带有反馈的双端重试排队系统  

Study on retrial double-ended queueing system with feedback

作　　者：朱翼隽[1] 单净璇[1] 周宗好[1] 

机构地区：[1]江苏大学理学院,江苏镇江212013

出　　处：《江苏大学学报（自然科学版）》2011年第1期120-124,共5页Journal of Jiangsu University：Natural Science Edition

基　　金：国家自然科学基金资助项目(70571030)

摘　　要：在传统双端排队的基础上,以股票交易为应用背景考虑了带有反馈的双端重试排队系统.将进行交易的买卖双方看成是排队模型的两端,假定两端到达均服从泊松分布,通过嵌入马尔可夫链证明了系统存在稳态的充分必要条件.利用补充变量法构造马尔可夫过程,列出微分方程,最后借助概率母函数求出系统在稳态时的系统队长.On the basis of the traditional double-ended queue,a retrial double-ended queueing system with feedback is studied for the stock exchange.We propose that the buyers and sellers in business are at both ends in the queuing model,and that the customers at both ends are subject to Poisson distribution.The necessary and sufficient condition for the system in steady state is proved by embedding Markov chain.Markov process is constructed by means of supplementary variable,and the differential equation is listed.At last the queue length of the system in the steady state is obtained by probability generating function.

关 键 词：重试排队 反馈 双端 补充变量法 概率母函数 

分 类 号：O226[理学—运筹学与控制论]