한국경영과학회지 (Journal of the Korean Operations Research and Management Science Society)

  • 제26권4호
  • /
  • Pages.39-45
  • /
  • 2001
  • /
  • 1225-1119(pISSN)
  • /
  • 2733-4759(eISSN)
한국경영과학회 (The Korean Operations Research and Management Science Society)
권호 표지

확률모형에 등장하는 최대와 최소의 특성에 관한 소고

On the Characteristics of Maximum and Minimum of Random Variables in Stochastic Models

  • 채경철 (한국과학기술원 산업공학과) ;
  • 김진동 (한국과학기술원 산업공학과) ;
  • 양원석 (LG 텔레콤 기술전략실)
  • 발행 : 2001.12.01
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초록

Maximum and minimum of rendom variables are frequently encountered in the stochastic modelling for various OR problems. We summarize and extend characteristics of maximum and minimum, emphasizing the case in which random variables are independent and all of them except one are distributed exponential. As an application, we derive a transform-free expression for the M/G/1 queue length distribution.

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참고문헌

  1. 한국경영과학회/대한산업공학회 춘계공동학술대회 논문집 수정 부가변수법과 GI/G/1/K 대기행렬 김남기;채경철
  2. 대한산업공학회지 v.25 no.1 Little's 법칙의 미시적 활용사례 윤봉규;김남기;채경철
  3. 대기행렬이론(개정판) 이호우
  4. Technical Report Extended Rate-Balance Equations and a Versatile Expression for the Queue-Length Distribution Kim, N.K.;K.C. Chae;R.W. Wolff
  5. Operations Research v.30 no.2 Poisson Arrivals See Time Averages Wolff, R.W.
  6. Stochastic Modelling and the Theory of Queues Wolff, R.W.
  7. Journal of Applied Probability v.38 no.4 A Note on the GI/M/1 Queue with Poisson Negative Arrivals Yang, W.S.;K.C. Chae