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
Datum:2012
Hauptverfasser: Ливинская, А.В., Лебедев, Е.А.
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Sprache:Russian
Veröffentlicht: 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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Digital Library of Periodicals of National Academy of Sciences of Ukraine
id nasplib_isofts_kiev_ua-123456789-84165
record_format dspace
spelling 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 lebedevea predelʹnaâteoremadlâperegružennyhmnogokanalʹnyhsetei
AT livinskaâav graničnateoremadlâperevantaženihbagatokanalʹnihmerež
AT lebedevea graničnateoremadlâperevantaženihbagatokanalʹnihmerež
AT livinskaâav alimittheoremformultichannelnetworksinheavytraffic
AT lebedevea alimittheoremformultichannelnetworksinheavytraffic
first_indexed 2025-11-25T21:12:27Z
last_indexed 2025-11-25T21:12:27Z
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fulltext ÓÄÊ 519.21 À.Â. ËÈÂÈÍÑÊÀß, Å.À. ËÅÁÅÄÅ 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.  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 (( , , ( ), ( ))t t z z1 2 1 2 âåêòîðîâ Q t Q t( ), ( )1 2 ìîæíî ïðåäñòàâèòü â âèäå (( , , ( ), ( )) [ ( )( ( ) ) ( ) t t z z E p t z m k m 1 2 11 2 1 1 1� � � � �� � � � � �� k t m r m �� && 11 1� ( ) � � � � � � �p t z P t z p t m k m m k m ( ) [ ( )] ( )( ( ) )] [ ( ( ) ( 1 2 21 2 1 1� �� � ) ( ) ( ) )( ( ) )]z k t t m m 2 1 1 2 1 � � � � ��� � & � � . Îòñþäà íàõîäèì ïðåäåë ñîâìåñòíîé õàðàêòåðèñòè÷åñêîé ôóíêöèè ( ) ( ( ), ( )) n s s1 2 , s s R r ( ), ( )1 2 âåêòîðîâ � ( ) ( ) n t1 è � ( ) ( ) n t2 : lim ( ( ), ( )) lim exp ( ) ( ) ( ) ( ) n n n n s s E i t s i �� �� � � � �1 2 11{ ' ( ) ( ) ( ) n t s ' 2 2 } � � � � � � � � �� lim exp ( ) ( ) ( ) ( ) ( ) ( ) n n n i n q nt s i n q nt s 1 1 1 21 2 ' ' � � ) ) � � � �� � � � � � � � � E p nt e m n k m is n k exp ln [ ( )( ) ( ) ( ) ( )/ 1 11 1' � 11 1� m n nt m r ( ) ( ) �� � � � �p nt e P n t e m n k m is n n is n( ) ( ) ( )/ ( ) ( )/ ( ) [ ] ( )( ' 1 1 2 2 1� � � )]� � � � � � � k nt nt m n k m m n m n p nt e � � � ( ) ( ) ( ) ( ) ( ) ( ) ln [ ( )( 1 2 1 21 ' is n( )/ )] 2 1� � � � � � � �� � � � � � � � � �� lim exp ( ) ( ) ( ) ( ) ( ) ( ) n n n i n q nt s i n q nt s 1 1 1 21 2 ' ' � � ) ) � � � �� � �E i n d n P t s n d n P n n exp ( ) ( ) ( ) ( ) ( ) ( )1 1 1 2 1 1� � � � � ' ' ( ) ( )t s tt 1 2 00 1 11 � � � � � � i n d n P t e P t s n is n t 1 21 1 2 0 1 � � � ( ) ( )/ ( ) ( ) [ ] ( ) ( ) ' � � � � � 1 2 1 21 2 2 0 1 n d n P t P t s n t � � � ( ) ( ) ( ) ( ) ( ) ' � 112 ISSN 0023-1274. Êèáåðíåòèêà è ñèñòåìíûé àíàëèç, 2012, ¹ 6 � � � � � � � 1 2 1 1 11 01 1 1 n s p t p t s d n m t m r m m n ( ) ( ) ( ) ( ) ( ) ( ) � � � � � � � � � � � � 1 1 2 0 1 1 1 2 1 n s p t p t P t s d t m m r m m n ( ) ( ) ( ) ( ) ( ) ( ) � � �� ( )n� � � � � � � � � � 1 2 1 2 2 1 01 1 2 1 n s P t p t p t P t s m t m r m ( ) ( ) ( ) ( ) ( )� �� � ( ) ( ) ( ) 2 d n m n � � � � � � �i n d n P t s n d n P t s n n1 2 1 2 1 2 2 2 � � � � � � ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ' ' 2 1 2 1 2 ) � t t t t � � � � � � � 1 2 1 2 22 1 2 1 2 n s p t p t s d n m t t m r m m n ( ) ( ) ( ) ( ) ( ( ) � � � �) � � � �� � � � � � E i dW P t s i dW P t t t exp ( ) ( ) ( ) ( ) ( ( ) ( )0 1 0 0 0 21 1 2 ' ' � � � �) ( )s 2 � � � �� � � � �� ) ) � � � �� � � � � � �exp ( ) [ [ ( ) ( )] ( ) [ ( )1 2 1 0 1 1s d P t P t d� � � � ' � � � ( ) ( )] ( )] ( ) 0 1 0 1 1 � �P t s t � � � � � � � � 1 2 2 0 2 2 0 s d P t P t d P( ) [ [ ( ) ( )] ( ) [ ( )] ( ( ) ( ) � � � � ' � � � � t s t 2 0 2 2 � � �)] ( ) � � � � � � s d P t P t d t ( ) [ [ ( ) ( )] ( ) [ ( )] ( ) ( ) 1 0 0 1 1 0 1 � � � � ' � � � � P t P t s( )] ( ) ( )1 2 2� � � � � � � � � � � � �� � � . 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 � ( ) ( ) 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. à í å ä å í ê î Á .  . , 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. 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