The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Markov Modeling of Multiclass Loss Systems

멀티클래스 손실시스템의 마코프 모델링

  • Na, Seong-Ryong (Department of Information and Statistics, Yonsei University)
  • 나성룡 (연세대학교 정보통계학과)
  • Received : 20100400
  • Accepted : 20100700
  • Published : 2010.08.31
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Abstract

This paper studies the Markov modeling of multiclass loss systems supporting several kinds of customers. The concept of unit for loss systems is introduced and the method of equal probability allocation among units is especially considered. Equilibrium equations and limiting distribution of the loss systems are studied and loss probabilities are computed. We analyze an example of a simple system to gain an insight about general systems.

이 논문에서는 여러 종류의 고객을 서비스하는 멀티클래스 손실시스템의 상태를 마코프 확률과정으로 표현하고 분석하는 방법을 연구한다. 특히 손실시스템에 대한 유니트 개념을 설명하고 등확률 유니트 배정을 운용하는 경우를 중점적으로 다룬다. 상태방정식을 이용하여 극한확률을 구하는 방법을 연구하고 손실확률 등의 성능척도를 산출한다. 간단한 시스템에 대한 분석을 통하여 일반적인 시스템의 특성을 알아본다.

Keywords

References

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