▲❛✇ ♦❢ t❤❡ ❏✉♥❣❧❡ ✐♥ ❛ ▲✐♥❡❛r ◆❡t✇♦r❦
▼❛t❤✐❡✉ ❋❡✉✐❧❧❡t
❘❆P✱ ■◆❘■❆ ❘♦❝q✉❡♥❝♦✉rt✱ ❋r❛♥❝❡
◆♦✈❡♠❜❡r ✷✵✱ ✷✵✵✾
❏♦✐♥t ✇♦r❦ ✇✐t❤ ❚❤♦♠❛s ❇♦♥❛❧❞ ✭❖r❛♥❣❡✮ ❛♥❞ ❆❧❡①❛♥❞r❡ Pr♦✉t✐èr❡ ✭▼❙❘✮
t r tr - - PowerPoint PPT Presentation
t r tr t t P qrt r r
▼❛t❤✐❡✉ ❋❡✉✐❧❧❡t
❘❆P✱ ■◆❘■❆ ❘♦❝q✉❡♥❝♦✉rt✱ ❋r❛♥❝❡
◆♦✈❡♠❜❡r ✷✵✱ ✷✵✵✾
❏♦✐♥t ✇♦r❦ ✇✐t❤ ❚❤♦♠❛s ❇♦♥❛❧❞ ✭❖r❛♥❣❡✮ ❛♥❞ ❆❧❡①❛♥❞r❡ Pr♦✉t✐èr❡ ✭▼❙❘✮
◮ ❈♦♥❣❡st✐♦♥ ❝♦♥tr♦❧
◮ ❆✈♦✐❞❛♥❝❡ ♦❢ ♣❛❝❦❡t ❧♦ss ◮ ❆❞❛♣t❛t✐♦♥ ♦❢ t❤❡ t❤r♦✉❣❤♣✉t ❛❝❝♦r❞✐♥❣ t♦ ♣❛❝❦❡t ❧♦ss
◆♦ ❈♦♥❣❡st✐♦♥ ❝♦♥tr♦❧
◆♦ ❛✈♦✐❞❛♥❝❡ ♦❢ ♣❛❝❦❡t ❧♦ss ❙♦✉r❝❡s s❡♥❞ ❛t t❤❡✐r ♠❛①✐♠✉♠ r❛t❡✿ t❤❡ ❛❝❝❡ss r❛t❡ ❘❡❝♦✈❡r② ♠❡❝❤❛♥✐s♠ ❢r♦♠ ♣❛❝❦❡t ❧♦ss ✭s♦✉r❝❡ ❝♦❞✐♥❣✮
■s t❤❛t s✉st❛✐♥❛❜❧❡❄ ■s t❤❡r❡ ❛♥② ❝♦♥❣❡st✐♦♥ ❝♦❧❧❛♣s❡❄
◮ ❈♦♥❣❡st✐♦♥ ❝♦♥tr♦❧
◮ ❆✈♦✐❞❛♥❝❡ ♦❢ ♣❛❝❦❡t ❧♦ss ◮ ❆❞❛♣t❛t✐♦♥ ♦❢ t❤❡ t❤r♦✉❣❤♣✉t ❛❝❝♦r❞✐♥❣ t♦ ♣❛❝❦❡t ❧♦ss
◮ ◆♦ ❈♦♥❣❡st✐♦♥ ❝♦♥tr♦❧
◮ ◆♦ ❛✈♦✐❞❛♥❝❡ ♦❢ ♣❛❝❦❡t ❧♦ss ◮ ❙♦✉r❝❡s s❡♥❞ ❛t t❤❡✐r ♠❛①✐♠✉♠ r❛t❡✿ t❤❡ ❛❝❝❡ss r❛t❡ ◮ ❘❡❝♦✈❡r② ♠❡❝❤❛♥✐s♠ ❢r♦♠ ♣❛❝❦❡t ❧♦ss ✭s♦✉r❝❡ ❝♦❞✐♥❣✮
■s t❤❛t s✉st❛✐♥❛❜❧❡❄ ■s t❤❡r❡ ❛♥② ❝♦♥❣❡st✐♦♥ ❝♦❧❧❛♣s❡❄
▲❛✇ ♦❢ t❤❡ ❏✉♥❣❧❡ ❙t❛❜✐❧✐t② ♦❢ ❛ ❧✐♥❡❛r ♥❡t✇♦r❦ ❚❤❡♦r❡♠ ♦❢ ❛♥❛r❝❤②
❈♦♥❣❡st✐♦♥ ❝♦♥tr♦❧ ♠♦❞❡❧ ✐♥tr♦❞✉❝❡❞ ❜② ▼❛ss♦✉❧✐é ❛♥❞ ❘♦❜❡rts ✐♥ ✷✵✵✵✳
◮ ◆❡t✇♦r❦ ♠♦❞❡❧❡❞ ❛t ❛ ✢♦✇ ❧❡✈❡❧✱ ♥♦t ❛ ♣❛❝❦❡t ❧❡✈❡❧ ◮ ❋❧♦✇s ❛r❡ ❣♦✐♥❣ ✐♥ t❤❡ ♥❡t✇♦r❦ ❧✐❦❡ ❛ ✢✉✐❞ ◮ ❯s❡rs ❞✐✈✐❞❡❞ ✐♥ ❝❧❛ss❡s t♦ ♠♦❞❡❧ ❤❡t❡r♦❣❡♥❡✐t② ♦❢ t❤❡
tr❛✣❝
◮ ❉②♥❛♠✐❝ tr❛✣❝ ◮ ❘❡s♦✉r❝❡ ❛❧❧♦❝❛t✐♦♥ ❞❡t❡r♠✐♥❡❞ ❜② ❝♦♥❣❡st✐♦♥ ♣♦❧✐❝②
✶ ✵ ✷
◮ ❚✇♦ ❧✐♥❦s ♦❢ ❝❛♣❛❝✐t② ✶ ◮ ✸ ❝❧❛ss❡s ♦❢ ✢♦✇s
◮ ❈❧❛ss ✵ ❣♦✐♥❣ t❤r♦✉❣❤ ❜♦t❤ ❧✐♥❦s ✇✐t❤ ❛❝❝❡ss r❛t❡ ✶ ◮ ❈❧❛ss ✶ ❣♦✐♥❣ t❤r♦✉❣❤ ❧✐♥❦ ✶ ✇✐t❤ ❛❝❝❡ss r❛t❡ ✶ ◮ ❈❧❛ss ✷ ❣♦✐♥❣ t❤r♦✉❣❤ ❧✐♥❦ ✷ ✇✐t❤ ❛❝❝❡ss r❛t❡ ❛
◮ ❋❧♦✇ ❣❡♥❡r❛t✐♦♥ r❛t❡s✿ λ✐ ✭✢♦✇s✴s❡❝✮ ◮ ❋❧♦✇ s✐③❡ r❛t❡s✿ µ✐ ✭❜✐ts−✶✮ ◮ ❚r❛✣❝ ✐♥t❡♥s✐t✐❡s✿ ρ✐ = λ✐/µ✐ ✭❜✐ts✴s❡❝✮
❈♦♥❣❡st✐♦♥ ❝♦♥tr♦❧
◮ ❇❛♥❞✇✐❞t❤ ❛❧❧♦❝❛t✐♦♥ ❞❡t❡r♠✐♥❡❞ ❜② ❈♦♥❣❡st✐♦♥ ❝♦♥tr♦❧
❛❧❣♦r✐t❤♠
◮ ■♥♣✉t r❛t❡ ✐s ❡q✉❛❧ t♦ ♦✉t♣✉t r❛t❡ ◮ ❲❡❧❧ st✉❞✐❡❞ ❡①❛♠♣❧❡s✿ α✲❢❛✐r ❛❧❧♦❝❛t✐♦♥s ✭♣r♦♣♦rt✐♦♥❛❧
❢❛✐r♥❡ss✱ ♠❛①✲♠✐♥ ❢❛✐r♥❡ss✮ ✭▼♦ ❛♥❞ ❲❛❧r❛♥❞ ✷✵✵✵✮
◆♦ ❝♦♥❣❡st✐♦♥ ❝♦♥tr♦❧
◮ ❙♦✉r❝❡s s❡♥❞ ❛t t❤❡✐r ♠❛①✐♠✉♠ r❛t❡ ✐♥ t❤❡ ♥❡t✇♦r❦ ◮ ❇❛♥❞✇✐❞t❤ ❛❧❧♦❝❛t✐♦♥ ❞❡t❡r♠✐♥❡❞ ❜② ❜✉✛❡r ♣♦❧✐❝② ✐♥ t❤❡
r♦✉t❡rs
◮ ❖✉t♣✉t r❛t❡ ✐s ❞✐✛❡r❡♥t ♦❢ ✐♥♣✉t r❛t❡ ◮ ❋❛✐r ♣♦❧✐❝②✿ ❋❛✐r ❉r♦♣♣✐♥❣ ✭❙❤❡♥❦❡r ❡t ❛❧ ✾✽✮ ◮ ❙✐♠♣❧❡st ♣♦❧✐❝②✿ ❚❛✐❧ ❉r♦♣♣✐♥❣ ✭▲❛✇ ♦❢ t❤❡ ❏✉♥❣❧❡✮
❚❛✐❧ ❞r♦♣♣✐♥❣✿
◮ ❙♦✉r❝❡s s❡♥❞ ❛t t❤❡✐r ♠❛①✐♠✉♠ r❛t❡ ◮ ❆t ❡❛❝❤ ❧✐♥❦✱ ♦✉t♣✉t r❛t❡s ❛r❡ ♣r♦♣♦rt✐♦♥❛❧ t♦ ✐♥♣✉t r❛t❡s
♥✶ ♥✵ ♥✷
✶ ♥✶ ♥✵ ♥✶ ♥✵ ♥✵ ♥✶ ✵
♠✐♥
♥✷❛ ✷
♠✐♥ ♥✷❛
♥✷❛ ♥✷❛
❚❛✐❧ ❞r♦♣♣✐♥❣✿
◮ ❙♦✉r❝❡s s❡♥❞ ❛t t❤❡✐r ♠❛①✐♠✉♠ r❛t❡ ◮ ❆t ❡❛❝❤ ❧✐♥❦✱ ♦✉t♣✉t r❛t❡s ❛r❡ ♣r♦♣♦rt✐♦♥❛❧ t♦ ✐♥♣✉t r❛t❡s
♥✶ ♥✵ ♥✷
✶ ♥✶ ♥✵ ♥✶ ♥✵ ♥✵ ♥✶ ✵
♠✐♥
♥✷❛ ✷
♠✐♥ ♥✷❛
♥✷❛ ♥✷❛
❚❛✐❧ ❞r♦♣♣✐♥❣✿
◮ ❙♦✉r❝❡s s❡♥❞ ❛t t❤❡✐r ♠❛①✐♠✉♠ r❛t❡ ◮ ❆t ❡❛❝❤ ❧✐♥❦✱ ♦✉t♣✉t r❛t❡s ❛r❡ ♣r♦♣♦rt✐♦♥❛❧ t♦ ✐♥♣✉t r❛t❡s
♥✶ ♥✵ ♥✷ φ✶ =
♥✶ ♥✵+♥✶
α =
♥✵ ♥✵+♥✶ ✵
♠✐♥
♥✷❛ ✷
♠✐♥ ♥✷❛
♥✷❛ ♥✷❛
❚❛✐❧ ❞r♦♣♣✐♥❣✿
◮ ❙♦✉r❝❡s s❡♥❞ ❛t t❤❡✐r ♠❛①✐♠✉♠ r❛t❡ ◮ ❆t ❡❛❝❤ ❧✐♥❦✱ ♦✉t♣✉t r❛t❡s ❛r❡ ♣r♦♣♦rt✐♦♥❛❧ t♦ ✐♥♣✉t r❛t❡s
♥✶ ♥✵ ♥✷ φ✶ =
♥✶ ♥✵+♥✶
α =
♥✵ ♥✵+♥✶
φ✵ = ♠✐♥(α,
α ♥✷❛+α)
φ✷ = ♠✐♥(♥✷❛,
♥✷❛ α+♥✷❛)
✶ ✵ ✷ ❲❡ st✉❞② t❤❡ ▼❛r❦♦✈ ♣r♦❝❡ss ❞❡s❝r✐❜✐♥❣ t❤❡ ♥✉♠❜❡r ♦❢ ✢♦✇s ✐♥ ❡❛❝❤ ❝❧❛ss✿ (◆✵(t), ◆✶(t), ◆✷(t)) ✇✐t❤ tr❛♥s✐t✐♦♥ r❛t❡s ✿ ♥ → ♥ + ❡✐ : λ✐ ♥ → ♥ − ❡✐ : µ✐φ✐(♥)
◮ ▼❡❛♥ ✢♦✇ r❡s♣♦♥s❡ t✐♠❡
◮ ❊r❣♦❞✐❝✐t② ❝♦♥❞✐t✐♦♥
◮ ❖♣t✐♠❛❧ ♣❡r❢♦r♠❛♥❝❡
◮ ❚❤❡ ♥❡t✇♦r❦ ❝❛♥ ❜❡ st❛❜✐❧✐③❡❞ ✐❢ ❛♥❞ ♦♥❧② ✐❢
∀❧
ρ✐ < ❈❧
◮ α✲❢❛✐r ♣♦❧✐❝✐❡s ❛r❡ ♦♣t✐♠❛❧ ✭❇♦♥❛❧❞ ❛♥❞ ▼❛ss♦✉❧✐é
✷✵✵✶✱ ❞❡ ❱❡❝✐❛♥❛ ❡t ❛❧ ✷✵✵✶✮
◮ ❋❛✐r ❞r♦♣♣✐♥❣ ✐s ♦♣t✐♠❛❧ ✭❇♦♥❛❧❞ ❡t ❛❧ ✷✵✵✾✮ ◮ ❚❛✐❧ ❉r♦♣♣✐♥❣ ✐s ♥♦t ♦♣t✐♠❛❧
▲❛✇ ♦❢ t❤❡ ❏✉♥❣❧❡ ❙t❛❜✐❧✐t② ♦❢ ❛ ❧✐♥❡❛r ♥❡t✇♦r❦ ❚❤❡♦r❡♠ ♦❢ ❛♥❛r❝❤②
♥✷ φ✵ = ♠✐♥(α,
α ♥✷❛+α)
φ✷ = ♠✐♥(♥✷❛,
♥✷❛ α+♥✷❛)
φ✶ =
♥✶ ♥✵+♥✶
α =
♥✵ ♥✵+♥✶
♥✶ ♥✵ ♥✶ ♥✵
✶ ♥✶ ♥✵ ♥✶
❲❡ ❤❛✈❡ ✵ ≤ α ≤ ✶✳ ❚❤✉s✱ ❝❧❛ss ✷ ✐s st❛❜❧❡ ✐❢ ρ✷ < ✶ ❛♥❞ tr❛♥s✐❡♥t ✐❢ ρ✷ > ✶ ✇❤❛t❡✈❡r t❤❡ ❝♦♥❞✐t✐♦♥s ♦♥ ✵ ❛♥❞ ✶✳ ◆♦✇✱ ✇❡ s✉♣♣♦s❡ t❤❛t ρ✷ < ✶
♥✷ φ✵ = ♠✐♥(α,
α ♥✷❛+α)
φ✷ = ♠✐♥(♥✷❛,
♥✷❛ α+♥✷❛) ✶ ♥✶ ♥✵ ♥✶ ♥✵ ♥✵ ♥✶
♥✶ ♥✵ ♥✶ ♥✵ φ✶ =
♥✶ ♥✵+♥✶
α ❲❡ ❢r❡❡③❡ t❤❡ ♥✉♠❜❡r ♦❢ ✢♦✇s ✐♥ ❝❧❛ss❡s ✵ ❛♥❞ ✶ ❛♥❞ t❤❡♥ α✳ ❚❤❡r❡ ✐s ❛ st❛t✐♦♥❛r② ❞✐str✐❜✉t✐♦♥ πα ❢♦r ❝❧❛ss ✷✳ ❲❡ t❤❡♥ ❞❡✜♥❡ t❤❡ ❛✈❡r❛❣❡❞ t❤r♦✉❣❤♣✉t ♦❢ ❝❧❛ss ✵✿ ¯ φ✵(α) =
πα(♥✷) ♠✐♥
α ♥✷❛ + α
❈❧❛ss ✷ ✐s st❛❜❧❡✱ s♦ t❤❡r❡ ✐s ♥♦ ♥❡❡❞ t♦ s❝❛❧❡ ✐t✦ ❲❡ ♣❡r❢♦r♠ t❤❡ s❝❛❧✐♥❣ ♦♥❧② ♦♥ ❝❧❛ss❡s ✵ ❛♥❞ ✶✿ (◆✵(✵), ◆✶(✵)) = ♥❦, ❧✐♠
❦→∞ ♥❦ = ∞,
❧✐♠
❦→∞
✶ ♥❦(◆✵(♥❦t), ◆✶(♥❦t))
❞
= (③✵(t), ③✶(t)) ❛♥❞ (③✵(t), ③✶(t)) s❛t✐s✜❡s✿ ˙ ③✵(t) = λ✵ − µ✵ ¯ φ✵
③✵(t) + ③✶(t)
③✶(t) = λ✶ − µ✶ ③✶(t) ③✵(t) + ③✶(t) ❚❤❡ ♣r♦♦❢ ✐s s✐♠✐❧❛r t♦ t❤❡ ♦♥❡ ♦❢ ❍✉♥t ❛♥❞ ❑✉rt③ ✐♥ ✶✾✾✹ ❛❜♦✉t ▲♦ss ◆❡t✇♦r❦s✳
˙ ③✵(t) = λ✵ − µ✵ ¯ φ✵
③✵(t) + ③✶(t)
③✶(t) = λ✶ − µ✶ ③✶(t) ③✵(t) + ③✶(t) ❚❤❡r❡ ✐s ❛ s❡♣❛r❛t✐♦♥ ♦❢ t✐♠❡ s❝❛❧❡ ❜❡t✇❡❡♥ t❤❡ ✢✉✐❞ ❧✐♠✐t (③✵, ③✶) ❛♥❞ ❝❧❛ss ✷✿ ❝❧❛ss ✷ ✐s ❛❧✇❛②s ❛t ❡q✉✐❧✐❜r✐✉♠ ❛♥❞ t❤❡r❡ ✐s ❛♥ ❛✈❡r❛❣✐♥❣ ♦♥ ❝❧❛ss ✷ ❢♦r ✢✉✐❞ ❧✐♠✐t ③✵✳
③✶ ③✵
③✵ ③✵+③✶ = ¯
φ−✶
✵ (ρ✵) ③✶ ③✵ ③✶ ✶
③✵(t) ③✵(t) ③✶ t ③✶ t ③✵ t ③✶ t ③✵ t ③✶ t ③✵ t ③✶ t
③✵ ③✵ ③✶ ✶ ✵ ✵ ③✶ ③✵ ③✶ ✶
③✵ t ③✶ t ˙ ③✵ = λ✵ − µ✵ ¯ φ✵
③✵ + ③✶
③✶ ③✵
③✵ ③✵ ③✶ ✶ ✵ ✵ ③✶ ③✵+③✶ = ρ✶
③✵ t ③✵ t ③✶(t) ③✶(t) ③✵ t ③✶ t ③✵ t ③✶ t ③✵ t ③✶ t
③✵ ③✵ ③✶ ✶ ✵ ✵ ③✶ ③✵ ③✶ ✶
③✵ t ③✶ t ˙ ③✶ = λ✶ − µ✶ ③✶ ③✵ + ③✶
③✶ ③✵
③✵ ③✵+③✶ = ¯
φ−✶
✵ (ρ✵) ③✶ ③✵+③✶ = ρ✶
③✵ t ③✵ t ③✶ t ③✶ t (③✵(t), ③✶(t)) (③✵(t), ③✶(t)) (③✵(t), ③✶(t))
③✵ ③✵ ③✶ ✶ ✵ ✵ ③✶ ③✵ ③✶ ✶
③✵ t ③✶ t ρ✵ < ¯ φ✵(✶ − ρ✶)
③✶ ③✵
③✵ ③✵ ③✶ ✶ ✵ ✵ ③✶ ③✵ ③✶ ✶
③✵ t ③✵ t ③✶ t ③✶ t (③✵(t), ③✶(t)) (③✵(t), ③✶(t)) ③✵ t ③✶ t
③✵ ③✵+③✶ = ¯
φ−✶
✵ (ρ✵) ③✶ ③✵+③✶ = ρ✶
(③✵(t), ③✶(t)) ρ✵ > ¯ φ✵(✶ − ρ✶)
❚❤❡ ❡①❛❝t ❝♦♥❞✐t✐♦♥s ❢♦r st❛❜✐❧✐t② ✉♥❞❡r t❤❡ ▲❛✇ ♦❢ t❤❡ ❏✉♥❣❧❡ ❛r❡✿ ρ✶ < ✶, ρ✷ < ✶, ρ✵ < ¯ φ✵(✶ − ρ✶) ❚❤❡ ♦♣t✐♠❛❧ st❛❜✐❧✐t② ❝♦♥❞✐t✐♦♥s ❛r❡✿ ρ✶ < ✶, ρ✷ < ✶, ρ✵ < ♠✐♥(✶ − ρ✶, ✶ − ρ✷) ❇✉t✿ ¯ φ✵(✶ − ρ✶) < ♠✐♥(✶ − ρ✷, ✶ − ρ✶) ❚❤❡ st❛❜✐❧✐t② ❝♦♥❞✐t✐♦♥s ❛r❡ ♥♦t ♦♣t✐♠❛❧✦
▲❛✇ ♦❢ t❤❡ ❏✉♥❣❧❡ ❙t❛❜✐❧✐t② ♦❢ ❛ ❧✐♥❡❛r ♥❡t✇♦r❦ ❚❤❡♦r❡♠ ♦❢ ❛♥❛r❝❤②
❚❤❡ ♣r✐❝❡ ♦❢ ❛♥❛r❝❤② q✉❛♥t✐✜❡s ❤♦✇ ❢❛r t❤❡ st❛❜✐❧✐t② ❝♦♥❞✐t✐♦♥s ❛r❡ ❢r♦♠ ♦♣t✐♠❛❧ ♦♥❡s✳ ■♥ ♦✉r ❝❛s❡✱ t❤❡ ❞❡✜♥✐t✐♦♥ ✐s s✐♠♣❧②✿ P(❛) = ♠❛①
ρ✶,ρ✷
φ✵(✶ − ρ✶)
ρ✶ ¯ φ✵(✶ − ρ✶)
✶ ✶ ✶ − ρ✷ ❛ = ✶ ❛ = ✵.✶ ❛ = ✵.✵✶ ❛ → ✵ : ♠✐♥(✶ − ρ✶, ✶ − ρ✷)
❚❤❡♦r❡♠✿ ❧✐♠
❛→✵ P(❛) = ✵
❋♦r ❛♥② (ρ✵, ρ✶, ρ✷) s❛t✐s❢②✐♥❣ t❤❡ ♦♣t✐♠❛❧ st❛❜✐❧✐t② ❝♦♥❞✐t✐♦♥s✱ t❤❡r❡ ❡①✐sts ❛ s♠❛❧❧ ❡♥♦✉❣❤ s✉❝❤ t❤❛t t❤❡ ♥❡t✇♦r❦ ✐s st❛❜❧❡✳
◮ ❉♦ ✇❡ ♥❡❡❞ ❝♦♥❣❡st✐♦♥ ❝♦♥tr♦❧ ✐♥ t❤❡ ■♥t❡r♥❡t❄ ◮ ❊✈❛❧✉❛t✐♦♥ ♦❢ t❤❡ ✐♠♣❛❝t ♦❢ ❜✐❣ ❝❧✐❡♥ts ♦♥ t❤❡ ♥❡t✇♦r❦
✭♦♣t✐❝❛❧ ♥❡t✇♦r❦s✮✳
◮ ❆ ✢✉✐❞ ❧✐♠✐t ✇✐t❤ ❛♥ ✐♥t❡r❡st✐♥❣ ❛✈❡r❛❣✐♥❣ ♣❤❡♥♦♠❡♥♦♥ ◮ ❈❛♥ ❜❡ ❡①t❡♥❞❡❞ t♦ ❧✐♥❡❛r ♥❡t✇♦r❦s ✇✐t❤ ♠♦r❡ t❤❛♥ t✇♦
❧✐♥❦s
◮ ■♥ ♦t❤❡r ❝♦♥t❡①ts❄ ◮ ❈♦♥❥❡❝t✉r❡✿ ❚❤❡ t❤❡♦r❡♠ ♦❢ ❛♥❛r❝❤② ✐s tr✉❡ ✐♥ ❛❝②❝❧✐❝
♥❡t✇♦r❦s✳