• Aucun résultat trouvé

On the ASTA Property in a Feedback Processor-Sharing Queue

N/A
N/A
Protected

Academic year: 2021

Partager "On the ASTA Property in a Feedback Processor-Sharing Queue"

Copied!
11
0
0

Texte intégral

(1)On the ASTA Property in a Feedback Processor-Sharing Queue Isi Mitrani, Philippe Robert. To cite this version: Isi Mitrani, Philippe Robert. On the ASTA Property in a Feedback Processor-Sharing Queue. [Research Report] RR-5423, INRIA. 2004, pp.7. �inria-00070583�. HAL Id: inria-00070583 https://hal.inria.fr/inria-00070583 Submitted on 19 May 2006. HAL is a multi-disciplinary open access archive for the deposit and dissemination of scientific research documents, whether they are published or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers.. L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignement et de recherche français ou étrangers, des laboratoires publics ou privés..

(2) INSTITUT NATIONAL DE RECHERCHE EN INFORMATIQUE ET EN AUTOMATIQUE. On the ASTA Property in a Feedback Processor-Sharing Queue Isi Mitrani — Philippe Robert. N° 5423 Deembre 2004. N 0249-6399. ISRN INRIA/RR--5423--FR+ENG. Thème COM. apport de recherche.

(3)

(4) 

(5)    !""#%$&'()*'+",-,.0/1 *!2 354"4 86 7:9<;=9?>A@ABCD9 EGF.H 9JIK9JLDLNM&O%PRQSMT@U> VWYX[Z]\_^"`badc)egfihkjlX[Z]\:h"mnoZ]Z_pYqYrsmUtuqojvh wSxlnuyz\j|{}tu~ {}t~€~noxkj}i\.x‚\[mvWY\[x‚mvW€\ƒq „G†ˆ‡g‰ŠcŒ‹<\8\UZ_Yxl\.‰ŽoŽ‡c _~€t‘o\[h ∗. †. %’ “”[•U–ˆ—Y˜u•u™›š hkj‚tˆj‚rœnoq€tx‚f%aagžŸw x‚nim\:hlhlnuxl¡¢eiW€tx‚rœq€‘]£TpY\[pY\.¤"r¥j‚W§¦+\Ux‚qYnupY¨©¨©r1ª«\U\:i€tumv¬ih"rsh|mUnuqi¡ hlrsi\Ux‚\[%rœq!jlWYrsh"~€tu~\[x[­G®onu€htuxlx‚rœ¯o\|\U°Tj‚\Ux‚q€t¨©¨©f*¤"r¥j‚Wxvtˆj‚\ tuq€!xl\:£op€rœx‚\bhl\Ux‚¯gr©mU\[h+¤"WYnThk\ŸtA¯u\[x‚tu‘u\ rsh 1/µ ± tˆª²jl\[x_mUnuZ›~Y¨©\jlr©qY‘§t³hl\Ux‚¯gr©mU\u´Dt]yznuµ¨©\[tA¯u\:hbjlWY\!hkfiλhkjl\UZ¶¤"r¥j‚Wµ~Yx‚nu€tuYrœ¨©rœjzf α tuq€x‚\zyznur©q€h j‚WY\›£op€\UpY\_¤"r¥j‚W·~Yx‚nu€tuYr©¨œrœjzf 1 − α ­.VWY\›£TpY\UpY\_r©hŸhkj‚tuY¨œ\_¤"WY\Uq§jlWY\]n¸R\Ux‚\[³¨©noto1´ ρ = λ/(αµ) ´ h‚tˆj‚r©hk¹€\:h ρ < 1 ­³VWY\%irshzj‚xlr©Ypij‚rœnoqnªjlWY\!£op€\UpY\%hl\U\[qµgft&jvt‘u‘o\[!yznuµ¤"W€r©mvWW€toh"yznur©qY\:ºjlWY\ £TpY\[pY\ n j‚rœZ›\:h}t¨©xl\:tuif*rshr©qT¯o\[hkjlr©‘otjl\[0­ »³¼T½R¾‚¿À –ˆÁ”u™ wSxlnim\:hlhlnuxl¡zegW€tx‚r©qY‘€­ÂY\U\:&¦+tomv¬R­ š eiV š. ∗ †. -àÃ[ÄÆâÅAã!ÇUÇ8ã€ÈiÇv×JÇvÉä?ÊRÓzÄ¢Ç8ÎlË"Ԉå«ÌAÚÍ:à-ÎJÏÑÐAå²âSÒ"ÔÃ[æÄzÏÑç ÓzãiÐAçoÄzÞkÓ8è8Ôué:ÕÔÐAêÏ ÖÇ8ÓzË}×?ØKÜvÏ ÏÑβÐAÙ|ÓDÇvëAÉÓDÚìÓ¢Ç8Û1ÈÑÄkÍAÜvÄzØJÓkÎJÜvÈÑÍTÓ8ÔÔuÚßví:Ý0ÞkÞSé8îßvà1ïgÕSÓSÔAÊRÕÅAÓzá ØKÐAÜkÙÔðˆ×KÜvÐ:ÄkÓ. Unité de recherche INRIA Rocquencourt.

(6)  !D. + ¶ *  #", ", # kŸ0"_ *'+",-,.0/€,!.D2  "' ˆ""#/i$&'( ” ™ `<q Ujlp€ir©\¨st›ir©hkjlx‚r©Ypijlr©nuq&¯gpY\.~€tux"pYq³m¨©rœ\[qTj|£op€r0xl\[¯grœ\[qoj"~ nupYx|¨©t n¡ÆrœX[Z]\Ÿª«nor©h"€tq€h p€qY\Ÿ¹€¨©\b~€xlnim\:hlhlnuxl¡¢hkW€tuxlr©qY‘tA¯o\[m<nop€m¨st‘o\u­ À •:” ¾ ˜ ”!™ wGtxlj‚tu‘u\ U‘otu¨œrœj‚turœx‚\u­ š eYV š ­  . . .  . .  . . .

(7). .

(8)  

(9)      ! "# $! &% %& '()+*,-.0/#1,1,. Š. V WY\›Z›nj‚rœ¯ˆtjlr©nuq§ª«nox|j‚WYrsh.hkWYnoxkjbqYnj‚\]tuxlnThk\ª«xlnoZdtq\¡ÆZ›turœ¨DirshlmUp€h‚hkr©nuq\Ujz¤N\[\Uq328­1a³rœjlxvtq€rJ´ WYrœjkjtuq€·aµ­1{"\[rœZ*tuq0´0mnoq€m\[xlqYr©qY‘´ \:hlhl\UqTj‚r©tu¨œ¨©fu´1t%hkj‚tjlr©nuq€tuxlf&aagž_w xlnimU\[h‚hknoxk¡zegW€tuxlr©qY‘ £TpY\[pY\³¤"rœjlW ¦+\Ux‚qYnup€¨œ¨©r"ª«\U\:i€tomv¬gh[­ ®onu€h*tuxlx‚r©¯u\&\°gjl\[xlqt¨©¨œf ¤"rœjlW xvtˆj‚\ λ tuq€ xl\:£op€rœx‚\³hk\[xl¯grsm\[h ¤"W€nohl\]tA¯o\Uxvt‘u\r©h 1/µ ± tˆª²j‚\Ux.mnoZ›~Y¨œ\Ujlr©qY‘&thl\Ux‚¯gr©mU\u´0tyznuº¨œ\:tA¯u\:h}j‚WY\*hkfihkjl\UZ

(10) ¤"r¥j‚W~Yx‚nutYr©¨œrœjzf tq€x‚\zyznorœq€h+j‚WY\£TpY\[pY\.¤"r¥j‚W&~Yxlno€t€rœ¨©r¥jzf 1 − α ­+VW€\£op€\UpY\.rsh}hkj‚t€¨œ\.¤"WY\[qjlWY\nu¸ \[xl\:¨œnTtu1´ α ´h‚tˆj‚r©hk¹€\:h ­ ρ = λ/(αµ) VWY\"£TpY\:hzj‚rœnoqr©h¤"WYρ\Ujl<WY\[1xGt}jvt‘u‘o\[yzno_¤"W€r©mvW_W€tuh€yznur©qY\[jlW€\+£TpY\[pY\ n jlr©Z›\[hDt¨©xl\:tuifo´ˆhk\[\[hjlWY\ \:£TpYrœ¨©r©Yxlr©pYZ £TpY\[pY\Ÿhk7r 6U\.irshzj‚xlr©Ypij‚rœnoq!p€~noq%j‚WY\ n + 1 8 hkj¯grshkrœj"nuxqYnuj[­GV-¤+n]nu~Y~ nohlrœq€‘]tuxl‘opYZ›\UqTj‚h ¤+\Ux‚\~Ypij ª«noxl¤txv1­G`<q_j‚WY\"nuq€\"W€tq€0´jlW€r©hSZ]nii\[¨Yrsh t.hkr©Z›~Y¨©\}hk~ \[mUr©tu¨€mUtohk\"nuªRt.hl\U~€tux‚tuY¨©\+£TpY\[pY\¡ r©qY‘*qY\Ujz¤Nnoxl¬tuq€!jlWY\[xl\Uª«nux‚\u´Ygf*j‚WY\ š eiV š ~Yxlno~\[xkjz0f 9 š x‚x‚rœ¯ˆt¨sh}eg\[\VrœZ›\ š ¯u\Uxvt‘o\[ h :8´gj‚WY\£TpY\UpY\ hl7r 6U\%irshkjlx‚rœYpYjlr©nuq tj_tx‚xlr©¯ˆt¨ r©q€hkj‚tuqojvhU´D\U°Tj‚\Ux‚q€t¨+tq€ rœqTjl\[xlqt¨K´rshj‚WY\!h‚tZ›\%toh.j‚WY\%\:£op€rœ¨©rœ€xlr©pYZ Yr©hkjlx‚rœ€pijlr©nu<q ; 9z=ž : p = (1 − ρ)ρ , i = 0, 1, . . . . >|nˆ¤N\[¯u\[x[´ij‚WY\ š eiV š ~Yx‚nu~ \Uxljzfrœq§q€\jz¤+nux‚¬gh|¤"r¥j‚W§~Yx‚nu€tuYr©¨œrshzj‚r©mxlnopijlr©qY‘x‚\ª«\[x‚h}jlnj‚WY\›hk\:£op€\Uq€mU\ nuª '?? tx‚x‚rœ¯ˆt¨ir©q€hkj‚tuqojvhU´oqYnjSjlWY\}~txljlrsmpY¨stx hlpY€hl\[£TpY\[q€m\}mUnuq€hlr©hkjlr©qY‘.nuªj‚WY\|mnoq€hl\[mpYjlr©¯u\ª«\U\:i€tomv¬gh gft_‘ur©¯u\[qyznu-­ š ~€xlr©nux‚rJ´Trœj}r©h+~ noh‚hkr©Y¨©\|j‚W€tˆj}hlp€mvW!t›hl\U¨©\[m8j‚rœnoq%nuª-nu€hl\Ux‚¯ˆtˆj‚rœnoq%~ nur©qojvhtˆ¸R\[m8jvh+jlWY\ no€hl\Ux‚¯u\[!irshzj‚xlr©Ypij‚rœnoq0­ VWY\&mnopYqTjl\[xk¡¢tx‚‘upYZ›\[qoj~€xlnim\[\[Yh_tuhª«nu¨©¨œnˆ¤}$h ;hlpY~Y~ nohl\jlWtˆj]jlWY\!j‚tu‘u‘u\:yznu W€tuhª«\[ €tumv¬ Z*tuqTf!jlr©Z›\[h[´ tuq€³WY\[q€m\_r¥jvh"j‚nj‚tu¨hlnyznopYx‚qr©q³j‚WY\_£TpY\[pY\W€toh} \U\[q§¨œnoqY‘€­<‹|pYx‚r©qY‘%t¨©¨0j‚W€tˆj<jlr©Z›\u´ rœj|W€toh}nimUmUpY~Yr©\[³t›ª«xvtumjlr©nuq³nuªj‚WY\tA¯ˆtr©¨stY¨©\hk\[xl¯grsm\m[t~€tomrœjz0f 9?tomUmUnuxvirœq€‘›jln*j‚WY\wNe§hlmvWY\:ipY¨©rœq€‘ ~ nu¨©rsmf :8´+¨œ\:tA¯grœqY‘´Sr©q \¸R\[m8j:´"tµhk¨©nˆ¤N\[x*hk\[xl¯o\Ux]ª«nux›j‚WY\³nj‚WY\UxŸyzno€hU­ VW€\Ux‚\ª«nux‚\u´tˆj›j‚WY\ hzj ª«\[\[itumv¬ r©q€hkj‚tqTj:´Sj‚WY\§£TpY\UpY\&¤"r©¨œ¨}jl\Uq j‚n\³¨©nuqY‘o\Ux›j‚W€tq jlWY\³noqY\§hl\U\Uq ¤"WY\[q j‚WY\›yznnu+ ¹€1xv8 hzj tuxlx‚r©¯u\[%rœqTj‚n_j‚WY\hlfghkjl\[Z&­ VWY\¨©nuqY‘u¡Jj‚\Ux‚Zƒ\¸R\[mj nª tSyznu_jlWtˆjSing\[hqYnujSi\U~txljDm[tq]\"£Tp€tqTj‚r¥¹€\:1­ ^Nnuq€hlr©Y\UxGtbZ]niirœ¹€\: Z›nii\[¨"¤"WY\Ux‚\u´Nrœq tuYYr¥j‚rœnoq j‚nj‚WY\ @ q€nux‚Z›tu¨ 8 yzno€h›¤"WYrsmvW mUnuZ›\³tq€ ‘un€´SjlWY\[xl\&rsh›nuqY0\ @Ñhk~ \[mUr©tu¨ 8 yzno ¤"WYrsmvWµª«\U\:Yh_€tumv¬º¤"r¥j‚W ~Yx‚nu€tuYr©¨œrœjzf žo´DrJ­ \u­ºqY\U¯o\Ux¨©\[tA¯o\[hjlWY\hkfihkjl\UZ&­ºVWY\Uq0´ hlnu¨©¯grœq€‘³jlWY\ ¦+r©xkj‚Wi¡¢tq€g¡¢‹<\[tˆj‚W%\:£optˆjlr©nuqh ª«noxjlWY\ŸqgpYZ \UxnuªqYnoxlZ*t¨Tyzno€h+rœq!jlWY\.hlfihzj‚\UZ&´i¤N\<¹€q€&t]irœ¸ \[xl\[qoj \:£TpYrœ¨©r©Yxlr©pYZ Yr©hkjlx‚rœ€pijlr©nuqª«x‚nuA Z 9k=ž :; 9J‰ : p = (1 − ρ) (i + 1)ρ , i = 0, 1, . . . . VW€\StA¯u\[x‚tu‘u\G£TpY\UpY\+hk7r 6U\Nmnux‚x‚\[hl~noq€ir©qY‘+jln 9K'‰ :1rsh ­VWgp€h[´[jlWY\N~Yxl\:hk\[q€m\Snª€t"¨©nuqY‘u¡K¨stuhkjlr©qY‘ yzno\U¸ \:m8jlr©¯u\[¨œfYnupYY¨©\[hj‚WY\"tA¯u\Uxvt‘o\S£TpY\Up€\+hlBr 6[\Nnu2ρ/(1−ρ) ªqYnoxlZ*tu¨Uyzno€hUC­ >}nˆ¤+\U¯o\Ux:´Uj‚WY\"irshzj‚xlr©Ypij‚rœnoDq 9JE‰ :r©h hl\U\[q%gfxvtq€YnuZ5nuhk\[xl¯o\UxvhStq%qYnoxlZ*tu¨Rtuxlx‚r©¯Atu¨©h ± t_~€xlr©nux‚rJ´Tj‚WY\.ir©hkjlx‚r©Ypijlr©nuq&hl\U\Uq!gf*jlWY\.hl~\:mrst¨ yzno!Z*tAf \irœ¸ \[xl\[qTj[­ š ¨¥j‚WYnupY‘oW*jlW€\Ux‚\|W€toh  \U\Uq!tmnoq€hkrsi\[x‚tuY¨œ\<tZ›nupYqTjSnuª1¤Nnoxl¬]nuq š eiV Gš F ‰g´o‡´g†i´ HJIK:8´Tj‚WY\<tunˆ¯o\ £TpY\:hzj‚rœnoqtu~Y~ \[txvh+jln* \.nu~ \Uq-­Sa³nohkj}nªjlW€\tA¯Aturœ¨st€¨œ\Ÿx‚\[hlpY¨¥jvhU´ir©q&jlW€\mnuqTj‚\°gj"nªDqY\jz¤+nux‚¬ihN¤"rœjlW ~€xlno€tYr©¨©r©hkjlrsm|x‚nupYjlr©qY‘€´imnoq€m\[xlq%jlWY\.hl\[£TpY\[q€m\bnªDt¨©¨0tx‚xlr©¯ˆt¨ rœq€hkj‚tuqTj‚h"tˆj"t]qYnii\u´ixvtˆj‚WY\Ux+j‚W€tq!jlWY\ mUnuq€hl\[mUpijlr©¯u\|¯Trshlr¥jvh j‚nrœjNgf*t~€tuxkj‚r©mUpY¨©tux1yznu-­ VWY\|qY\Ujz¤Nnoxl¬_Z›ngY\U¨shNirsh‚mp€h‚hk\:*gf LŸ\U¨©¨œf F -‰ IRtu¨œ¨©nˆ¤ tyznu·jln\*mvW€tux‚tom8j‚\Ux‚Br 6[\[&gf&jlWY\]x‚nupij‚\_rœj<jvt¬o\[h ± jlWY\›mnoxlx‚\[hl~ nuq€ir©qY‘ š eiV š x‚\[hlpY¨œMj 9Æ^Nnux‚nu¨©¨©tuxlf Š€­ E† :}tu~Y~Y¨©rœ\:h}j‚nyznuh}j‚W€tˆjŸW€tA¯u\j‚t¬o\Uq·t%~€txljlrsmp€¨©tux|x‚nupij‚\u­ >}nˆ¤+\U¯u\[x[´€jlWYnThk\_Z›ngY\U¨sh<hl~\:mrœ¹mUtu¨œ¨©f \U°Ym¨©p€i\r©Z›Z]\:irstˆjl\ª«\U\[Y€tumv¬ih}tuq€³hknYnqYnjbmnˆ¯u\[x"nupYxbhkfihkjl\[Z­ š hl~ \[mrst¨mUtohk\.nuªGt*ª«\U\[Y€tumv¬ £TpY\[pY\+¤+toh-\U°ituZ›rœqY\:gOf N-tuZ tq€]egW€tuqY¬ˆtx F -Š IK´¤"W€nbhlWYnˆ¤+\[Ÿj‚W€tˆjDjlW€\£TpY\[pY\hk7r 6U\irshzj‚xlr©Ypij‚rœnoq_tˆj 4ƒ­54. i. i. i. àà Ð-P€é Q&R8î. 2. i.

(11) ‡.  -  -5 E &. ª«\[\[itumv¬r©q€hkj‚tqTjvhr©hr©q€i\[~\[q€i\UqTj}nuªj‚WY\ŸqTp€Z \Ux}nuª-ª«\U\:i€tomv¬gh[­>}nˆ¤+\U¯o\Ux:´uj‚WY\£TpY\UpY\[rœq€‘]~ nu¨©rsmf r©qj‚W€tˆj"Z›nii\U¨1¤tuh+ 2zÂ`_­iVWYrsh¨œ\:tA¯u\:hSt]hkZ*t¨©¨R‘otu~%r©q%j‚WY\ š eiV š ¨œrœjl\[x‚tjlpYx‚\u´g¤"WYrsmvWj‚WY\Ÿ~Yxl\:hk\[qTj q€njl\.turœZ*h+jln›¹¨œ¨K­ VWY\tuq€hl¤N\[xNj‚n]jlWY\.xvtrshk\:!£TpY\:hzj‚rœnoq!rsh~Yx‚nˆ¯gr©i\:%gf*j‚WY\Ÿª«nu¨©¨©nˆ¤"rœqY‘ ;  – À SÀ ” ?•  À 

(12)  K*

(13)  &1,1,K* &5 -1+?? &     ! "-%     .=.E  E% %1,&1, %= ' %  1+  ' "!'O % n # *$&    E! " %)',%O*,&  % &%&'(! - K* n + 1 # %)&  E  ! " ,%)',*)5 -  K*- K*+  %?  %  ' 5!&? 1,E 3K* ,1-, &K*'  %& &%.!0/ egr©q€mU\›jlWY\]j‚tu‘u‘o\[*yznoºhl\U\:h.irshzj‚xlr©Ypij‚rœnoq k9 ž$b: ¤"WY\Uqºrœj.¹€x‚hkj.tx‚xlr©¯u\:h|r©qTjlnjlWY\hlfihzj‚\UZ 9«jlW€tjr©h j‚WY\]w š eiV š ~€xlno~\[xkjzf21 wDnor©h‚hknoq š x‚x‚rœ¯ˆt¨shŸeg\U\›VrœZ›\ š ¯o\Uxvt‘o\[h 8: ´ w xlno~nThkrœjlr©nuq žr©Z]~€¨œr©\[h<jlWtˆj.r¥j hl\U\:h"irshzj‚xlr©Ypij‚rœnoqk9 ž=: tˆj"\[¯u\Ux‚f*ª«\[\[i€tomv¬r©q€hzjvtqTj[´ix‚\U‘Ttxvi¨©\[h‚hSnuªj‚WY\Ur©x"qgpYZ \Ux:­ VWgp€h[´N¤"W€rœ¨©\jlWY\&jvt‘u‘o\[§yznu xl\[Z*tr©q€h]rœq jlW€\§hkfihkjl\UZ&´Nr¥j%mU\Uxlj‚tr©qY¨©f mUtup€hl\[h_jlWY\§£TpY\[pY\³hkr7U6 \ j‚nµrœqmx‚\[tuhl\u­ }> nˆ¤+\U¯o\Ux:´Sj‚WY\*yznu rœj‚hl\U¨œªing\[h%qYnj%hl\U\³j‚W€tˆj!rœq€mUxl\:tuhl\u­ VWYr©h!t~Y~tx‚\UqTj*~€txvtuinA°. [m tq \³\U°i~Y¨©turœq€\[ rœqTj‚pYr¥j‚rœ¯o\U¨©f gf x‚\UZ*tx‚¬grœq€‘·j‚W€tˆj*¤"WY\[q j‚WY\§£TpY\Up€\³r©hhlWYnoxkj:´ jlW€\&j‚t‘o‘u\:§yzno mUrœxvmp€¨©tjl\[h%ª?tuhkjl\[x[­ VWTphU´<r¥j&jl\[q€Yhj‚n hl\U\hkW€nuxljl\Ux&£TpY\Up€\[hZ›nux‚\·ª«x‚\[£TpY\[qoj‚¨œf j‚W€tq t xvtqinuZ no€hl\Ux‚¯u\Ux:­ egrœZ›r©¨©tuxl¨©fu´+¤"WY\[q j‚WY\§£TpY\Up€\³r©h*¨©nuq€‘€´NjlWY\&jvt‘u‘o\[·yznu mr©xvmpY¨stˆj‚\[h*hl¨œnˆ¤"¨©f tq€ WY\[q€m\ j‚\Uq€€hŸjln³hl\U\*¨©nuqY‘o\Ux.£TpY\UpY\:h.¨©\[h‚hbª«xl\:£op€\UqTjl¨©f³jlWtqµtx‚tuq€inuZ

(14) nu€hl\Ux‚¯u\[x[­ 2Æj.jlpYx‚q€h.nopij.jlWtˆj.jlW€r©h no€hl\Ux‚¯Atjlr©nuq€tu¨Yrstuh\°Ytumjl¨©fbmUnupYqTj‚\Uxvtum8jvh1j‚WY\S¨©\UqY‘ujlWY\[qYr©qY‘|\U¸ \:m8jjlWY\Nj‚tu‘u‘u\:+yznuWtuhnuqŸjlW€\+£TpY\[pY\u­ w x‚nu~ nohlrœjlr©nuq ž*hlWYnˆ¤}h|jlW€tj.tu¨©hlnrœqjlWY\›Z›niirœ¹€\[Z›ngY\U¨K´0¤"WY\Ux‚\]nuqY\›hk~ \[mUr©tu¨ yznuª«\U\[€hŸ€tumv¬ ¤"rœjlWº~Yx‚nu€tuYr©¨œrœjzfžu´1j‚WY\*ir©hkjlx‚r©Ypijlr©nuqnª+qYnux‚Z*t¨yznu€hbj‚W€tˆj.rœj.hl\U\:hŸtˆjbª«\U\[Y€tumv¬³r©q€hkj‚tqTjvh<rsh 9zJž :8´ Y\[hl~Yr¥j‚\bjlWY\Ÿª?tom8j"jlWtˆj}xvtq€inoZ5nu€hl\Ux‚¯u\[x‚h+tq%qYnoxlZ*tu¨0tx‚xlr©¯ˆt¨shNhl\U\irshkjlx‚rœYpYjlr©nuq 9J‰ :­ 2¢qª?tum8j:´i¤N\ hlW€tu¨œ¨1~Yx‚nˆ¯u\Ÿt]Z›nux‚\b‘o\UqY\[x‚tu¨Rxl\:hkpY¨œ$j ;  – À SÀ ” ?•  À  3

(15)   E '  ' ) K* 5 -4,-?5 &%( *,&  -  k %

(16) , !& '?- &%6*+ ! *&     ! " K*

(17)    ? &7 K* *, %)'  ' ' ' %  1+  ' ' K*M 1-,M  85 -4,-?- E% %     . : 9-& %

(18) , !& '?0  - &  E E! " % -  %  % (1,-?< *,% - - ' - % &1+ -0 8*,  -1 ,M  8 5 -4,-?0 E%O M%J%);,<K* k − 1 %

(19)  ! -?= &%"/. w x‚nu~ nohlrœjlr©nuq ‰!r©hmUnuq€hlrshzj‚\UqTj.¤"r¥j‚W tq š eiV š ~Yx‚nu~ \Uxljzf³jlWtˆjWYno¨©YhrœqZ›r¥°i\:º£TpY\[pY\Ur©qY‘³qY\Ujk¡ +¤ nux‚¬ihU´hl\U\ F HJIÆ­>}nˆ¤+\U¯u\[x[´Aj‚W€tˆj x‚\[hlpY¨œj xl\Uª«\UxvhjlnŸj‚WY\|hkj‚tˆj‚\}hk\[\Uq*tˆjStu¨œ¨YmUnuq€hl\[mUpijlr©¯u\}hl\Ux‚¯gr©mU\"mnuZ›~Y¨©\¡ j‚rœnoq³rœqhzjvtqTj‚h[´x‚\U‘Ttxvi¨©\[h‚hnªGjlW€\rsi\UqTjlrœjzfnªGjlW€\_mnoZ›~Y¨œ\Ujlr©qY‘.yzno0­ >}\[xl\¤N\tuxl\_mnuqm\Ux‚qY\:!¤"rœjlW j‚WY\_hkj‚tjl\hl\U\[q·tˆjbthkp€i¡Æhl\[£TpY\[q€m\nªGjlW€nohl\rœqhzjvtqTj‚h[´rK­ \u­©´€j‚WY\_mUnuq€hl\[mUpijlr©¯u\hl\Ux‚¯gr©mU\mnoZ›~Y¨œ\Ujlr©nuq€h & ' .':9-&> '& '(!D%

(20) , ! -??  ­_VWY\]Z›\jlW€ngp€hl\[§jln&\[hkj‚tuY¨œrshlW·w x‚nu~ nohlr¥j‚rœnoq‰%r©hbnªhknoZ›\ r©qTjl\[xl\:hzj"r©qrœj‚hnˆ¤"qx‚rœ‘oWoj:­ @&ACBDB)EB)EF@ACB)GHBJILK'MCK'B+NPO. N-\j  \³jlW€\·mnoq€irœjlr©nuq€tu¨}~Yx‚nu€tuYrœ¨©rœjzf jlWtˆjj‚WY\³j‚tu‘u‘o\[yznu hl\U\:h yzno€h*r©q jlWY\ºhkfihkjl\[Z tˆj j‚WY\*mqnoZ]~€¨œ\Ujlr©nuq·nuªNrœj‚h.hl\Ux‚¯gr©mU\u´R‘ur©¯u\[q§jlWtˆj.r¥jh‚tA¤ i yznuh<¤"W€\UqjlWY\*hl\Ujx‚¯Trsm\›hkj‚txljl\:1­Q<hkr©qY‘jlWY\ Z›\[Z]noxlfg¨©\[h‚h|~€xlno~\[xkjzf&nªNjlWY\›\U°g~ nuq€\UqTjlrst¨Dirshzj‚xlr©Ypij‚rœnoq0´-tq·mnoq€irœjlr©nuqYr©qY‘pY~ nuqjlWY\›q€tjlpYx‚\_nuª j‚WY\qY\U°gj_\U¯o\UqTjj‚n§nimUmp€x 9«\[r¥j‚WY\Ux›tq tuxlx‚rœ¯ˆtu¨ nuxt·hk\[xl¯grsm\mnoZ›~Y¨œ\Ujlr©nuq :´D¤N\%m[tqµ¤"x‚r¥j‚\%t§hl\jnuª x‚\[mUpYx‚xl\[q€m\b\[£Tp€tjlr©nuq€$h ;   9?EŠ : µ 1 λ i q + [αq + (1 − α)q ] + δ , q = i,j. i,j. λ+µ. i+1,j. λ+µ. i+1. i−1,j. i,j. i+1. i,j. å«Úà0å²â.

(21) †.  

(22)      ! "# $! &% %& '()+*,-.0/#1,1,. ¤"W€\Ux‚\ r¥ª tuq€*ŽŸnj‚WY\Ux‚¤"rshk\o­VWY\}¹€x‚hkjGjl\[xlZ r©q›jlWY\}x‚r©‘uWTjk¡ÆW€tq]hlrsi\}nª 9JŠ : \°i~Yx‚\[h‚hk\:h j‚WY\<ª?tum8δjj‚W€=tˆj:1´ir¥ªjliWY=\bqYj\°gj"\U¯o\UqTjr©htqtx‚xlr©¯ˆt¨K´uj‚WY\Uq!jlW€\|jvt‘u‘o\[Ÿyzno!Z*tAf› \ŸmUnuq€hlrsi\Ux‚\[›j‚n*hzjvtxlj rœj‚hhk\[xl¯grsm\]rœqºjlW€\*~Yxl\:hk\[q€m\›nuª i + 1 nj‚WY\Uxyzno€h[­VWY\*hk\:mnuq§j‚\Ux‚Z¶mnˆ¯o\Uxvh}j‚WY\mUtohk\›¤"WY\[qºjlWY\ q€\°gj<\[¯u\UqTjbr©hbt%hl\Ux‚¯gr©mU\mnoZ]~€¨œ\Ujlr©nu<q ;"rœªSnuq€\nªGj‚WY\]njlW€\UxNyznu€hbmnoZ]~€¨œ\Ujl\[h[´jlWY\[q§jlW€\jvt‘u‘o\[]yzno hl\U\:h nux yzno€h|Y\U~ \Uq€ir©qY‘!nuq§¤"WY\UjlWY\[x|j‚WY\Ux‚\rsh<t%i\U~€tuxkj‚pYx‚\nuxbt›ª«\U\:i€tumv¬ ± rœªGjlWY\j‚t‘o‘u\: yznomUinu−Z›~Y1¨©\j‚\[h[i´ijlWY\[qjlWY\hkj‚tjl\.hk\[\Uqr©h j r¥¸ i = j ­ a³p€¨¥j‚rœ~Y¨©fgrœq€‘§nujlWµhlr©i\:hŸnª 9?Š :bTf (λ + µ)(i + 1) tq€ºx‚\[tuxlxvtqY‘orœq€‘€´ jlW€tj\[£Tp€tjlr©nuqmUtq \ x‚\U¤"x‚rœjkjl\[qtoh 9«‡ : q [iα(ρ + 1) + αρ + 1] = (i + 1)αρq + iαq +δ . 2Æj}rsh}mnoqg¯u\Uq€rœ\[qoj+jln*r©qTjlx‚niip€m\bj‚WY\.‘u\[qY\Uxvtˆj‚rœqY‘_ª«pYq€mjlr©nuq€h X 9J† : g (z) = q z , j = 0, 1, . . . . 2ƪ1j‚WY\<j‚t‘o‘u\:byznu%h‚tA¤ ir©hkjlx‚r©Ypijlr©nu q 9z$ž :Ntˆj+r¥jvh jlW%ª«\U\:i€tumv¬R´ojlWY\[q0´itum[mnuxvir©qY‘ŸjlnjlWY\Ÿi\U¹€qYrœjlr©nuq€h nuª q tq€ g (z) ´ij‚WY\.~Yx‚nu€tuYr©¨œrœjzf›jlW€tj}r¥j|hl\U\:hnj8 yzno€h"tˆjjlW€\ n + 1 8 hzjª«\[\[i€tomv¬rsh‘ur©¯u\Uqgf i,j. i,j. i+1,j. i−1,j. i,j. ∞. j. i,j. i. i=0. i,j. j. 9 HE:. q·,j = (1 − ρ)gj (ρ) , j = 0, 1, . . . .. a³p€¨¥j‚rœ~Y¨©fgrœq€‘ 9?‡ :STf tuq€hlpYZ›Z›rœqY‘]nˆ¯u\[xNtu¨œ¨ i ´oj‚WYnohl\|x‚\[mUpYx‚xl\[q€m\:hSmUtuq \|j‚x‚tuq€hzª«noxlZ›\:›rœqTjln ¹x‚hkj"nuxvi\Ux"irœ¸ \[xl\[qTjlrst¨0\:z£optˆjlr©nuqh; 9K' : α[ρ − (ρ + 1)z + z ]g (z) = [1 + αρ − αz]g (z) − z , j = 0, 1, . . . . |nˆ¤.´Yhk\Ujkjlr©qY‘ z = ρ rœq 9Æ' :8´YjlWY\.¨©\ª²jl¡KW€tuq€&hkrsi\Ÿ¯ˆtqYrshlWY\[h"tuq€¤N\ŸnuYj‚tr©q i. 2. 0 j. j. gj (ρ) = ρj ,. j. nox[´YtomUmUnuxvirœq€‘jln 9 H :8´ VW€r©h\:hzjvtY¨©r©hlWY\:hw xlno~nThkrœjlr©nuqºžu­ q = (1 − ρ)ρ . @&ACBDB)EB)EF@ACB)GHBJILK'MCK'B+N 4º\p€hl\t<j‚rœZ›\¡¢mvW€tuqY‘u\tx‚‘upYZ›\[qojGhlrœZ›r©¨©tuxj‚nbjlWY\nuq€\+r©qbxlrshkW€\[mvWY¬gr©q F ž&IÆ­ N-\j B = {B(t); t ≥ 0}  \jlW€\}¦Nr©xljlWi¡¢tq€i¡Æ‹<\[tjlW]~YxlnimU\[h‚h¤"W€r©mvW0´o¤"WY\Uq›r©q*hzjvtˆjl\ ´W€toh tbYr©xkj‚W]xvtˆj‚\nª tuq€›i\[tjlW xvtˆj‚\|nuª iαµ ­ 2Æjr©h+\:tuhlrœ¨©f›¯u\Ux‚rœ¹€\[›j‚W€tˆj B r©hhkj‚t€¨œ\<¤"WY\Uq iρ < 1 tq€%r¥jvh+\[£TpYr©¨œr©Y(ix‚rœ+pYZk)λYr©hkjlx‚rœ€pijlr©nuq rsh‘ur©¯u\[q!gf 9E : (i + k − 1)! π (i) = ρ (1 − ρ) , i = 0, 1, . . . . i!(k − 1)! 4 W€\Uq k = 1 ´ij‚WYrsh"mnur©q€mUr©i\:h¤"r¥j‚W 9zJž :8­ j. ·,j. k. àà Ð-P€é Q&R8î. i. k.

(23)  -  -5 E & H. ‹<\¹€q€\ŸjlWY\ J9 hzj‚xlrsm8j‚¨œf!rœq€mUxl\:tuhlrœq€‘: ª«pYq€m8j‚rœnoq A(t) =. Z. 9E:. t. [B(s) + k]ds ,. tuq€!¨œ\Uj C(t) \.rœj‚hr©qg¯u\[x‚hl\ ; C(A(t)) = A(C(t)) = t ­ VWY\Uq&mnoq€hlr©i\[xjlWY\Ÿ~Yx‚nim\:hlh L = {L(t) = ­·egr©q€m\*j‚WY\yzp€Z]~hnuª tuxl\%pYqYrs£op€\U¨©fZ*t~€~\:jln*yzp€Z]~hnuª ´ rsht¨shln§t B(C(t)); t ≥ 0} ¦+r©xkj‚Wi¡¢tq€g¡¢‹<\[tˆj‚W%~Yx‚nim\:hlh[­GV-n›nuYj‚tr©qr¥jvh"LYr©xkj‚Wxvtˆj‚\u´i¤"WY\[q&rœq&hzjvtˆj‚\ i ´i¤+\Ÿ¤"xlrœjl\ B L 0. P (L(t + h) = i + 1 | L(t) = i) = P (B(C(t + h)) = i + 1 | B(C(t)) = i). 9kž[ŽE:. = P (B[C(t) + hC 0 (t)] = i + 1 | B(C(t)) = i) + o(h). ¤"W€\Ux‚\u´Ytum[mnox‚ir©qY‘_jln 9 :tq€%jlW€\i\¹€q€r¥j‚rœnoqnuª C(t) ´. = (i + k)λh[C 0 (t) | B(C(t)) = i] + o(h) ,. . [C 0 (t) | B(C(t)) = i] =. 1. =. 9kžuž=:. 1 1 = . B(C(t)) + k i+k. eipY€hkjlrœjlpij‚rœqY‘ 9zžo$ž :Gr©qTjln 9kž[Ž :´Tir©¯gr©YrœqY‘Tf tq€›¨©\jljlr©qY‘ 0 ´o¤+\"¹€q€]j‚W€tˆjNjlWY\|YrœxljlW%x‚tjl\"nª L ©r qhkj‚tˆj‚\ i rsh λ ­ egr©Z]r©¨stx‚¨œfo´jlW€\|i\[tjlW*xvtˆj‚\"hnª L rœqhkj‚tjl\ ihr©h →αµi/(i ­VWY\[hl\|tx‚\"~Yx‚\[mUr©hl\U¨©fj‚WY\ €rœxljlWtuq€Y\[tˆj‚Wxvtˆjl\:h-nuªijlWY\+Z›niir¥¹\[Z›nii\[¨T¤"rœjlW k hl~\:mrst¨[y¢no€h[­+VWYk)\N\[£TpYr©¨œr©Yx‚rœp€Z ir©hkjlx‚r©Ypijlr©nuq nuª L rsh"‘ur©¯u\[q!gf 9kž:‰ : (i + k)! π ρ (1 − ρ) , i = 0, 1, . . . . (i) = 4 W€\Uq k = 1 ´ 9kž:‰ :mnur©q€mUr©i\:h¤"r¥j‚W 9J‰ :i!k! ­ egr©q€mU\ L(t) x‚\U~Yx‚\[hl\UqTj‚hjlWY\!qgpYZ \Ux_nª}qYnoxlZ*t¨-yznu€h_~Yx‚\[hl\UqTjr©qµjlW€\!hlfghkjl\[Z tˆjj‚rœZ›\ t ´DjlWY\ tuZ›nupYqTj"nªDhk\[xl¯grsm\bjlW€tj|t›hk~ \[mUr©tu¨gyznu&xl\:m\[rœ¯o\[hipYx‚rœq€‘_j‚WY\.r©qoj‚\Ux‚¯ˆt¨ [0, A(x)] rsh"\[£Tp€tu¨Rjln Z Z Z 9kž[EŠ : 1 1 A (u) ds = ds = du = x . L(s) + k B(C(s)) + k B(u) + k 2¢q&nujlWY\[x+¤+nuxvYh[´ A(x) rsh+jlWY\Ÿj‚rœZ›\.qY\:m\[h‚h‚tx‚f›ª«nux}t›hk~ \[mUr©tu¨gyznujln›noij‚turœq³hl\Ux‚¯Trsm\ x ­ |nˆ¤ mUnuq€hlrsi\UxGj‚WY\|\[Z \[YY\[*a§tuxl¬onˆ¯mvW€tr©q ) ´g¤"WY\[xl\j‚WY\<hl\[£TpY\[q€m\ t ª«noxlZ*h t.wDnor©h‚hknoq ~€xlnim\:hlhN¤"rœjlW%xvtˆj‚\ µ ­G¦+f›jlW€\<w š eYV š ~Yx‚nu~ \Uxljzfu´oB(t jlW€\<\:£op€rœ¨©rœ€xlr©pYZ irshkjlx‚rœYpYjlr©nuq%nuª r©h+‘ur©¯u\[q gf 9 :8C­ >}\[q€m\o´AjlWY\+\[£TpYr©¨œr©Yx‚rœp€ZYr©hkjlx‚rœ€pijlr©nuq_nªijlW€\N\[Z \[Yi\:a§tuxl¬onˆ¯<mvW€turœq L(A(tB(t)))= B(t ) rsh0‘orœ¯o\UqŸgf 9 E :­¦+pij[´ˆtomUmnox‚YrœqY‘+j‚n 9zž:EŠ :8´:j‚WY\Shl\[£TpY\Uqm\ ) x‚\U~€xl\:hk\[qojvhRjlW€\Smnoq€hk\:mpij‚rœ¯o\GrœqhzjvtqTj‚h ¤"W€\Uq§j‚WY\*hk~ \[mUr©tu¨ yznumUnuZ›~Y¨©\j‚\[hb\°i~ nuqY\[qoj‚r©tu¨œ¨©f§irshzj‚xlA(t r©Ypij‚\[ºhk\[xl¯grsm\:h|¤"rœjlWZ]\:tq ´RrK­ \o­œ´0jlWY\ mUnuq€hl\[mUpijlr©¯u\]ª«\[\[i€tomv¬·r©q€hkj‚tqTjvhŸª«nuxt³hl~\:mrst¨1yzno0­!VW€\Ux‚\ª«nux‚\u´-jlWY\*\:£TpYrœ¨©r©Yxlr©pYZ irs1/µ hzj‚xlr©Ypij‚rœnoqºnuª j‚WY\³qgpYZ \Ux*nuª<qYnoxlZ*tu¨Dyznu€h]j‚W€tˆj%thl~\:mrst¨Dyznu hl\U\[h*tj*ª«\U\:i€tumv¬µr©q€hkj‚tuqojvh›r©3h 9E :´N¤"W€rœ¨©\&jlWY\ Yr©hkjlx‚rœ€pijlr©nuq&hk\[\Uq&gfxvtq€inoZnuhk\[xl¯o\UxvhNtuq€%q€nux‚Z›tu¨1tx‚xlr©¯ˆt¨shNrsOh 9kž:'‰ :´€£ ­ \o­ 1­ i. k+1. A(x). 0. A0 (C(t)). k+1. A(x). x. 0. 0. 0. n. n. n. n. n. n. å«Úà0å²â.

(24)  

(25)      ! "# $! &% %& '()+*,-.0/#1,1,. .  ˆD"!'+", F žIe1­ š ­ bx‚r©hlWY\[mvW€¬Tr©q0´v`<qjlWY\.p€hl\.nªDYxvtq€mvW€rœqY‘]~Yx‚nim\[h‚hl\[h+ª«nux¹q€ir©qY‘hzj‚\[toif%hkj‚tˆj‚\irshzj‚xlr©Ypi¡ j‚rœnoq€hGr©q*£op€\UpY\[rœqY‘Ÿj‚WY\Unoxlf 8´ 

(26)  -1+5-? ' 5* ' '#  E E&?  M- 

(27) E

(28) ?  ! '  '% ´iŠ HY´ ~€~‡iuA¡K‡ uŠY´ ž o‰Y­ F -‰ I.Â+­ wD­ LŸ\U¨©¨©fu´  ;9-& % ?   -   $! *-%  !   - "-% ,´ 4 rœ¨©\Ufo´1ž T Y­ F 'Š Ie1­ eR­ N-tuZ tuq€ š ­ Q­iegW€tq€¬Atux[ ´  š ‹<\Ux‚r©¯Atjlr©nuq›nª0{"\:hk~ nuqhk\}Vr©Z›\|‹|rshkjlx‚rœYpYjlr©nuq€hDª«noxSta³p€¨¥j‚r¥¡ ^N¨stuh‚h"ÂY\[\[itumv ¬ <pY\[pY\Ur©qY‘egfihkjl\U

(29) Z 8´   & -4,- !  9--? 1,'  ' ´žu´i~Y~&‡ )¡ H€žu´Rž Yžo­ F ‡ Ie1­ eR­ N-tA¯o\Uqg\[xl‘³tuq€aµ­{"\[r©hl\Ux:´ ‚eTjvtˆjlr©nuqtx‚feTj‚tjl\wSxlno€tYr©¨©r¥j‚rœ\:htˆj š xlx‚r©¯Atu¨ 2¢q€hkj‚tqTjvhŸª«nux ^N¨©nohl\[ <p€\UpY\[rœqY‘ |\jz¤+nux‚¬ih¤"r¥j‚W§a³pY¨œjlr©~Y¨œ\]VSfg~ \[h"nuªN^Np€hzj‚nuZ›\Uxvh v´  /

(30)

(31) 5?/   / ´žˆg´€~€~ ž:Ž‡ ˆ¡vž[Ž H€žu´ž oŽY­ F -† I.¦b­ia³\[¨©tuZ]\:tq%‹_­ ‹_­ Stn€´ lVWY\ š eiV š w x‚nu~ \Uxljzf v´Y^NW€tu~ijl\[x"rœq 09J' ! %  /#1,&1,. 9?\[1­®€­ >­€‹bhlW€t¨st¨©nˆ¤ :8´^+{}^ wSxl\:hlh[´1ž o†i­ F H'I L›­ ^<­oeg\[¯omUrœ¬tuq€  28­ua³rœjlxvtqYrK ´ lVWY\"‹|rshkjlx‚rœYpYjlr©nuq›nª <pY\Up€\Ur©qY‘ }\jz¤+nux‚¬eTjvtˆjl\:h tˆj 2¢q€~YpijStq `<pYjl~Ypij 2¢q€hzjvtqTj‚h 8´ 

(32)  ³´‰ €´€‰i´i~Y~³ŠT† ˆ¡¢ŠTižu´ž €žu­

(33). àà Ð-P€é Q&R8î.

(34) Unité de recherche INRIA Rocquencourt Domaine de Voluceau - Rocquencourt - BP 105 - 78153 Le Chesnay Cedex (France) Unité de recherche INRIA Futurs : Parc Club Orsay Université - ZAC des Vignes 4, rue Jacques Monod - 91893 ORSAY Cedex (France) Unité de recherche INRIA Lorraine : LORIA, Technopôle de Nancy-Brabois - Campus scientifique 615, rue du Jardin Botanique - BP 101 - 54602 Villers-lès-Nancy Cedex (France) Unité de recherche INRIA Rennes : IRISA, Campus universitaire de Beaulieu - 35042 Rennes Cedex (France) Unité de recherche INRIA Rhône-Alpes : 655, avenue de l’Europe - 38334 Montbonnot Saint-Ismier (France) Unité de recherche INRIA Sophia Antipolis : 2004, route des Lucioles - BP 93 - 06902 Sophia Antipolis Cedex (France). Éditeur INRIA - Domaine de Voluceau - Rocquencourt, BP 105 - 78153 Le Chesnay Cedex (France).   

(35).   . ISSN 0249-6399.

(36)

Références

Documents relatifs

C'est aussi le résidant pas chez leurs parents fréquentent deux fois parativement à la province, les étudiants de Nanterre ne lement ce moindre attachement à la ville

In this paper, we study the performance of an enhanced channel estimation technique combining estimation using an autocorrelation based method and the Expectation-

Selon Laeven et Valencia (2012) , le coût budgétaire de la crise bancaire s’est respectivement élevé à 44 et 41 points de PIB en Islande et en Irlande, ce qui place ces deux

Dans ce travail, nous comparerons les entreprises coopératives, détenues par leurs membres, dont le produit risqué est la ressource critique apportée et dont l’objectif est

À cet effet, un nombre considérable de recherches démontre cliniquement que les enfants de parents souffrant de problème de santé mentale sont plus à risque d’un retard dans leur

usual route to school and provide us with some details about their travel routine (e.g., schedule, mode of transportation, people accompanying them, etc.); 3) recent interventions

La question de l’extension des limites de Paris jusqu’à cette ligne avait été discutée mais ne fut tranchée que par un décret impérial du 9 janvier 1859 qui décidait de