Heavy Traffic Analysis of a Production Distribution System

Cover Heavy Traffic Analysis of a Production Distribution System
Heavy Traffic Analysis of a Production Distribution System
Elena V Krichagina
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DISTR.
EXP. MEAN 0. 4 0. 5 0. 6 Figure 2. The simulated distributions of f^ for various value. S of L, .
Case 2. Suppose that L, is large. By (5. 7), the variances of 7/ and -ff^' are large a? well. By the Birkhoff- ivhinchinc theorem, we have -- /"" Bfiu)du ^ EBf {00) = ^, I, ^ 00 . L, Jo Ip Hence, by (5. 6), the distribution of ■^f for large //, has small variability, and one . , an let 7, ^ Ri TJlj2p. Since '^f and 7, *^^' are independent, their sum has a Gaussian distribati:'n with 19 zero
...mean and variance Li{i/jj3 + 1/6). The value of the parameter cS'' = argmin, //. (c-S + ^f + ^_

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