n
n
U
( ) ( )�
��
0 ), åñëè sup | ( ) ( ) |
[ , ]t T
n
x t x t
� �
0
0
0 ïðè
n � � . Ïðîñòðàíñòâî íåïðåðûâíûõ ôóíêöèé, çàäàííûõ íà îòðåçêå [ , ]0 T , áóäåì
îáîçíà÷àòü C T[ , ]0 .
Ðåæèì êðèòè÷åñêîé íàãðóçêè îáóñëîâëåí ñëåäóþùèì ïîâåäåíèåì ïàðàìåò-
ðîâ ñåòè.
Óñëîâèå 1. Âõîäíûå ïîòîêè òðåáîâàíèé çàâèñÿò îò n (íîìåðà ñåðèè) òàêèì
îáðàçîì, ÷òî íà ëþáîì êîíå÷íîì ïðîìåæóòêå [ , ]0 T èìååì
n nt t C T
i
n
n
U
i
�
��
�
1 0
0� �
( ) ( )
( ) ( ) [ , ], i r�1 2, , ..., . (1)
Ðàññìîòðèì äâà âàæíûõ äëÿ ïðèìåíåíèé ñëó÷àÿ, êîãäà óñëîâèå 1 âûïîëíÿ-
åòñÿ. Â ñâÿçè ñ ýòèì âðåìåííî ïðåäïîëîæèì, ÷òî ïóàññîíîâñêèé ïîòîê �
i
t( ) ðå-
106 ISSN 0023-1274. Êèáåðíåòèêà è ñèñòåìíûé àíàëèç, 2012, ¹ 6
© À.Â. Ëèâèíñêàÿ, Å.À. Ëåáåäåâ, 2012
ãóëÿðíûé: �
i i
t
t u du( ) ( )�
�
0
, ãäå �
i
u( ) — ìãíîâåííîå çíà÷åíèå ïàðàìåòðà
(ñì., íàïðèìåð, [2, ñ. 100]). Òàêîé ïîòîê åñòåñòâåííî íàçûâàòü ïóàññîíîâñêèì
ïîòîêîì ñ ïåðåìåííûì ïàðàìåòðîì.
Åñëè äëÿ ðåãóëÿðíîãî ïîòîêà
lim ( )
t
i i
t
��
� �� � 0 , (2)
òî äëÿ íåãî âûïîëíåíî óñëîâèå
lim ( ) /
t
i i
t t
��
�� � .
(3)
Ýòî ñëåäóåò èç îöåíêè
1 1 1
0
t
u du
t
u du
t
u du
i
t
i i i
t
t
i i
� � � � � �
�
( ) | ( ) | | ( ) |
� � � � � �
0
�t
� � � �( ) ( ) ( )
*
1 � � � � � �t
i i
,
ãäå �
( , )0 1 , sup ( )
*
u
i i
u
�
0
� � , �( )� �t 0 ïðè � � �t .
Äëÿ òîãî ÷òîáû ñîïîñòàâèòü (1) è (3), äîêàæåì âñïîìàãàòåëüíîå óòâåðæäåíèå.
Ëåììà 1. Ïóñòü �( )t — íåîòðèöàòåëüíàÿ, ìîíîòîííî íåóáûâàþùàÿ, íåïðå-
ðûâíàÿ ñïðàâà ôóíêöèÿ. Òîãäà íà ëþáîì êîíå÷íîì èíòåðâàëå [ , ]0 T èç ñõîäèìîñ-
òè t t
t
�
��
� �
1 0
0� �( )
( )
ñëåäóåò n nt t
n
U
�
��
�
1 0
� �( )
( )
.
Äîêàçàòåëüñòâî. Íåîáõîäèìî ïîêàçàòü, ÷òî
sup | ( ) |
[ , ]
( )
t T
n
n nt t
�
��
� �
0
1 0
0� � .
Äëÿ ëþáîãî 0� �N nT ñïðàâåäëèâà îöåíêà ñâåðõó
sup | ( ) | sup
( )
su
[ , ]
( )
( )
t T N
n nt t
n
T
�
� �
� �
�
�
0
1 0
0
0
� �
� �
�
� �
p
( )
( )
N nT
nT� �
�
�
�
� �� �
0
� � � �
�
1 0 0
n
N N T
N
( ( ) ) sup
( )( ) ( )
� �
�
�
�
�
�
. (4)
 ñèëó óñëîâèé ëåììû âûáîðîì N âòîðîå ñëàãàåìîå â (4) ìîæåò áûòü ñäåëà-
íî ñêîëü óãîäíî ìàëûì. Åñëè âûáîð N çàôèêñèðîâàòü, òî ïåðâîå ñëàãàåìîå ñòðå-
ìèòñÿ ê íóëþ ïðè n � � .
Ëåììà äîêàçàíà.
Êàê ñëåäñòâèå èç ëåììû 1, ïîëó÷àåì, ÷òî äëÿ ðåãóëÿðíîãî ïóàññîíîâñêîãî
ïîòîêà ñ àñèìïòîòè÷åñêè ïîñòîÿííûì ïàðàìåòðîì (ñîîòíîøåíèå (2)) óñëîâèå 1
âûïîëíåíî äëÿ �
i i
t t
( )
( )
0
� � .
Ïóñòü òåïåðü �
i
t( ) — ïåðèîäè÷åñêàÿ ñ ïåðèîäîì T
i
ôóíêöèÿ
� �
i i i
nT t t( ) ( )� � äëÿ n �1 2, , ... è 0 � �t T
i
.
ISSN 0023-1274. Êèáåðíåòèêà è ñèñòåìíûé àíàëèç, 2012, ¹ 6 107
Òîãäà óñëîâèå 1 âûïîëíåíî äëÿ �
i i
T
t u du t
i
( )
( ) ( )
0
0
�
�
�
�
�
�
�
�
�
� . Äåéñòâèòåëüíî,
�
i
i
t
T i
T
i
t
t
t
u du
t
t u du u du
i
i
T
i
( )
( ) [ ] ( ) ( )
� �
�
� � �
0 0 0
{ }
[ ]
( )
t t
u du
T T
t
i
T
i
i i
i
�
� �
��
{ }
� �
0
,
ãäå [ ] max :t n Z nT t
T i
i
�
��{ }, { }t t t
T T
i i
� � [ ] , Z� — ìíîæåñòâî öåëûõ íå-
îòðèöàòåëüíûõ ÷èñåë.
Òåïåðü îáðàòèì âíèìàíèå íà âðåìÿ îáñëóæèâàíèÿ òðåáîâàíèé â óçëàõ ñåòè.
Óñëîâèå 2. Èíòåíñèâíîñòè îáñëóæèâàíèÿ òðåáîâàíèé â êàæäîì óçëå ñåòè çà-
âèñÿò îò n (íîìåðà ñåðèè) òàêèì îáðàçîì, ÷òî
lim ( )
n
i i
n n
��
� �� � 0 , i r�1 2, , ..., .
Îäíîâðåìåííîå âûïîëíåíèå óñëîâèé 1, 2 îçíà÷àåò, ÷òî [ | | ]M M
t
r
� -ñåòü
ôóíêöèîíèðóåò â ïåðåãðóæåííîì ðåæèìå.
Óñëîâèå 3.  íà÷àëüíûé ìîìåíò âðåìåíè t � 0 ñåòü ïóñòà: Q
i
( )0 0� ,
i r�1 2, , ..., .
 êîíòåêñòå óñëîâèé 1–3 ðàññìîòðèì ïîñëåäîâàòåëüíîñòü ñëó÷àéíûõ ïðî-
öåññîâ
�
( ) / ( ) ( )
( ) ( ( ) ( ))
n n n
t n Q nt q nt� �
�1 2
, t 0 ,
ãäå q nt q nt q nt
n n
r
n( ) ( ) ( )
( ) ( ( ),... , ( ))
�
�
1
, q nt d p nt
j
n
i ij
n
nt
i
r
( ) ( )
( ) ( ) ( )� �
�
�
� � �
01
, j r�1,... , ,
p
ij
n( )
( )� — ýëåìåíòû ìàòðèöû P p P I
n
ij
n r n( ) ( ) ( )
( ) | | ( ) || exp ( )( )� � � �� � �
1
{ }� ,
� � �
( ) ( ) ( )
( )
n n
r
n�
� � �
1
� , � ( ) || ||x x
ij i
r
� �
1
— äèàãîíàëüíàÿ ìàòðèöà ñ âåêòîðîì
� � � �x x x
r
( )1 � íà ãëàâíîé äèàãîíàëè; I
ij
r
� || ||�
1
— åäèíè÷íàÿ ìàòðèöà.
Äëÿ òîãî ÷òîáû îïèñàòü ïðåäåë ïîñëåäîâàòåëüíîñòè ñëó÷àéíûõ ïðîöåññîâ
�
( )
( )
n
t , n 1, ââåäåì äâà íåçàâèñèìûõ ãàóññîâñêèõ ïðîöåññà �
( )
( )
i
t
'
�
� ( ( ), ..., ( ))
( ) ( )
� �
1
i
r
i
t t , i �1 2, .
Ïðîöåññ �
( )
( )
1
t îïðåäåëÿåòñÿ ñðåäíèìè çíà÷åíèÿìè E t�
( )
( )
1
0� è êîððåëÿ-
öèîííûìè ìàòðèöàìè
R t E t t E t E t P t
t
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) (
1 1 1 1 1
0
� � � �
� � � �
' '
� �� � �) [ ( )] ( )
( )
� �d P t
0
,
R s t E s t E s E t R
( ) ( ) ( ) ( ) ( ) ( )
( , ) ( ) ( ) ( ) ( ) (
1 1 1 1 1 1
� � �� � � �
' '
s P t s) ( )� , s t� ,
ãäå [ ( )] ( ( ), ..., ( ))
( ) ( ) ( )
d d d
r
� � �
0
1
0 0
� � �� � , P P I( ) exp ( )( )� � �� �{ }� .
Äëÿ ïðîöåñà �
( )
( )
2
t èìååì E t�
( )
( )
2
0� ,
R t d P t P t d
t
( ) ( ) ( )
( ) [ [( ( )) ( )] ( ) [ ( )
2
0
0 0
� � � � � �
� � � �� � � � ] ( )]P t � � ,
R s t R s P t s
( ) ( )
( , ) ( ) ( )
2 2
� � , s t� .
Îñíîâíûì óòâåðæäåíèåì, äîêàçàííûì â ðàáîòå, ÿâëÿåòñÿ ñëåäóþùèé ðå-
çóëüòàò.
108 ISSN 0023-1274. Êèáåðíåòèêà è ñèñòåìíûé àíàëèç, 2012, ¹ 6
Òåîðåìà. Ïóñòü äëÿ [ | | ]M M
t
r
� -ñåòè âûïîëíÿþòñÿ óñëîâèÿ 1–3. Òîãäà íà
ëþáîì êîíå÷íîì ïðîìåæóòêå [ , ]0 T ïîñëåäîâàòåëüíîñòü ñëó÷àéíûõ ïðîöåññîâ
�
( )
( )
n
t , n 1, ñõîäèòñÿ â ðàâíîìåðíîé òîïîëîãèè ê � �
( ) ( )
( ) ( )
1 2
t t� .
Ïåðåä òåì êàê äîêàçûâàòü òåîðåìó, ïîëó÷èì ðÿä âñïîìàãàòåëüíûõ ðåçóëüòàòîâ.
Ëåììà 2. Ïóñòü �
( )
( )
n
t — ïóàññîíîâñêèé ïðîöåññ, âåäóùàÿ ôóíêöèÿ êî-
òîðîãî � �( ) ( )
( )
t t
n
� çàâèñèò îò n (íîìåðà ñåðèè) è äëÿ íåå âûïîëíåíî óñëî-
âèå 1. Òîãäà íà ëþáîì êîíå÷íîì ïðîìåæóòêå [ , ]0 T ïîñëåäîâàòåëüíîñòü ñëó-
÷àéíûõ ïðîöåññîâ W t n nt nt
n n n( ) / ( ) ( )
( ) ( ( ) ( ))� �
�1 2
� � , n 1, ñõîäèòñÿ â ðàâíî-
ìåðíîé òîïîëîãèè ê âèíåðîâñêîìó ïðîöåññó W t
( )
( )
0
, äëÿ êîòîðîãî
EW t
( )
( )
0
0� è VarW t t
( ) ( )
( ) ( )
0 0
� � .
Äîêàçàòåëüñòâî. Ñõîäèìîñòü êîíå÷íîìåðíûõ ðàñïðåäåëåíèé ïðîöåññîâ
W t
n( )
( ) ê W t
( )
( )
0
ñëåäóåò èç òîãî, ÷òî äëÿ ëþáîãî íàòóðàëüíîãî N è ìîìåíòîâ
âðåìåíè 0 1� � �t t
N
� õàðàêòåðèñòè÷åñêàÿ ôóíêöèÿ ñîâìåñòíîãî ðàñïðåäåëåíèÿ
� �
( ) ( )
( ), ..., ( )
n n
N
t t1 ðàâíà
E i s k t t
n
k
k
N
n
k
exp ( ) ( ) exp [ ( )
( ) ( ) (
�
�
��
�
�
�
��
�
�
�
��
� �
1
1� �
n
k
m k
N
k
N
t i s m
)
( )] exp( ( ))
� ��
�
� �
!
"
"
#
$
%
%
�
�
�
��
�
�
�
��10
1
1& ,
ãäå ( ( ), ..., ( ))s s N R
N
1
, t0 0� .
Òåïåðü äëÿ äîêàçàòåëüñòâà ñõîäèìîñòè â ðàâíîìåðíîé òîïîëîãèè äîñòàòî÷íî
ïðîâåðèòü óñëîâèå [3, ñ. 230]:
lim lim sup | ( ) ( ) |
| |
( ) ( )
h n
t t h
n n
P W t W t
� �� � �
� � �
0
2 1
2 1
0{ }� . (5)
Íà îñíîâàíèè íåðàâåíñòâà ×åáûøåâà èìååì îöåíêó ñâåðõó
P W t W t
n n
{ }| ( ) ( ) |
( ) ( )
2 1� � ��
� � � � �P nt nt nt nt
n n n n
{| ( ( ) ( )) ( ( ) ( )) |
( ) ( ) ( ) ( )
� � �2 1 2 1� � n } �
� �
� � �
�
2 1
2
1
1| ( ) ( ) |
( ) ( )
n nt n nt
n n
� � . (6)
Îäíîâðåìåííî óñëîâèå 1 ãàðàíòèðóåò, ÷òî
lim lim sup | ( ) ( )
| |
( ) ( )
h n
t t h
n n
n nt n nt
� �� � �
� �
�
0
1
2
1
1
2 1
� � | � 0 . (7)
Èç (6), (7) ñëåäóåò (5).
Ëåììà äîêàçàíà.
 äàëüíåéøåì W t
i
( )
( )
0
, i r�1 2, , ..., , áóäóò îáîçíà÷àòü íåçàâèñèìûå âèíåðîâ-
ñêèå ïðîöåññû ñ EW t
i
( )
( )
0
0� è VarW t t
i i
( ) ( )
( ) ( )
0 0
� � . Ïðè âûïîëíåíèè óñëîâèÿ 1
äëÿ i r�1 2, , ..., òðàåêòîðèè W t
i
( )
( )
0
ñ âåðîÿòíîñòüþ 1 íåïðåðûâíû è ïðîöåññ
W t W t W t
r
( ) ( ) ( )
( ) ( ( ), ..., ( ))
0
1
0 0'
� àïïðîêñèìèðóåò ïîòîê òðåáîâàíèé èçâíå
� � �
( ) ( ) ( )
( ) ( ( ), ..., ( ))
n n
r
n
t t t
'
�
1
â ñåòè òèïà [ | | ]M M
t
r
� .
Äëÿ W t
( )
( )
0
, t 0 , ïîíàäîáèòñÿ ñëåäóþùèé ðåçóëüòàò.
Ëåììà 3. Êîíå÷íîìåðíûå ðàñïðåäåëåíèÿ dW u P t u
t
( )
( ) ( )
0
0
'
�
ñîâïàäàþò ñ
êîíå÷íîìåðíûìè ðàñïðåäåëåíèÿìè ãàóññîâñêîãî ïðîöåññà �
( )
( )
1
t .
ISSN 0023-1274. Êèáåðíåòèêà è ñèñòåìíûé àíàëèç, 2012, ¹ 6 109
Äîêàçàòåëüñòâî ýòîãî ðåçóëüòàòà ñëåäóåò èç ñâîéñòâ ñòîõàñòè÷åñêîãî èíòåã-
ðàëà ïî ãàóññîâñêîìó ïðîöåññó ñ íåçàâèñèìûìè ïðèðàùåíèÿìè ( ñì. [3, ðàçä. 9]).
Îáñëóæèâàíèå îòäåëüíî âçÿòîãî òðåáîâàíèÿ â óçëàõ [ | | ]M M
t
r
� -ñåòè ïðîèñ-
õîäèò íåçàâèñèìî îò äðóãèõ òðåáîâàíèé. Äëÿ òîãî ÷òîáû êîíñòðóêòèâíî çàäàòü
ïðîöåññ îáñëóæèâàíèÿ, ðàññìîòðèì öåïü Ìàðêîâà x t( ) , t 0 , â ìíîæåñòâå ñîñòî-
ÿíèé { }1 1, ..., ,r r � , êîòîðàÿ çàäàåòñÿ èíôèíèòåçèìàëüíûìè õàðàêòåðèñòèêàìè
a
p i j r
p i j i r j
ij
i ii
i ij
�
� � � �
' � �
�
�
( ), , ..., ,
, , , ..., ,
1 1
1 1, ..., , ;
, , , ..., , ;
r r
i r j r r
�
� � � �
�
�
�
�
�
1
0 1 1 1
è íà÷àëüíûì ðàñïðåäåëåíèåì � � �p p p
r
( ) ( ( ), ..., ( ))0 0 01 1 .
Åñëè p
i
( )0 1� , òî ñîîòâåòñòâóþùóþ öåïü áóäåì îáîçíà÷àòü x t
i( )
( ) . Ñîñòîÿ-
íèå r �1 äëÿ öåïè x t( ) ïîãëîùàþùåå. Ïåðåõîäíûå âåðîÿòíîñòè
p t P x t j x i P x t j
ij
i
( ) ( ) / ( ) ( )
( )
� � � � �{ } { }0 , i j r, , ...,�1 , îáðàçóþò ìàòðèöó
P t P I t( ) exp ( )( )� �{ }� � .
Òðàåêòîðèÿ òðåáîâàíèÿ îò ìîìåíòà ïîñòóïëåíèÿ â ñåòü ÷åðåç i-é óçåë è äî
ìîìåíòà âûõîäà èç íåå ìîæåò áûòü îïèñàíà öåïüþ x t
i( )
( ), ïðè ýòîì ïîãëîùåíèå
â ñîñòîÿíèè r �1 èíòåðïðåòèðóåòñÿ êàê âûõîä òðåáîâàíèÿ èç ñåòè.
Ñâÿæåì ñ öåïüþ x t
i( )
( ) , t 0 , r -ìåðíûé ïðîöåññ èíäèêàòîðíîãî òèïà
( ) ( ) ( )
( ) ( ( ), ..., ( ))
i i
r
i
t t t
'
�
1
, t 0 , ñëåäóþùèì îáðàçîì:
( )
( )
( )
( )
, ( ) , , , ..., ;
, ( ) .
i j
i
i
t
e x t j j r
e x t r
�
� �
� �
�
�
1 2
10
�
��
ãäå e
j
— r -ìåðíûé âåêòîð, j-ÿ êîìïîíåíòà êîòîðîãî ðàâíà åäèíèöå, à äðó-
ãèå — íóëþ; e0 — íóëåâîé r -ìåðíûé âåêòîð.
Äëÿ ïðîèçâîëüíîãî íàòóðàëüíîãî N è � �z i z i z i
r
( ) ( ( ), ..., ( ))1 , i N�1 2, , ..., ,
| ( ) |z i � 1, ÷åðåç ( (
( ) ( )
( , ..., , ( ), ..., ( ))
m m
N
t t z z N� 1 1 áóäåì îáîçíà÷àòü ñîâìåñò-
íóþ ïðîèçâîäÿùóþ ôóíêöèþ âåêòîðîâ
( ) ( )
( ), ..., ( )
m m
N
t t1 , 0 1� � �t t
N
� ,
� � � �( ( (( )
( ) ( )1
�
r
.
Ëåììà 4. Äëÿ ïðîèçâîëüíîãî N �1 2, , ... è 0 1� � �t t
N
�
( � � � � �� � ��1 1 1 11 1P t z P t z i P t z i
i i
( ) [ ( )]... ( ) [ ( )] ( )( ( ) )
i
N
�
�
1
, (8)
Çäåñü 1 — r -ìåðíûé âåêòîð, ñîñòàâëåííûé èç åäèíèö; �t t t
i i i
� � �1 (t0 0� ),
i N�1 2, , ..., .
Äîêàçàòåëüñòâî (8) ìîæíî ïîëó÷èòü ìåòîäîì ìàòåìàòè÷åñêîé èíäóêöèè ïî
ïàðàìåòðó N .
Äîêàçàòåëüñòâî òåîðåìû. Ïðîàíàëèçèðóåì ïîâåäåíèå ïðè n � � îäíîìåð-
íûõ ðàñïðåäåëåíèé ïðîöåññà �
( )
( )
n
t , t 0 .
Ïðè ôèêñèðîâàííîé òðàåêòîðèè âõîäíîãî ïîòîêà � �� � �( ) ( ( ), ..., ( ))t t t
r1 ðàñ-
ïðåäåëåíèå Q t( ) ñîâïàäàåò ñ ðàñïðåäåëåíèåì
�
�
( , ) ( )
( )
( )
m k
k
m
k
t
m
r
t
m
�
��
��
11
,
110 ISSN 0023-1274. Êèáåðíåòèêà è ñèñòåìíûé àíàëèç, 2012, ¹ 6
ãäå
( , ) ( , )
( ), ( ), ...
m m
t t
1 2
— ïîñëåäîâàòåëüíîñòü íåçàâèñèìûõ ñëó÷àéíûõ ïðî-
öåññîâ, êîíå÷íîìåðíûå ðàñïðåäåëåíèÿ êîòîðûõ ñîâïàäàþò ñ
( )
( )
m
t ; �
k
m( )
—
ìîìåíò ïîñòóïëåíèÿ k-ãî òðåáîâàíèÿ íà m-é óçåë ñåòè.
Ó÷èòûâàÿ ýòîò ôàêò, à òàêæå ôîðìóëó (8) ïðè N �1, ïðîèçâîäÿùóþ ôóíê-
öèþ (( , )t z , � � � �z z z
r
( )1 � , | |z � 1, âåêòîðà Q t( ) ìîæíî ïðåäñòàâèòü â âèäå
(( , ) [ ( )( )]
( )
( )
t z E p t z
k
t
m
k
m
m
r m
� � � � �
��
&&
11
1 1
�
� , (9)
ãäå � �p p p
m m mr
( ) ( ( ), ..., ( ))� � �1 — m-ÿ ñòðîêà ìàòðèöû P ( )� .
Ïóñòü
( )
( )
n
s , � �
s s s R
r r
( , ..., )1 , — õàðàêòåðèñòè÷åñêàÿ ôóíêöèÿ �
( )
( )
n
t .
Ñ ó÷åòîì (9)
�( ) / ( )
( ) exp ( )
( )
n i s n
s Ee in q nt s
n
� � � )
�
'
'
{ }
1 2
) � �
� �
� �E p nt e
m
r
k
nt
m
n
k
m is n
m
n
exp ln[ ( )(
( )
( )
( ) ( ) /
1 1
1
�
�
'
�
�
�
�
��
�
�
�
��
1)] ,
ãäå ( ) ( , ..., )
/ / /
e e e
is n is n is n
r� � 1 .
Ïóñòü ( ) ( )s s s
r
2
1
2 2
� � � �� . Òîãäà
lim ( ) lim exp ( )
( ) / ( )
n
n
n
n
s in q nt s
�� ��
�
� � )
{ }
1 2 '
)
�
�
�
�
�
� �
�
�
�
�
�
�
�
�
�
�
!
"
"
�
�E
i
n
p t
n
k
nt
m
k
m
m
n
exp
( )
( ) ( )
1
�
�
s
n
p t
n
s
m
k
m
m
r
� � �
�
�
�
�
�
�
�
�
�
�
�
�
�
1
2
1 2
1
�
( )
� � �
�
�
�
�
�
�
�
�
�
�
� �
�
�
�
�
�
�
�
�
�
�
#
1
2
1
n
s p t
n
p t
n
s
m
k
m
m
k
m
� �
( ) ( )
$
%
%
�
�
�
�
�
�
� �
��
� �
lim exp { ( ) } exp ( )
/ ( ) / ( )
n
n n
in q nt s E in d n
1 2 1 2
0
' '
� �
t
P t s
� �
�
�
�
��
( )�
� � � � � �
1
2
1 1
2
12
n
d n P t s
n
dv n s p t p
n
m
n
m m
� � � � �
( ) ( )
( ) ( ) ( ) ( )
'
( )t s
t
m
r
t
�
�
�
�
��
�
�
�
�
010
� � � �
�
�
�
��
��
lim exp ( ) ( )
( )
n
n
t
n
d n P t s
1
2
1 2
0
�
'
� �
� � � � �
�
�
�
��
1
2
1
0 0
n
d n s p t p t s E i d
m
n
m m
t t
�
( )
( ) ( ) ( ) exp� � � W P t s
n
m
r
( )
( ) ( )
'
� ��
�
�
�
��
�
�
�
���
�
1
,
ãäå W W W
n n
r
n( ) ( ) ( )
( ) ( ( ), ..., ( ))
'
� � ��
1
, W n n n
k
n
k
n
k
n( ) / ( ) ( )
( ) ( ( ) ( ))� � � �� �
�1 2
� ,
k r�1 2, , ..., .
Èñïîëüçóÿ óñëîâèå 1 è óòâåðæäåíèÿ ëåìì 2, 3, íàõîäèì
lim ( ) exp ( )
( ) ( ) (
n
n
t
m
s d P t s d
��
� �
�
�
�
��
� �
�
1
2
1
2
0
0 2 0
� �
' )
( ) ( ) ( )� � �� � � � �
�
�
s p t p t s
m m
t
m
r
01
� � � � �
�
�
�
��
�
1
2
0
0
s P t d P t s
t
( ) [ ( )] ( )
( )
� � �� �
ISSN 0023-1274. Êèáåðíåòèêà è ñèñòåìíûé àíàëèç, 2012, ¹ 6 111
� � � � � � �exp [ [ ( ) ( )] ( ) [ ( )] (
( ) ( )1
2
0 0
s d P t P t d P t� � � �
'
� � � � �
�
�
�
��
�
�)]
0
t
s
� � � � �
�
�
�
��
1
2
0
0
s P t d P t s
t
( ) [ ( )] ( )
( )
� � �� �
'
.
Ïðåäåëüíîå âûðàæåíèå ÿâëÿåòñÿ õàðàêòåðèñòè÷åñêîé ôóíêöèåé � �
( ) ( )
( ) ( )
1 2
t t� .
Òàêèì îáðàçîì, ñõîäèìîñòü îäíîìåðíûõ ðàñïðåäåëåíèé äîêàçàíà.
Ðàññìîòðèì òåïåðü äâóìåðíûå ðàñïðåäåëåíèÿ. Ïðè ôèêñèðîâàííîé òðàåêòî-
ðèè âõîäíîãî ïîòîêà ðàñïðåäåëåíèå ( ( ), ( ))Q t Q t1 2 , 0 1 2� �t t , ñîâïàäàåò ñ ðàñïðå-
äåëåíèåì
� �
�
�
( , ) ( ) ( , ) ( )
( )
(
( ), ( )
m k
k
m m k
k
m
k
t
k t
t t
m
m
1 2
1
1
� � �
� �
�
1
21
1
2
11 )
( )
( , ) ( )
( )
( )
���
��� �
�
�
�
�
�
�
�
�
��
�
mm
t
m k
k
m
k
t
m
r
t .
Èñïîëüçóÿ ôîðìóëó (8) äëÿ N � 2 , ñîâìåñòíóþ ïðîèçâîäÿùóþ ôóíêöèþ
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Ïîëó÷åííûé ïðåäåë ÿâëÿåòñÿ õàðàêòåðèñòè÷åñêîé ôóíêöèåé äâóìåðíîãî
ðàñïðåäåëåíèÿ � �
( ) ( )
( ) ( )
1 2
t t� . Àíàëîãè÷íî ïðîâåðÿåòñÿ ñõîäèìîñòü N -ìåðíûõ
ðàñïðåäåëåíèé äëÿ N � 2 .
Ñõîäèìîñòü êîíå÷íîìåðíûõ ðàñïðåäåëåíèé ìîæíî óñèëèòü äî ñõîäèìîñòè
�
( )
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n
t â ðàâíîìåðíîé òîïîëîãèè. Äëÿ ýòîãî íóæíî èñïîëüçîâàòü ñõîäèìîñòü íîð-
ìèðîâàííîãî âõîäíîãî ïîòîêà W t
n( )
( ) ê W t( ) â ðàâíîìåðíîé òîïîëîãèè è ïðåä-
ñòàâëåíèå ïðîöåññà îáñëóæèâàíèÿ êàê ñóììû ïðîöåññîâ èíäèêàòîðíîãî òèïà íà
âõîäíîì ïîòîêå (ñì., íàïðèìåð, [4]).
Òåîðåìà äîêàçàíà.
×àñòü �
( )
( )
1
t ïðåäåëüíîãî ïðîöåññà ñâÿçàíà ñ ôëóêòóàöèÿìè âõîäíîãî ïîòî-
êà, à �
( )
( )
2
t — ñ ôëóêòóàöèÿìè âðåìåí îáñëóæèâàíèÿ.
Óòâåðæäåíèå òåîðåìû îáîáùàåò ðåçóëüòàòû ðàçä. 4.2 ìîíîãðàôèè [5] íà ñëó-
÷àé âõîäíûõ ïóàññîíîâñêèõ ïîòîêîâ ñ ïåðåìåííîé èíòåíñèâíîñòüþ.
ÑÏÈÑÎÊ ËÈÒÅÐÀÒÓÐÛ
1. Ñ ê î ð î õ î ä À .  . Ïðåäåëüíûå òåîðåìû äëÿ ñëó÷àéíûõ ïðîöåññîâ // Òåîðèÿ âåðîÿòíîñòåé è åå ïðè-
ìåíåíèÿ. — 1956. — 1, ¹ 3. — Ñ. 289–319.
2. Ã í å ä å í ê î Á . Â . , Ê î â à ë å í ê î È . Í . Ââåäåíèå â òåîðèþ ìàññîâîãî îáñëóæèâàíèÿ. — Ì.: Êîì-
Êíèãà, 2005. — 400 ñ.
3. Ñ ê î ð î õ î ä À .  . Ñëó÷àéíûå ïðîöåññû ñ íåçàâèñèìûìè ïðèðàùåíèÿìè. — Ì.: Íàóêà, 1964. — 280 ñ.
4. Ë å á å ä å â Å . À . Ìíîãîêàíàëüíûå ñòîõàñòè÷åñêèå ñåòè â óñëîâèÿõ êðèòè÷åñêîé çàãðóçêè // Êèáåð-
íåòèêà è ñèñòåìíûé àíàëèç. — 2005. — ¹ 1. — Ñ. 179–187.
5. À í è ñ è ì î â  .  . , Ë å á å ä å â Å . À . Ñòîõàñòè÷åñêèå ñåòè îáñëóæèâàíèÿ. Ìàðêîâñêèå ìîäåëè. —
Êèåâ: Ëûáèäü, 1992. — 208 ñ.
Ïîñòóïèëà 10.01.2012
ISSN 0023-1274. Êèáåðíåòèêà è ñèñòåìíûé àíàëèç, 2012, ¹ 6 113
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/NLD (Gebruik deze instellingen om Adobe PDF-documenten te maken voor kwaliteitsafdrukken op desktopprinters en proofers. De gemaakte PDF-documenten kunnen worden geopend met Acrobat en Adobe Reader 5.0 en hoger.)
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/PTB <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>
/SUO <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>
/SVE <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>
/DEU <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>
/ENU (Use these settings to create Adobe PDF documents for quality printing on desktop printers and proofers. Created PDF documents can be opened with Acrobat and Adobe Reader 5.0 and later.)
>>
/Namespace [
(Adobe)
(Common)
(1.0)
]
/OtherNamespaces [
<<
/AsReaderSpreads false
/CropImagesToFrames true
/ErrorControl /WarnAndContinue
/FlattenerIgnoreSpreadOverrides false
/IncludeGuidesGrids false
/IncludeNonPrinting false
/IncludeSlug false
/Namespace [
(Adobe)
(InDesign)
(4.0)
]
/OmitPlacedBitmaps false
/OmitPlacedEPS false
/OmitPlacedPDF false
/SimulateOverprint /Legacy
>>
<<
/AddBleedMarks false
/AddColorBars false
/AddCropMarks false
/AddPageInfo false
/AddRegMarks false
/ConvertColors /NoConversion
/DestinationProfileName ()
/DestinationProfileSelector /NA
/Downsample16BitImages true
/FlattenerPreset <<
/PresetSelector /MediumResolution
>>
/FormElements false
/GenerateStructure true
/IncludeBookmarks false
/IncludeHyperlinks false
/IncludeInteractive false
/IncludeLayers false
/IncludeProfiles true
/MultimediaHandling /UseObjectSettings
/Namespace [
(Adobe)
(CreativeSuite)
(2.0)
]
/PDFXOutputIntentProfileSelector /NA
/PreserveEditing true
/UntaggedCMYKHandling /LeaveUntagged
/UntaggedRGBHandling /LeaveUntagged
/UseDocumentBleed false
>>
]
>> setdistillerparams
<<
/HWResolution [2400 2400]
/PageSize [2834.646 2834.646]
>> setpagedevice
|