基于極值分布的網(wǎng)絡(luò)業(yè)務(wù)模型的研究.pdf

1、天津大學(xué)碩士學(xué)位論文基于極值分布的網(wǎng)絡(luò)業(yè)務(wù)模型的研究姓名：王旭申請(qǐng)學(xué)位級(jí)別：碩士專(zhuān)業(yè)：應(yīng)用數(shù)學(xué)指導(dǎo)教師：劉嘉焜2002.1.1ABSTRACTlnthefieldofcommunications，asanewnetworktrafficmodel，selfsimilarityisattractingmoreandmoreattention，becauseitcharacterizestheessenceandtrairofrealnet

2、worktramCmoreaccuratelythantraditionaltrafficmodelSelfsimilarityhaseffectedthedesignation，control，analysisandmanagementofnetworkgreatlyIntraditionalstudypeoplelookonnetworktramCasPoissonorMarkovianmodelButPoissonorMarkov

3、ianmodeliSnotgoodforcharacterizingtheselfsimilarityofrealnetworktra伍c，because也eyareshort—dependentThereforeitisnecessarytoemendmanynetworkresearchresultsWhichareOilthebaseoftraditionalmodelInrecentyearsExtremeValueTheory

4、hasmoreandmorewideapplicationinnetworktrafficmodelanditoffersthestrongbaseforUsingnetworksourceefficientlyInthispaper，westudythetail—distribufionforthequeuelengthofselfsimilarnetworktrafficthroughUSingtwomethods。LargeDev

5、iationandExtremeValueTheoryBecauseofthecomplexityoftheseKsimilarnetworktramCitisimpossibletogettheaccurateexpressionofthetramCqueueasymptoticanalysisisalmostthesoletoolforadoptingLargeDeviafiontechniqueisaeffectivetoolfo

6、rtheasymptoticresearchoftail—distributionAttheSalTletimewestudythetail—distributionbyusingGeneralExtremeValueAtlast。Weusecomputer—simulatingtechniquetocontractthegeneralextremevaluemodel，andwegetthegoodresultWecarryoutso

7、mesignificantworkasfollows：1Inthispaper，wesystemicallydiscusstheconceptionandpropertiesoftheselfsimilarstochasticprocessandstudytherelationbetweentheheavy—taileddistributionandselfsimilarstochasticprocess2Afterintroducin

8、gtheconceptionandpropertiesofLargeDeviationTheory，wedetailedlysummarizetheapplicationofLargeDeviationtechniqueinasymptoticanalysisofqueuingsystemInthispaperweapplyLargeDeviationtechniquetoqueuinganalysiswithFARIMA(Fracta

9、lAutoregressiveIntegratedMovingAverage)trafficandshowthatthetaildistributionofqueuelengthisasymptoticWeibull：尸【g(∞)X】～exp(∥9)，where∥(1，y0SotheasymptoticpropertyofqueuelengthwithFARIMAtrafficissamewiththeasymptoticpropert