权重计划流量过程与非对称的分数动态
Marcin Magdziarz1, Wladyslaw Szczotka2
1Hugo Steinhaus Center, Faculty of Pure and Applied Mathematics, Wroclaw University of Science and Technology, Wyspianskiego 27, 50-370 Wroclaw, Poland.
Chaos (Woodbury, N.Y.)
|October 24, 2025
概括
本研究分析了一个加权的定时交通流程,具有重尾扰动. 重缩的过程汇聚到分数布朗运动,为各种领域提供了洞察力.
科学领域:
- 概率与统计学 概率与统计学
- 随机过程 随机过程
- 排队理论 排队理论
背景情况:
- 传统的定期交通模型缺乏对随机干扰的稳定性.
- 可变重量和重尾分布在现实世界系统中很常见.
- 了解非对称行为对于系统分析至关重要.
研究的目的:
- 为了研究加权计划流量过程的非对称行为.
- 通过结合随机扰动和可变权重来扩展传统的定期交通模型.
- 在重尾分布下分析收性质.
主要方法:
- 权重定时交通流程的数学建模.
- 使用随机过程理论分析非对称行为.
- 弱收分析对一个小数布朗运动.
主要成果:
- 对重新缩放过程的微分布朗运动的弱收的演示.
- 在重尾扰动假设下描述过程的行为.
- 确定影响非对称行为的关键参数.
结论:
- 带有重尾扰动的加权计划流量过程汇聚到分数布朗运动.
- 这种模型为分析复杂系统提供了更现实的框架.
- 这些发现在排队理论,电信,金融和医疗保健方面具有广泛的应用.
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