Sistemas Estocásticos

Profesor: David Olave-Rojas

Ayudante: Matías Banares Guerrero

M/M/1

𝜆 𝜆 𝜌2
𝜌= ;𝐿 = ; 𝐿𝑞 = 𝜆 × 𝑊𝑞 = ;𝐿 = 𝜌
𝜇 𝜇−𝜆 1−𝜌 𝑠
𝐿 1 1 𝜌 𝜆 𝑛
𝑊= = ;𝑊 = ;𝑊 = ; 𝑃 = 1 − 𝜌; 𝑃𝑛 = ( ) × 𝑃0
𝜆 𝜇 − 𝜆 𝑠 𝜇 𝑞 𝜇 × (1 − 𝜌) 0 𝜇
M/M/c

𝜆 𝜆 𝜌𝑐+1
𝜌 = ; 𝜌𝑐 = 𝐿 = 𝜆 × 𝑊; 𝐿𝑞 = 𝑃0 ; 𝐿𝑠 = 𝐿 − 𝐿𝑞
𝜇 𝑐𝜇 (𝑐 − 1)! (𝑐 − 𝜌)2
1 𝐿𝑞
𝑊= + 𝑊𝑞 ; 𝑊𝑞 = ; 𝑊𝑠 = 𝑊 − 𝑊𝑞
𝜇 𝜆

𝑐−1
−1 𝜌𝑛
𝜌 𝑛
𝜌 1𝑐 𝑃0 , 0≤𝑛<𝑐
𝑃0 = [∑ + ( )] ; 𝑃𝑛 = { 𝑛! 𝑛
𝑛! 𝑐! 1 − 𝜌 𝜌
𝑛=0 𝑐 𝑃 , 𝑐≤𝑛≤𝑁
𝑐! 𝑐 𝑛−𝑐 0
M/M/1/K

𝜌 (𝐾 + 1)𝜌𝐾+1
− , 𝑠𝑖 𝜌 ≠ 1 1−𝜌
𝐿 = 1−𝜌 1 − 𝜌𝐾+1 ; 𝐿𝑞 = 𝐿 − (1 − 𝑃0 ); 𝐿𝑠 = 1 − 𝑃0 ; 𝑃0 =
𝐾 1 − 𝜌𝐾+1
{ 2 , 𝑠𝑖 𝜌 = 1

𝑃𝑛 = 𝜌𝑛 𝑃0 ; 𝜆𝑒 = 𝜆(1 − 𝑃𝐾 ); 𝜌 = 𝜆/𝜇
𝐿 𝐿𝑞
𝑊= ; 𝑊𝑞 = ; 𝑊𝑠 = 𝑊 − 𝑊𝑞
𝜆𝑒 𝜆𝑒
M/M/R/GD/K/K; R < K
(𝐾 − 𝑛)𝜆, 0≤𝑛<𝐾 𝑛𝜇, 0≤𝑛≤𝑅
𝜆𝑛 = { ; 𝜇𝑛 = {
0, 𝑛≥𝐾 𝑅𝜇, 𝑅<𝑛≤𝐾
−1
𝐶𝑛𝐾 𝜌𝑛 𝑃0 , 0≤𝑛≤𝑅 𝑅 𝐾
𝑛! 𝜌𝑛
𝑃𝑛 = { 𝐾 𝑛! 𝜌𝑛 ; 𝑃0 = [∑ 𝐶𝑛𝐾 𝜌𝑛 + ∑ 𝐶𝑛𝐾 ]
𝐶𝑛 𝑃, 𝑅<𝑛≤𝐾 𝑅! 𝑅 𝑛−𝑅
𝑅! 𝑅 𝑛−𝑅 0 𝑛=0 𝑛=𝑅+1

𝐾 𝐾

𝐿 = ∑ 𝑛𝑃𝑛 ; 𝐿𝑞 = ∑ (𝑛 − 𝑅)𝑃𝑛 ; 𝜆𝑒 = 𝐸{𝜆(𝐾 − 𝑛)} = 𝜆(𝐾 − 𝐿)

𝑛=0 𝑛=𝑅+1

M/M/

𝜆𝑛 = 𝜆, 𝑛 = 0, 1, 2, … ; 𝜇𝑛 = 𝑛𝜇, 𝑛 = 0, 1, 2, …
𝜆𝑛 𝜌𝑛 1
𝑝𝑛 = 𝑛
𝑝0 = 𝑝0 , 𝑛 = 0, 1, 2, … ; 𝑝0 = 𝑒 −𝜌 ; 𝐿𝑠 = 𝜌; 𝑊𝑠 = ; 𝐿𝑞 = 0; 𝑊𝑞 = 0
𝑛! 𝜇 𝑛! 𝜇