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• Proceso de Poisson
𝜆𝑟 −𝜆
𝑋 ∼ 𝑃𝑜𝑖(𝜆) ⇒ 𝑃(𝑋 = 𝑟) = 𝑒 ; 𝑟 = 0,1,2, …
𝑟!
𝑇 ∼ Exp(𝜆) ⇒ 𝑓(𝑡) = 𝜆𝑒 ; 𝑃(𝑇 > 𝑡0 ) = 𝑒 −𝜆𝑡0
−𝜆𝑡
∏𝑛−1 1
𝑖=0 𝜆𝑖 𝑃0 = 𝑃𝑛 = 𝑐𝑛 𝑃0 ;
𝑐𝑛 = 𝑛 1 + ∑∞
𝑛=1 𝑐𝑛
∏𝑖=1 𝜇𝑖
∞ ∞
∏𝑛−1
𝑖=0 𝜆𝑖
𝑃𝑛 = 𝑛 𝑃 𝐿 = ∑ 𝑛𝑃𝑛 𝐿𝑞 = ∑ (𝑛 − 𝑠)𝑃𝑛
∏𝑖=1 𝜇𝑖 0
𝑛=0 𝑛=𝑠+1
1
1: M / M / 1 / DG / /
𝜆 𝑛 𝑃0 = 1 − 𝜌 𝑃𝑛 = 𝜌𝑛 𝑃0
𝑐𝑛 = ( ) = 𝜌𝑛 = 𝜌𝑐𝑛−1
𝜇
𝜌 𝜆 𝜌2
𝑃(𝑛 > 𝑘) = 𝜌 𝑘+1 𝐿= = 𝐿𝑞 = 𝐿 − 𝜌 =
1−𝜌 𝜇−𝜆 1−𝜌
𝐿 𝐿+1 𝐿𝑞 𝐿𝑠
𝑊= = 𝑊𝑞 = 𝑊𝑠 =
𝜆 𝜇 𝜆 𝜆
4: M/M/1/DG/M/∞
𝜆𝑛 = 𝜆, 𝑠𝑖 𝑛 < 𝑀 1−𝜌
𝜆̅ = 𝜆(1 − 𝑃𝑀 ) 𝑃0 =
1 − 𝜌𝑀+1
𝜆𝑛 = 0, 𝑠𝑖 𝑛 = 𝑀 𝜆𝑅 = 𝜆 − 𝜆̅ = 𝜆𝑃𝑀 𝑃𝑛 = 𝜌𝑛 𝑃𝑜 ; 𝑛 ≤ 𝑀
𝜌 (𝑀 + 1)𝜌𝑀+1 𝐿 𝐿𝑞
𝐿= − 𝐿𝑞 = 𝐿 − (1 − 𝑃0 ) 𝑊 = ; 𝑊𝑞 =
1−𝜌 1 − 𝜌𝑀+1 𝜆̅ 𝜆̅
5: M/M/1/DG/M’/∞
Rechazos
∞
∏𝑛−1
𝑖=0 𝜆𝑖
1
𝜆𝑛 = 𝜆(1 − 𝑟(𝑛)) 𝑐𝑛 = 𝑃0 = 𝐿 = ∑ 𝑛𝑃𝑛
𝜇𝑛 1 + ∑∞
𝑛=1 𝑐𝑛
𝑛=0
∞
∞ ∞
𝜆̅ = ∑ 𝜆𝑛 𝑃𝑛 𝐿 𝐿𝑞
𝑟̅ = ∑ 𝑟(𝑛)𝑃𝑛 𝑊 = 𝑊𝑞 = 𝐿𝑞 = ∑ (𝑛 − 𝑠)𝑃𝑛
𝑛=0 𝜆̅ 𝜆̅
𝜆𝑅 = 𝜆 − 𝜆̅ 𝑛=0 𝑛=𝑠+1
Abandonos
∞
𝜆𝑛 𝐿 𝐿𝑞
𝜇𝑛 = 𝜇 + 𝑎(𝑛) 𝑐𝑛 = 𝑎̅ = ∑ 𝑎(𝑛)𝑃𝑛 𝑊 = ; 𝑊𝑞 =
∏𝑛𝑖=1 𝜇𝑖 𝜆 𝜆
𝑛=0
Rechazos y abandonos
2
6: M/M/1/DG/M/M
𝜆𝑛 = (𝑀 − 𝑛)𝜆 𝑀! 𝜆
𝜆̅ = 𝜆(𝑀 − 𝐿) 𝑐𝑛 = 𝜌𝑛 ; 𝜌 = 𝑀 −1
(𝑀 − 𝑛)! 𝜇
𝑃0 = [1 + ∑ 𝑐𝑛 ]
𝑛=1
𝑃𝑛 = 𝑐𝑛 𝑃0 1 − 𝑃0
𝐿=𝑀−
𝜌
𝐿 𝐿𝑞
𝑊= 𝑊𝑞 = 𝐿𝑞 = 𝐿 − (1 − 𝑃0 )
𝜆̅ 𝜆̅
7: M/M/s/DG/∞/∞
𝜇𝑛 = 𝑛𝜇, 𝑠𝑖 𝑛 < 𝑠 𝜆 𝑛1 𝜆 𝑛 1
𝑐𝑛 = ( ) ;𝑛 < 𝑠 𝑐𝑛 = ( ) ,𝑛 ≥ 𝑠
𝜇𝑛 = 𝑠𝜇, 𝑠𝑖 𝑛 ≥ 𝑠 𝜇 𝑛! 𝜇 𝑠! 𝑠 𝑛−𝑠
𝑠−1 −1
𝜆 𝑖1 1 𝜆 𝑠 1 𝜆 𝑠
𝑠𝑠 𝜌
𝑃0 = [(∑ ( ) ) + ( ) ] 𝜌= 𝐿𝑞 = 𝜌 × 𝑃
𝜇 𝑖! 𝑠! 𝜇 1 − 𝜌 𝑠𝜇 𝑠! (1 − 𝜌)2 0
𝑖=0
𝐿𝑞 1
𝑃𝑛 = 𝑐𝑛 𝑃0 𝑊𝑞 = ; 𝑊 = 𝑊𝑞 + 𝐿 = 𝑊𝜆
𝜆 𝜇
8: M/M/s/DG/M/∞ (como 4)
𝜆𝑛 = 0, 𝑠𝑖 𝑛 = 𝑀 𝜆𝑅 = 𝜆 − 𝜆̅ = 𝜆𝑃𝑀 Si 𝑛 ≥ 𝑠 ⇒ 𝜇𝑛 = 𝑠𝜇
M
∏𝑛−1
𝑖=0 𝜆𝑖 1
𝑐𝑛 = 𝑛 𝑃0 = 𝐿 = ∑ nPn
∏𝑖=1 𝜇𝑖 1 + ∑𝑀
𝑛=1 𝑐𝑛
n=0
𝑀
𝐿 𝐿𝑞
𝐿𝑞 = ∑ (𝑛 − 𝑠)𝑃𝑛 𝑊= ; 𝑊𝑞 = 𝑃𝑛 = 𝑐𝑛 𝑃0
𝜆̅ 𝜆̅
𝑛=𝑠+1
3
9: M/M/s/DG/M/M (como 6)
∏𝑛−1
𝑖=0 𝜆𝑖 1
𝑐𝑛 = 𝑃0 =
𝜆𝑛 = (𝑀 − 𝑛)𝜆
𝑛
∏𝑖=1 𝜇𝑖 1 + ∑𝑀
𝑛=1 𝑐𝑛
𝜇𝑛 = 𝑛𝜇, 𝑠𝑖 𝑛 < 𝑠
𝜇𝑛 = 𝑠𝜇 , 𝑠𝑖 𝑛 >= 𝑠
𝑃𝑛 = 𝑐𝑛 𝑃0 𝜆̅ = 𝜆(𝑀 − 𝐿)
𝑀 𝑀
𝐿 = ∑ 𝑛𝑃𝑛 𝐿𝑞 = ∑ (𝑛 − 𝑠)𝑃𝑛 𝐿 𝐿𝑞
𝑊 = ; 𝑊𝑞 =
𝑛=0 𝑛=𝑠+1 𝜆̅ 𝜆̅
𝒏 0 1 2 ⋯ s s+1 ⋯
11: M/G/∞/DG/∞/∞
1 𝜆
𝜇𝑛 = 𝑛𝜇 𝐿𝑞 = 0 ; 𝑊𝑞 = 0 𝑊= ;𝐿 =
𝜇 𝜇
𝜆 𝑛 𝜆 𝑛
(𝜇 ) −
𝜆 (𝜇 ) 𝜆
𝑃0 = 𝑒 𝜇 −
𝑐𝑛 = 𝑃𝑛 = 𝑒 𝜇
𝑛! 𝑛!
4
12: M/M/s /DG/s /∞ (similar 4 y 8)
𝜆𝑛 = 𝜆, 𝑠𝑖 𝑛 < 𝑀 𝜆̅ = 𝜆(1 − 𝑃𝑠 )
1
𝑊=
𝜆𝑛 = 0, 𝑠𝑖 𝑛 = 𝑀 𝜆𝑅 = 𝜆 − 𝜆̅ = 𝜆𝑃𝑠
𝜇
𝜆̅
𝐿= 1
𝜇 𝑛
𝑃0 =
1 + ∑𝑠𝑛=1 𝑐𝑛
𝜆 1 −1
𝑐𝑛 = ( ) 𝑠
𝜆 𝑛1
𝜆 𝑛
1 𝜇 𝑛! = [∑ ( ) ]
𝑃𝑛 = 𝑐𝑛 𝑃0 = ( ) 𝑃 𝜇 𝑛!
𝜇 𝑛! 0 𝑛=0