Sie sind auf Seite 1von 4

 


   !"# $&% ')(*(,+-./0(,12 %4356"7
8:9<;>=@?BAC9D?FEHGJILKLMONP9RQNTSUNV)KWN!XOYPZ[9]\/Z[9<9<ND^_;
`7a#bc`Od6b7ec`[`7a
f g hjilkm@honpilkrq.sOhjtukvn&n&honxwyn{z&h|tu}on{z&~@tuhFn
 c0u<022B6<@D2<j|P<@@!@< <!<@v

c<uR@!@@6<ou<6<<D,u6P<<<0PR0@u,|P@
<@[@D<, @|<cv@RBv<D@<
P<@,6oU
P<@,6<@
, P@P<<v,6<<FL,
, P@P<<, @H</ :
,6<oT_H<2F :

qsOhjtukvn&nhFnxilk hoBzUkv
t lR<5<j76 676c <<0 !7@|@ @j<R)< t = 0 C5@ lW!
@26J!7@|@ U6u7,c@&P<@Rj<D|@,,02D
,<@ T u7UDU 7P<j&<D<@ T @| |vR@P<
T
j<6<<D2H62 |@ | i<|)<D!@U|@ t  T i = 1, 2, . . .
jj2c|ucc_oPB_2#LW@O
u@o<6Dc<cjBR<{< Z

Z =T T
@ T = 0 H Z <<<D2<j[<DH n<j) (n 1)<j@<D<
@ <@/P[DD5R@&R {Z , n 1} <F|@D<<@cv<|oPR<
:7 & >cU]c7_222
)Pc|BR<jR Z 6<[<@D<| <DR|@ )0cHLc
<D {Z , n 1} C2c]C{!<<.&C !6  v#  _222oPR<
CP> 7  v2 P2c_2225c0cj cRT u[P 

T = Z +Z ++Z
<  T <2@|[T<6<lP<<6<6 n@|@  ,<
j!6 {T , n 0} @/j<D2c]6j6PR<U

F& [U 72_222
1

n1

Z1

Z2

t1

Z3

t2

Zn

t3

tn1

tn

O  [!@|6v7Dv!@<@/:@|[<D26<D<
  & !@< R
]6 @/ oPR@&
o 7 6[

PcL C_222 X(t) @@<DHC{X(t),


 j<tC0}U @ / B!@< 6CD@
4c@)6@cR6{:[!6<j@: cC<: P<@H6B<D2<H X(t)
(0,
t) L << <6D@,@<P<<
X(t) 0 X(0) = 0
X(t) x j<| <
X(s) X(t) c s < t
X(t) X(s)  j<j6@ P<6| <0 (s, t)
: 7 & &
o    / ,|]R RR]Rj X(t) <02CjcClJ6 o02
c6l7P@@@ <U[:!<j&H j<)<<D@<DH< 6 c@OPcC

p<<Do2@D6>p@D2,6<@|@D26 62 o26<D] i@|<@
@2 t   vco[!6<j 06P <|c@4<<662:02D
]<c)_@<D2@D6J@D2TH< <6< {t , t , . . . , t } U<6<<D2cT|6<|@D7
|@ <@: j<R< ,:<!@,<j<cDD |@:@<D@
{t }
2<DxD@ (t , t] :|/_<&R6
  
 6  ! , P<@ B@D2< X(t) [## "]c_/[Pc[Pc2 H j<
 @<D P<@< <- <0 <j[oWDW 5 ,c,<[!@C
<[<6<D@<
  
$y ,-!@<F6,@D2@ X(t) [&## "]c_:2P' &_5,o 6|@
 6%
<DvBD@
C + h) X(s + h) 6< /|@|F0R
: j<B6:@@D(s+ h,Bt +Dh)< (s, t)X(t
l X(t) X(s) cFP s < t h > 0
i

q sOhjtukvn&nhFnxilk qyh~@nUnho

, CP<@C@D2< ]jj702D<jT2c|TPR<U.  R< L


P<@uD<uO>OHP<@u@D2@ X(t) u6 @J!@<
OH< 6B2<DcTW intensidade > 0
X(0) = 0
X(t) @x6<@|@Dv6<[<6<D@<
(

Realizacao tipica de um processo de contagem


5

4.5

Numero de clientes

3.5

2.5

1.5

0.5

0
00.42

2.22 3.21

9.51
tempo (minutos)

17.31

O  vRRR/R/x6P<<j<D<H
!. j<B6@<Dv@ cP6< <0F6<jj<D t 7@<@/]o0R
c6c,O @xj< t H6c s, t > 0

(t)
P [X(t + s) X(s) = n] = e
, n = 0, 1, 2, . . .
n

n!

<o6@cRj@|/ o6xP<@|U)@x@@|@ v<02@cP6


 [X(t)] = t

E[X(t)] = t
  |@@[<u@@D@ 6 <0  (0, 1) / c <56D<
<|j<DB6![< c6jj taxa  intensidade 2@Dc6
 [ 7 >
O<<P<vj!@< 6c<<6-P<@o,O]c|vo 
|<]<|R 6c<
j<o !@<@ -@<D6
 6R<: ,@<j[< c@[<@c<j!@:,Ojc-!@<
@PR<
6|@j|@BP<@<<x6xD@B6H6
U!6<lj0  < 6 !@< O{lD@]<D @<D)<@0
 R<R5@7@<D<uv6[@<j<D 6<O<02 W|6
@]v2/7@ @ c< F!@</OC<jF66P<</6@_Ro<
<066![@<j<D
 W6R)j!P<<R (t, s) B !@<HO X(t) @ 6 jc
[<

(t, s) = min(t, s) + ts
P<<l6O [< 6C<jjP<|6c@Bc| j
D|o6<<P< c| 6@R@u!<jR@< [P<
@v|P<cu<jx!@<|6oUH]v<D<@
 |@2c|cv<
Ru2<D]@x|/<@ &@x<@jD<
X

 |@<[c<u<x|Bcc/!
 |@<@ <v<D6|@xxc<jDxcD@6
 |@c@@vP6o2@Dx@xx<0!vD<6@ <x@<0j7@P
 |@@@ <v<p6x< Rj<Dj@p|/<|c!

U  [  &c&'J6<U W><<DPcF[<F|@]@ W@<uOC<


   c|jj<B<R W&@<<W|P<@C] j<|j<vc
!@<jcj BR,[@@:RR@
 L  [  7H l  j<l2c|c/<
RFP6l2<D |
<@D7@# <oRFD@o 
j 6|R@#R::OC@ = 2
O@
<vj6cc6 o|@,2]cv2<<pD c @vD@
 
j 6<
 <6Uc6c6u u6< |2@D, u c <OD@  
j 6<
 L  Ho [ $j 0P6D@ 6,@|[F@D@@D<@Lj<j[
<D2<c:@  P<@)jU X(t) < 2 lR<:R<[<P
@ < @ <|@D:![@<j<D6cc |
q sJhjtukvn&nh ilk qyh~<n&nho kv H hF CzUi)hs
.
,|/c W||j<:<x6P<<O)7/R/@j62<c
]c@T6< @T J6@@<[0 THJ6 C<@| L <@/C@
<@<<!v|BR@RF![<6<j<D:6cF_<v] @!6
c)D@  2|B  {6@@<l@!  #D@@2l<0@@<|l
<P<v<@,@Dov2@Dcvj@ 6P<<|O /


|~@ lm<)i)h )

Das könnte Ihnen auch gefallen