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货币流通稳定性的Markov数理统计方法研究
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作者 秦开运 《统计与决策》 CSSCI 北大核心 2005年第04X期144-145,共2页
根据货币流通性,考虑到货币流通的不稳定性,采用数学模型利用m arkov链理论使其达到预期的稳定目标,并具有可操作性。
关键词 货币流通 markov链理论 数理统计 中央银行 货币投放量 稳定性 数学模型
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具有Bernoulli反馈的Geo~ξ/Geo/1排队系统 被引量:5
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作者 潘致锋 孙荣恒 《重庆师范大学学报(自然科学版)》 CAS 2004年第2期8-11,共4页
讨论具有Bernoulli反馈的Geo~ξ/Geo/1排队系统,利用Markov链理论与概率母函数的方法,给出该系统在平稳条件下队长的概率母函数及期望,忙期的概率母函数方程及期望。利用平稳队长与顾客逗留时间序列的关系式,给出顾客逗留时间的分布。而... 讨论具有Bernoulli反馈的Geo~ξ/Geo/1排队系统,利用Markov链理论与概率母函数的方法,给出该系统在平稳条件下队长的概率母函数及期望,忙期的概率母函数方程及期望。利用平稳队长与顾客逗留时间序列的关系式,给出顾客逗留时间的分布。而文[1]是本文的一个特例。 展开更多
关键词 BERNOULLI反馈 贝努利反馈 队长 忙期 逗留时间 Geo^ξ/Ge^l排队系统 markov链理论 概率母函数
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Ergodicity of the IP P+M/M/c Queue
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作者 LI Xiao-hua HOU Zhen-ting 《Chinese Quarterly Journal of Mathematics》 CSCD 2011年第3期350-354,共5页
The IP P+M/M/c queueing system has been extensively used in the modern communication system.The existence and uniqueness of stationary distribution of the queue length L(t)for IP P+M/M/1 queue has been proved in[1... The IP P+M/M/c queueing system has been extensively used in the modern communication system.The existence and uniqueness of stationary distribution of the queue length L(t)for IP P+M/M/1 queue has been proved in[10].In this paper,we shall give the su?cient and necessary conditions of l-ergodicity,geometric ergodicity,and prove that they are neither uniformly polynomial ergodicity nor strong ergodicity. 展开更多
关键词 queueing theory ERGODICITY markov chain
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HEAVY TRAFFIC LIMIT THEOREMS IN FLUID BUFFER MODELS
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作者 YINGang ZHANGHanqin 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2004年第1期1-15,共15页
A fluid buffer model with Markov modulated input-output rates is considered.When traffic intensity is near its critical value, the system is known as in heavy traffic.It is shown that a suitably scaled sequence of the... A fluid buffer model with Markov modulated input-output rates is considered.When traffic intensity is near its critical value, the system is known as in heavy traffic.It is shown that a suitably scaled sequence of the equilibrium buffer contents has a weakor distributional limit under heavy traffic conditions. This weak limit is a functional of adiffusion process determined by the Markov chain modulating the input and output rates.The first passage time of the reflected process is examined. It is shown that the mean firstpassage time can be obtained via a solution of a Dirichlet problem. Then the transitiondensity of the reflected process is derived by solving the Kolmogorov forward equation witha Neumann boundary condition. Furthermore, when the fast changing part of the generatorof the Markov chain is a constant matrix, the representation of the probability distributionof the reflected process is derived. Upper and lower bounds of the probability distributionare also obtained by means of asymptotic expansions of standard normal distribution. 展开更多
关键词 fluid model markov chain singular perturbation diffusion process
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