Chng 1

TNG QUAN V QU TRNH GI SINH T

Chng 1 gii thiu chung v qu trnh gi sinh t v ng dng, s cn thit ca n trong mt s trng hp hng i. Trong chng ny cng cp ti mt s phng php gii quyt cc qu trnh gi sinh t v hn v hu hn.

1.1. GII THIU V QU TRNH GI SINH T Ngy nay, rt nhiu vn v tnh ton hiu nng ca h thng vin thng c gii quyt bi m hnh chui Markov hai chiu. c im chung ca cc chui dng ny l mi trng thi c xc nh bi mt cp gi tr: pha v mc. Trong mt s trng hp, ch c th chuyn cc mc gn nhau, hnh thnh nn mt Qu trnh gi sinh t QBD (Quasi Birth Death Process). Khi nim QBD l m hnh tng qut n gin ca hng i sinh t c in M/M/1 c a ra bi Wallace v Evans trong thi k cui thp nin 60. K t , ngi ta chng minh c rng, nhiu vn pht sinh t cc mng vin thng v mng my tnh u phi s dng m hnh hng i QBD-s, nh M/PH/1/, PH/M/n/, PH/PH/1/, MAP/PH/n/ Do kh nng m rng ca mnh, qu trnh QBD thu ht c s quan tm, nghin cu trong nhng nm gn y. V d, rt nhiu d n nghin cu tp trung vo vic tm ra cc phng php tnh ton cho phn b trng thi bn vng ca qu trnh QBD. Rt nhiu phng php tnh ton l thuyt c pht trin cho vic phn tch trng thi bn vng ca cc qu trnh QBD. Cc cng thc ton hc cho cc phng php ny

s c a ra trong cc phn tip theo. L thuyt tng ng i vi mi phng php s c a ra. Phng php u tin l phng php hnh hc ma trn c a ra bi Neuts. Trong phng php ny, mi quan h hnh hc gia cc vector xc sut trng thi c a ra, lm cho vic tnh ton thun tin hn. c im chnh ca phng php ny l vic tnh ton lp i lp li ma trn tc R c xc nh bi mi quan h hnh hc. Tuy nhin, phng php hnh hc ma trn gc c mt vi nhc im, c bit v phng din thi gian tnh ton. Do vy, vic ci thin hiu sut ca phng php ny (yu cu thi gian, khong khng b nh, n nh s hc) l mt vn ln. Trong nhng nm gn y, mt s ci tin cho phng php ny c nghin cu v c kt qu. Cc phng php tip theo do Latouche v Naoumov a ra. Nhng phng php ny l cc phin bn ci tin ca phng php hnh hc ma trn truyn thng. Nh vic phn tch su v cc qu trnh QBD v s dng l thuyt xc sut, Latouche a ra mt thut ton rt nhanh v n nh tnh ton ma trn tc . Thut ton ny cn c tng tc hn na bi Naoumov nh s dng ma trn ly tha. Hai phng php ny tr nn ph bin v c s dng rng ri trong nhiu lnh vc. Phng php m rng ph c pht trin bi Ram Chakka. Thay v s dng mi quan h hnh hc gia cc vector xc sut, Ram Chakka m rng ph cho cc vector ny. Cc phng trnh c a ra nh cc gi tr ring v vector ring ca a thc ma trn c trng c xy dng t cc tham s tin trnh. Nail Akar tip cn phng php gii quyt cc qu trnh QBD t phng din khc. im khi u tng ca h l vic quan st lin kt gia vic x l hng i QBD v gii quyt cc phng trnh Algebric Ricatti pht sinh trong qu trnh iu khin ti u ca l thuyt iu khin. Phng php ny ch yu da trn l thuyt v khng gian con bt bin v da trn vic tnh ton lp i lp li cc hm du ca ma trn. Ma trn tc R thu c nh vic tnh ton khng gian con bt bin ca cc ma trn tng ng.

Phng php gp np (folding method) c s dng tnh ton cc qu trnh QBD hu hn. Vic hon v chn-l c s dng trong ma trn xc sut chuyn i v vic s dng chui Markov hu hn rt gn l nhng nguyn l c bn ca phng php ny. Tri vi phng php hnh hc ma trn, phng php ny gii trc tip phng trnh Q = 0, trong l vector xc sut ti trng thi n nh, Q l ma trn sinh bi qu trnh QBD. Bng cch ly mt chui hu hn gim dn, ma trn chuyn i gc chuyn thnh dng n mc, t c th xc nh mt vector bin. V trng thi n nh c th biu din bi tch ca vector bin v chui hu hn cc h s khai trin, nn n c th c tnh trong pha khai trin ngc (backward expansion phase). Bini v Meini a ra mt thut ton nhanh, hi t bc hai v c n nh s hc cao x l vn QBD, l thut ton gim tun hon (cyclic reduction algorithm). Thut ton thu c t mt khi gim tun hon cho cc ma trn chuyn i xc sut dng Toeplitz, kt hp vi php bin i Fourier nhanh (FFT). Trn quan im hiu nng s dng, thut ton ny c th xem nh tng ng vi thut ton ca Naoumov. Phng php ETAQA (Efficient Technique for the Analysis QBD-process by Aggregation). Trong phng php ny, khng gian trng thi ca mt chui QBD c chia thnh mt s lp tng ng nh mt lut phn chia xc nh. Thay v tnh ton phn b xc sut ca tt c trng thi trong chui, ch c phn b xc sut kt tp ca cc trng thi trong mi lp mi c tnh. Cc xc sut kt tp ny cha thng tin tnh ton hiu nng. Phng php ny c chng minh l c phc tp tnh ton v chim dng b nh tt hn so vi cc phng php khc.

1.2. M T TON HC CA QU TRNH GI SINH T Mt h thng hng i c m hnh ha di dng mt chui Markov hai chiu ri rc, c khng gian trng thi hu hn hoc v hn. Trng thi ca h thng ti thi im n c m t bi 2 bin ngu nhin In v Jn. Trong , In l bin b chn v c trng cho pha, v Jn c th khng b chn (trong trng hp chui v hn) hoc b chn (trong
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trng hp chui hu hn) c trng cho mc ca h thng. Chui Markov c biu th bi X = {In, Jn; n 0} v khng gian trng thi ca n l ({0, 1, , N} {0, 1, }) trong trng hp v hn v ({0, 1, , N} {0, 1, , L}) trong trng hp hu hn. Nu h thng ch chuyn mc vi cc bc nhy 0, -1 hoc 1 th qu trnh c xem l qu trnh gi ngu nhin (QBD). Xc sut chuyn i ca chui Markov c a ra nh cc ma trn xc sut chuyn i: Aj: Ma trn chuyn i pha hon ton T trng thi (i, j) sang trng thi (k, j) (0 i, k N; j = 0, 1, ). Bj: Ma trn chuyn i tng mt mc T trng thi (i, j) sang trng thi (k, j + 1) (0 i, k N; j = 0, 1, ). Cj: Ma trn chuyn i gim mt mc T trng thi (i, j) sang trng thi (k, j 1) (0 i, k N; j = 0, 1, ). Cc ma trn Aj, Bj v Cj u c kch thc (N + 1)(N + 1). Gi s rng vi j M th cc ma trn xc sut chuyn i u khng ph thuc mc, ngha l: Aj = A, j M; Bj = B, j M 1 v Cj = C, j M. (1.1)

Vi cc ma trn ny, ma trn xc sut chuyn i ca qu trnh QBD c xy dng nh sau:

Hnh 1.1: Ma trn xc sut chuyn i ca mt qu trnh QBD (M = 4) Mt s k hiu: pi,j: Xc sut trng thi n nh ca trng thi (i, j): pi,j = vj: Vector xc sut mc: vj = (p0,j, p1,j, , pN,j); j = 0, 1, (1.3) ; i = 0, 1, , N; j = 0, 1, (1.2)

e: Vector ct gm (N + 1) phn t, tt c cc phn t u bng 1. I: Ma trn n v vi kch thc tng ng. Vi j = 0, 1, , M 1, cc phng trnh cn bng ca h thng: vj = vj-1Bj-1 + vjAj + vj+1Cj+1. (Cho rng vj-1 = 0 khi j < 1). Vi j M, phng trnh cn bng tr thnh: vj = vj-1B + vjA + vj+1C. (1.5) (1.4)

Ch rng khi h thng l hu hn (ngha l j L) th s c thm mt phng trnh bin: vL = vL-1B + vLA
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(1.6)

V tng tt c cc xc sut phi bng 1, nn ta c phng trnh:

trong trng hp v hn v

trong trng hp hu hn. tnh ton cc thng s hiu nng ca h thng trng thi n nh nhm nh c h thng, trc ht phi bit c xc sut trng thi n nh. Vic phn tch trng thi n nh c phn tch da trn phng trnh (1.4) v phng trnh (1.5). Trong phn tip theo s gii thiu mt s phng php ph bin s dng trong phn tch cc qu trnh QBD.

1.3. CC PHNG PHP TNH TON CHO QU TRNH GI SINH T V HN 1.3.1. Phng php m rng ph ng gp ln nht ca phng php m rng ph (do RamChakka a ra) l phng trnh (1.5) c th biu din di dng:

Trong k l gi tr ring th k v k l vector ring tng ng ca a thc ma trn c trng: Q() = B + A + C2 (1.10)

Ngha l chng phi tha mn phng trnh: Q() = (1.11)

Kt hp cc phng trnh (1.9) vi (1.4) v (1.7) ta c mt h phng trnh c lp tuyn tnh, vi mt nghim duy nht l v0, , vM-2, a trong a = (a0, , aN) l vector h s. 1.3.2. Phng php hnh hc ma trn Trong phng php hnh hc ma trn c in, Neuts chng minh rng nghim cho h phng trnh (1.5) c dng nh sau: vj = vM-1Rj-(M-1), j M 1 (1.12)

Trong ma trn R (ma trn tc ) l nghim khng m nh nht ca phng trnh ma trn bc 2: B + RA + R2C = R (1.13)

Khi xc nh c R, vj (j M) c th tnh ton theo vM-1. Kt hp phng trnh (1.12) vi (1.4) v (1.7) ta c mt h phng trnh c lp tuyn tnh, vi nghim duy nht l v0, , vM-1. tnh ton ma trn R vi chnh xc mong mun, mt s phng php lp c a ra nhng thp k cui ca th k 20. c im chung ca cc phng php ny l a ra cc ma trn khng m c bn G, R, U. Vi mi n M 1: G(i, l) l xc sut chui chuyn t trng thi (i, n + 1) v trng thi (l, n). R(i, l) l s ln mong mun m chui chuyn sang trng thi (l, n + 1) bt u t trng thi (i, n), cho n khi chui chuyn v li trng thi (i, n). U(i, l) l xc sut m t trng thi (i, n + 1), chui Markov chuyn v trng thi (l, n + 1) m khng chuyn qua bt c trng thi no ti mc n. Quan h gia cc ma trn ny c biu din bng h phng trnh:
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G = (I U)-1C R = B(I U)-1 U = A + BG = A + RC

(1.14) (1.15) (1.16)

ng thi, cc ma trn G, R, U l cc nghim khng m nh nht ca h phng trnh phi tuyn: G = C + AG + BG2 R = B + RA + R2C U = A + B(I U)-1C (1.17) (1.18) (1.19)

Ch rng khi mt trong 3 ma trn c tnh ton, cc ma trn cn li cng c tnh nh cc phng trnh (1.14), (1.15) v (1.16). Da vo phng trnh (1.17), (1.18) v (1.19), mt s phng php lp c a ra tnh ton G, R, U. Phng php n gin nht l s dng thut ton thay th n gin (Simple Substitution):

Hnh 1.2: Phng php lp SS tnh ton ma trn tc R Trong trng hp qu trnh QBD l qu trnh hi quy dng, mt phng php thay th khc (hnh 1.3) cng c s dng. Phng php ny c phc tp thut ton , trong IU l s vng lp cn thit t c chnh xc [6].

Hnh 1.3: Thut ton lp trong phng php hnh hc ma trn 1.3.3. Phng php gim bc logarit ca Latouche Latouche v Ramaswami pht hin ra cc c im xc sut n trong thut ton ti hnh (1.3). Ti bc lp th k, ma trn Gk c tnh ton. Gk(i, l) l xc sut m t trng thi (i, 1), chui chuyn v trng thi (l, 0) m khng chuyn v cc mc ln hn k. Ni cch khc, bc th k ch cn xem xt cc trng hp mc khng ln hn k. V vy, ti im khi to thut ton, chui ch c dch chuyn mc khng ln hn 1. Vi vng lp tip theo, chui li c dch chuyn thm mt mc so vi vng lp trc . tng chnh ca thut ton gim bc logarit nh cp trn. Ti mi bc lp, chui lun c cho php chuyn mc bng 2 ln so vi bc lp trc. H qu l, so vi thut ton trc, thut ton hi t, s bc lp gim i theo mc logarit. Thut ton gim bc logarit c m t nh sau:

Hnh 1.4: Thut ton gim bc logarit ca Latouche phc tp thut ton ca phng php ny l bc lp cn thit t c chnh xc [6]. 1.3.4. Thut ton ca Naoumov Da vo l thuyt tm tha s ma trn, Naoumov ci thin thut ton gim bc logarit. Thut ton ny gim phc tp trong mi vng lp, do t c hiu qu cao hn. Thut ton nh hnh sau: , trong ILA l s

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Hnh 1.5: Thut ton gim bc logarit c Naoumov ci thin phc tp thut ton y l thit t c chnh xc [6]. 1.3.5. Phng php da trn khng gian con bt bin Nh quan st lin kt gia vic x l hng i QBD v gii quyt cc phng trnh Algebric Ricatti pht sinh trong qu trnh iu khin ti u ca l thuyt iu khin, Nail Akar tip cn cch gii quyt ma trn R theo mt cch khc. Phng php ny ch yu da trn l thuyt v khng gian con bt bin v da trn vic tnh ton lp i lp li cc hm du ca ma trn. Nh nh ngha a thc: F(z) = zI (B + Az + Cz2) v , trong INA l s vng lp cn

Tc gi xy dng cc ma trn hp:

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v ma trn khi kt

(1.21) t T l ma trn c kch thc 2(N + 1)(N + 1), cc ct ca n l khng gian con bt bin tri ca ma trn E, v ma trn T c dng , trong T1 v T2 l cc ma

trn c kch thc (N + 1)(N + 1). Do , ma trn R c th c vit li qua biu thc: R = (T1 T2)-T(T1 + T2)-T (1.22)

tm khng gian con bt bin tri ca ma trn E, ta s dng vic lp cc hm du bng vic xy dng ma trn: Em = Trong xT = ,y= v x0, y0 l 2 vector tha mn (1.23) v

. Khng gian con bt bin tri ca E v Em l ging nhau. Hn na, hm du ca Em l Z = sgn(Em) hon ton c th xc nh c nh thut ton trong hnh (1.6). Vic tnh ton khng gian con bt bin tri ca ma trn Em c th quy v bi ton n gin hn, l tnh ton hm du Z ca n.

Hnh 1.6: Thut ton lp tnh hm du ca ma trn

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 phc tp thut ton l

, trong thnh phn u

tin lin quan ti phc tp khi tnh ton hm du, v thnh phn cui cng l phc tp khi tnh ton hng ca ma trn bi Householder QR nh s dng thut ton xoay ct (column pivoting algorithm).

1.4. CC PHNG PHP TNH TON CHO QU TRNH GI SINH T HU HN Mt gi tr hu hn ca Jn dn n vic mt qu trnh QBD c khng gian trng thi hu hn. Gi s gi tr ln nht ca Jn l L, phng trnh (1.5) vn khng thay i, ngoi tr j ch chy n L. 1.4.1. Phng php m rng ph Da trn cng thc m rng ph:

Trong , k l cc gi tr ring c gi tr tuyt i nh nht c xc nh ging nh trong phn 1.3.1, k l cc gi tr ring c gi tr tuyt i nh nht tha mn phng trnh: (1.25) Vi v ln lt l cc vector ring ng vi k v k. Khi cc gi tr ring v

vector ring c xc nh, h phng trnh tuyn tnh c xc nh t (1.4), (1.6) v (1.8) s gii c, t tnh c v0, , vM-2, a, b trong a = (a0, , aN) v b = (b0, , bN). 1.4.2. Phng php ma trn hnh hc, phng php ca Latouche v Naoumov Phng php hnh hc ma trn c biu din nh sau:
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, M1jL

(1.26)

y, w1 v w2 l cc vector cha bit c kch thc N + 1. R1 v R2 l cc nghim khng m nh nht ca cc phng trnh ma trn bc 2: (1.27) (1.28) tnh ton R1 v R2, chng ta c th s dng phng php ma trn hnh hc, thut ton ca Latouche v ca Naoumov. Khi tnh c cc ma trn R1 v R2, h phng trnh tuyn tnh c xc nh t (1.4), (1.6) v (1.8) s gii c, t tnh c v0, , vM-2, w1, w2. 1.4.3. Phng php da trn khng gian con bt bin Thc t, phng php da trn khng gian con bt bin l mt thut ton tip cn ti vic gii ng thi qu trnh QBD hu hn v v hn. Trong trng hp chui QBD hu hn, nghim c dng: , M1jL (1.29)

Trong w1 v w2 l cc vector cha bit. Dng nghim ny cng c trong phng php hnh hc ma trn v phin bn ci tin ca n. Trong phng php ny, vic tnh ton R1 v R2 da vo vic tm khng gian con bt bin bn tri v phi nh hm du ca ma trn. Xc nh cc a thc ma trn nh sau: F(z) = zI (B + Az + Cz2) v

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V cc ma trn

. ng thi xy dng ma trn (1.31)

Ma trn R1 v R2 s c tnh ton ln lt qua cc khng gian con bt bin bn tri v phi ca ma trn E. Gi s c s ca khng gian con bt bin bn tri l : R1 = (T1 T2)-T(T1 + T2)T Tng t, gi c s ca khng gian con bt bin bn phi l R2 = (U1 + U2)-T(U1 U2)T , khi : (1.33) (1.32) , khi

Cc vector bin v0, , vM-2, w1, w2 c th tnh ton nh h phng trnh c lp tuyn tnh c xy dng t (1.4), (1.6) v (1.8).

1.5. KT LUN CHNG 1 Trong chng ny, chng ta cp ti mt th loi ca chui Markov, l qu trnh Gi sinh t (QBD). ng dng ca cc qu trnh QBD c s dng rng ri trong vic phn tch cc h thng my tnh v cc mng vin thng. Chng ny cng gii thiu mt s phng php x l gn y cho vic phn tch trng thi n nh ca cc qu trnh QBD.

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