随机网络队列队长过程非负下鞅的构造

Construction of The Stochastic Fluid Network Input Process Under Non-Negative Martingale

对鞅理论的相关性质和方法进行阐述,将随机网络队列与鞅理论方法相结合,在具有k个服务台的网络队列中,对具有忙闲交替时带转移的网络队列队长过程的极限过程进行鞅构造,给出网络队列的鞅表达式,得到高负荷条件下的极限,从而将鞅方法进一步推广到网络队列的其他过程。

The properties and methods of the martingale theory are explained,stochastic network queue are combined with martingale theory,and he martingale construction is constructed for the limit process of the queue captain process with a busy alternation of the network queue in a network queue with k services. By giving the expression of the network queue martingale,the limit of the high load condition is obtained,thereby the martingale method further spread to the other processes of network queue.