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Introduccin a la Simulacin

y a la Teora de Colas

Introduccin a la Simulacin
y a la Teora de Colas
Ricardo Cao Abad
rea de Estadstica e Investigacin Operativa
Departamento de Matemticas, Facultad de Informtica
Universidade da Corua

Ficha de catalogacin bibliogrfica


Introduccin a la simulacin y a la teora de colas 1 Edicin
Ricardo Cao Abad
NETBIBLO, S.L., A Corua, 2002
ISBN: 84-9745-017-5
Materia: Matemticas computacionales: 519.6
Formato: 17 x 24 Pginas: 224

INTRODUCCIN A LA SIMULACIN Y A LA TEORA DE COLAS


No est permitida la reproduccin total o parcial de este libro, ni su tratamiento informtico, ni la transmisin de ninguna forma o por cualquier medio, ya sea electrnico, mecnico, por fotocopia, por registro u otros mtodos, sin el permiso previo y por escrito de
los titulares del Copyright.
DERECHOS RESERVADOS 2002, respecto a la primera edicin en espaol, por
NETBIBLO, S.L.
Avda. Manuel Azaa, 56, 3 A
15011 A Corua (Espaa)
http://www.netbiblo.com
editorial@netbiblo.com
ISBN: 84-9745-017-5
Deposito Legal: C-1867-2002
Editor: Carlos Iglesias
Diseo: Artia>DLF Jose DelaFuente
Compuesto en: Centerprint, S.L. Eduardo Bveda
Impreso en: Josman Press
IMPRESO EN ESPAA - PRINTED IN SPAIN.

AUTOR

Catedrtico de Universidad del rea de Estadstica e Investigacin Operativa en el Departamento de Matemticas de la Universidade da Corua (UDC). En
los ltimos aos ha impartido diversas asignaturas de Simulacin y Teora de Colas
en las distintas titulaciones de la Facultad de Informtica de la UDC.
Doctor en Matemticas por la Universidad de Santiago de Compostela,
Ricardo Cao es autor de otros seis libros y ms de una treintena de artculos de investigacin en revistas de prestigio internacional como The Annals of Statistics,
Journal of the American Statistical Association, Technometrics, Scandinavian
Journal of Statistics, Journal of Econometrics, Test, Canadian Journal of
Statistics, Computational Statistics and Data Analysis y Journal of Statistical
Planning and Inference, entre muchas otras.
Ha sido vocal del Consejo Acadmico de Estadstica de la Sociedad de Estadstica e Investigacin Operativa (SEIO), es miembro fundador de la Sociedade
Galega para a Promocin da Estatstica e da Investigacin de Operacins (SGAPEIO) y miembro de la Sociedad Bernoulli y de la Sociedad Espaola de Biometra. Asimismo es Editor Asociado de la revista Test desde 1996.
Para ms informacin: http://www.udc.es/dep/mate/ricardo/homepage.htm

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51815 Ho frqwudvwh gh Nroprjrur0Vpluqr 1 1 1 1 1 1 1 1 1 1 1
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615 Ho pwrgr gh dfhswdflq uhfkd}r 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
61514 Hflhqfld gho dojrulwpr 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
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71414 Hflhqfld gho dojrulwpr 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
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716 Ho pwrgr gh od wdeod jxd 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
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81418 Od glvwulexflq ehwd 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
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PARTE I
SIMULACIN ESTOCSTICA

1
Introduccin a la simulacin

Introduccin a la simulacin

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15

16

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

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}rqdeoh sdud hvwh vlvwhpd hv ho gh xwlol}du xqd yduldeoh dohdwruld f '  E c fD
+|d txh vh vxsrqh txh od prqhgd wlhqh od plvpd suredelolgdg gh fdud txh gh
fux},1 Edmr hvwh prghor/ vh wudwdud gh fdofxodu  Ef ' 21 Hq hvwh fdvr od
uhvroxflq dqdowlfd hv idfwleoh | px| vhqflood=
   2  

 Ef ' 2 '
' ' f .D
2
2
H
2
Od vlpxodflq frqvlvwlud hq rewhqhu qphurv dohdwrulrv +hq rughqdgru, sdud
uhsolfdu duwlfldophqwh orv wuhv odq}dplhqwrv hq judq fdqwlgdg gh rfdvlrqhv/
revhuydqgr od iuhfxhqfld uhodwlyd frq od txh dsduhfhq h{dfwdphqwh grv fdudv1
Hv reylr txh/ hq xqd vlwxdflq frpr hvwd/ od h{shulphqwdflq uhdo wlhqh od
ghvyhqwdmd gh od ohqwlwxg1 Xqd yh} frqvwuxgr/ ho prghor od uhvroxflq dqdowlfd
uhvxowd h{dfwd h lqphgldwd |/ sru wdqwr/ suhihuleoh d od uhvroxflq dsur{lpdgd
phgldqwh vlpxodflq1 Fxhvwlq glvwlqwd hv vl ho prghor uh hmd dghfxdgdphqwh
od uhdolgdg1 Dv/ sru hmhpsor/ vl od prqhgd qr glhvh ljxdo suredelolgdg d fdud
| fux}/ ho prghor qr vhud dghfxdgr | od uhvroxflq phgldqwh ho plvpr vhud
lqfruuhfwd1 Reyldphqwh hvwh sureohpd qr or wlhqh od h{shulphqwdflq vreuh
od vlwxdflq uhdo1 Hq uhdolgdg/ hq xq fdvr frpr hvh/ judfldv d od lqihuhqfld
hvwdgvwlfd/ srgud irupxoduvh rwur prghor pv dghfxdgr1
Hmhpsor 5 Vxsqjdvh ho vljxlhqwh mxhjr= xq mxjdgru odq}d xqd prqhgd +der0
qdqgr xq hxur sru fdgd odq}dplhqwr, kdvwd txh ho qphur gh fdudv vxshuh
hq wuhv do qphur gh fuxfhv rewhqlgdv1 Hq hvh prphqwr ho mxjdgru uhfleh
43 xqlgdghv prqhwduldv1 Uhvxowd uhqwdeoh mxjduB Gh qxhyr dtx od h{shul0
phqwdflq uhdo hv px| ohqwd1 Od prghol}dflq sxhgh uhdol}duvh gh qxhyr jud0
fldv d od whrud gh od suredelolgdg1 Hq hvwd rfdvlq/ vlq hpedujr/ od uhvroxflq
dqdowlfd vhud frpsolfdgd +vdoyr txh vh whqjdq frqrflplhqwrv gh fdghqdv gh
Pdunry,1 Sduhfh/ sru wdqwr/ frqyhqlhqwh xqd dsur{lpdflq phgldqwh vlpx0
odflq1 Vh wudwdud sru wdqwr gh lu uhsolfdqgr duwlfldophqwh ho odq}dplhqwr

Introduccin a la simulacin

gh od prqhgd vlpxodqgr xq judq qphur gh srvleohv sduwlgdv | h{dplqdqgr od


suglgd r jdqdqfld phgld1

417 Yhqwdmdv h lqfrqyhqlhqwhv gh od vlpxodflq


Yhqwdmdv=
41 Hq fdvrv hq orv txh od uhvroxflq dqdowlfd qr sxhgh oohyduvh d fder1
51 Fxdqgr h{lvwhq phglrv gh uhvroyhu dqdowlfdphqwh ho sureohpd shur glfkd
uhvroxflq hv frpsolfdgd | frvwrvd1
61 Vl vh ghvhd h{shulphqwdu dqwhv gh txh h{lvwd ho vlvwhpd1
71 Fxdqgr hv lpsrvleoh h{shulphqwdu vreuh ho vlvwhpd uhdo sru vhu glfkd
h{shulphqwdflq ghvwuxfwlyd1
81 Hq rfdvlrqhv hq odv txh od h{shulphqwdflq vreuh ho vlvwhpd hv srvleoh
shur qr wlfd1
91 Hv gh xwlolgdg hq vlvwhpdv txh hyroxflrqdq px| ohqwdphqwh hq ho wlhpsr1
Lqfrqyhqlhqwhv=
41 Od frqvwuxfflq gh xq exhq prghor sxhgh vhu xqd wduhd px| oderulrvd1
51 Iuhfxhqwhphqwh ho prghor rplwh yduldeohv r uhodflrqhv lpsruwdqwhv hqwuh
hoodv1
61 Uhvxowd gliflo frqrfhu od suhflvlq gh od vlpxodflq/ hvshfldophqwh hq or
uhodwlyr d od suhflvlq gho prghor irupxodgr1
Hmhuflflr 41714 Xqd frpsdd shwuroihud gheh ghflglu hq fxo gh grv sxqwrv
+D E, kd gh uhdol}du xqd shuirudflq sdud h{wudhu shwuohr1 Od surixqglgdg
hvwlpdgd gh od erovd gh shwuohr hq dperv sxqwrv hv gh 8: p1 hq D | 73 p1
hq E1 Ghvgh hvwh prphqwr kdvwd ho lqvwdqwh hq txh vh frphq}du d shuirudu hv
srvleoh txh oohjxh xqd qxhyd pdtxlqduld +or fxdo rfxuuh frq xqd suredelolgdg gh
f.,1 Gxudqwh od shuirudflq sxhgh surgxfluvh xqd dyhud hq od pdtxlqduld1
Hq edvh d hvwxglrv uhwurvshfwlyrv vh hvwlpd txh glfkd dyhud rfxuuh frq xqd
suredelolgdg gh fe fS vl vh shuirud hq D E/ uhvshfwlydphqwh/ xvdqgr od
pdtxlqduld qxhyd1 Hq fdvr gh xwlol}du od ylhmd pdtxlqduld/ odv suredelolgdghv
gh dyhud vrq f2H | fb sdud dperv sxqwrv +D | E,1 Lqghshqglhqwhphqwh gho
wlsr gh pdtxlqduld xwlol}dgd | gho sxqwr grqgh vh kd ghflglgr shuirudu/ fxdqgr
vh surgxfh dyhud/ vwd sxhgh vhu judqgh +frq gxudflq gh wuhv gdv, frq sur0
edelolgdg gh f D1 Hq rwur fdvr od dyhud hv shtxhd h lpsolfd xq vor gd vlq

17

18

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

shuirudu1 Vdelhqgr txh od shuirudflq dydq}d d xqd yhorflgdg gh 6 p1 sru gd


hq ho sxqwr D | 5 p1 sru gd hq ho sxqwr E/ vh wudwd gh gdu uhvsxhvwd/ phgldqwh
vlpxodflq/ d od suhjxqwd hq tx sxqwr hv pv uhqwdeoh shuiruduB/ dwhqglhqgr
d txh ho wlhpsr kdvwd txh vh oohjd do shwuohr vhd pqlpr1 Kdfhu xq gldjudpd
gh xmr gho dojrulwpr gh vlpxodflq hq hvwh frqwh{wr1

418 Frqwhqlgrv gh od sduwh gh vlpxodflq


D or odujr gho suhvhqwh wh{wr/ orv frqwhqlgrv gh vlpxodflq txh vh yhuq vrq orv
vljxlhqwhv=
41 Hvwxglr gh orv pwrgrv pv lpsruwdqwhv gh jhqhudflq gh qphurv svhx0
grdohdwrulrv hq ho lqwhuydor Efc / fhqwudqgr qxhvwud dwhqflq hq orv jh0
qhudgruhv frqjuxhqfldohv1 Vh uhylvduq orv pwrgrv frqjuxhqfldohv lpsoh0
phqwdgrv hq dojxqrv ohqjxdmhv gh surjudpdflq | eleolrwhfdv gh uxwlqdv
hvwdgvwlfdv1 Wdpelq vh gdu xqd ylvlq gh odv glihuhqwhv phglgdv hvwdgv0
wlfdv sdud frqwudvwdu od fdolgdg gh xqd jhqhudgru gh qphurv dohdwrulrv1
51 Pwrgrv xqlyhuvdohv +r jhqhudohv, gh vlpxodflq gh glvwulexflrqhv frqwl0
qxdv= derugdqgr orv pwrgrv gh lqyhuvlq | gh dfhswdflq uhfkd}r1
61 Pwrgrv xqlyhuvdohv gh vlpxodflq gh glvwulexflrqhv glvfuhwdv1 Dtx vh
hvwxglduq ho pwrgr gh od wudqvirupdflq fxdqwlo +frq evtxhgd vhfxhq0
fldo | hohfflq gh hwltxhwdgr swlpr,/ dojrulwprv edvdgrv hq uerohv gh
Kxpdq/ ho pwrgr gh od wdeod jxd | ho pwrgr gh wuxqfdplhqwr1
71 Xq frqmxqwr gh pwrgr hvshffrv gh vlpxodflq sdud odv glvwulexflrqhv
glvfuhwdv | frqwlqxdv pv lpsruwdqwhv1
81 Xqd euhyh lqfxuvlq d od vlpxodflq gh glvwulexflrqhv pxowlglphqvlrqdohv/
frphqwdqgr dojxqrv pwrgrv jhqhudohv | sduwlfxodul}dqgr wdpelq do
fdvr lpsruwdqwh gh od qrupdo pxowlyduldqwh1
91 Dojxqdv fxhvwlrqhv sufwlfdv vreuh ho glvhr gh h{shulphqwrv gh vlpx0
odflq/ ghglfdqgr hvshfldo dwhqflq d odv wfqlfdv gh uhgxfflq gh od yd0
uldq}d1

2
Generacin de nmeros
pseudoaleatorios uniformes en (0,1)

Generacin de nmeros pseudoaleatorios uniformes en (0,1)

51 0
514 Lqwurgxfflq
Fdvl wrgrv orv pwrgrv gh vlpxodflq vh edvdq hq od srvlelolgdg gh jhqhudu
qphurv dohdwrulrv frq glvwulexflq LEfc 1 Kdvwd ho judq ghvduuroor gh orv
rughqdgruhv orv qphurv dohdwrulrv vh rewhqdq sru surfhglplhqwrv h{shulphq0
wdohv +orwhudv/ uxohwdv, | vh dopdfhqdedq hq wdeodv1 Hq od dfwxdolgdg hvwrv
qphurv vrq jhqhudgrv sru rughqdgru | vh ghqrplqdq svhxgrdohdwrulrv |d
txh/ hq uhdolgdg/ wrgrv orv qphurv gh od vxfhvlq txh vh jhqhud vrq suhghfl0
eohv d sduwlu gho sulphur/ oodpdgr vhplood1 Hq fxdotxlhu fdvr/ wrgr jhqhudgru
gh qphurv svhxgrdohdwrulrv pqlpdphqwh dfhswdeoh gheh frpsruwduvh frpr
vl vh wudwdvh gh xqd pxhvwud jhqxlqd gh gdwrv lqghshqglhqwhv gh xqd L Efc 1

51414 Surslhgdghv ghvhdeohv gh xq jhqhudgru gh qphurv svhxgrdohdwrulrv


Sdud srghu xwlol}du vlq uhvhuydv xq jhqhudgru gh qphurv svhxgrdohdwrulrv vwh
gheh vdwlvidfhu orv frqwudvwhv hvwdgvwlfrv pv kdelwxdohv hq hvwh frqwh{wr= orv
gh dohdwrulhgdg +orv frqwudvwhv gh udfkdv r orv gh vdowrv,/ orv gh lqghshqghqfld
+frpr orv edvdgrv hq dxwrfruuhodflrqhv/ ho whvw gh Omxqj0Er{/ ho frqwudvwh gh
sduhv vhuldgrv/ hwf, | orv gh erqgdg gh dmxvwh d xqd LEfc  +hqwuh hoorv ho whvw
fkl0fxdgudgr | ho gh Nroprjrur0Vpluqr,1 Wdpelq h{lvwhq rwurv frqwudvwhv
hvshffrv txh wudwdq gh lqgdjdu d od yh} vreuh ydulrv gh orv dvshfwrv dqwhulruhv1
Hqwuh hoorv ghvwdfdprv ho frqwudvwh gho srnhu | ho gho frohfflrqlvwd1
Dghpv gh hvwdv surslhgdghv gh wlsr hvwdgvwlfr h{lvwhq rwurv uhtxlvlwrv
frpsxwdflrqdohv1 Xqrv | rwurv sxhghq uhvxpluvh hq od vljxlhqwh olvwd1
Uhtxlvlwrv ghvhdeohv sdud xq jhqhudgru
41 Surgxflu pxhvwudv vhjq xqd glvwulexflq LEfc 1
51 Sdvdu orv frqwudvwhv gh dohdwrulhgdg h lqghshqghqfld pv kdelwxdohv1
61 Txh od vxfhvlq jhqhudgd vhd uhsurgxfleoh d sduwlu gh od vhplood1
71 Whqhu xqd orqjlwxg gh flfor wdq judqgh frpr vh ghvhh1
81 Jhqhudu ydoruhv d dowd yhorflgdg1
91 Rfxsdu srfd phpruld1

21

22

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

515 Pwrgr gh orv fxdgudgrv phglrv


Hv ghelgr d yrq Qhxpdqq | wlhqh ixqgdphqwdophqwh vor lqwhuv klvwulfr1
41 Vh wrpd xq qphur hqwhur lqlfldo/ %f / oodpdgr vhplood/ gh 2? fliudv
51 Vh hohyd do fxdgudgr/ rewhqlhqgr xq qphur gh e? fliudv +frpsohwdqgr/
txl}/ frq fhurv d od l}txlhugd,1
61 Vh frqvlghud % ho qphur hqwhur irupdgr sru odv 2? fliudv fhqwudohv1
71 Vh hohyd do fxdgudgr % | vh uhslwh ho surfhvr dqwhulru wdqwdv yhfhv frpr
vhd suhflvr1
%
81 Ilqdophqwh vh frqvlghudq orv qphurv  ' 2? / |d hq ho lqwhuydor Efc 1
f
Hmhpsor 6 Wphvh ? ' 2 | %f ' e221 Uhvxowd=
%f ' e22 %2f ' SmbbfHmHe % ' bbfH %2 ' bHmSHemSe
%2 ' SHe %22 ' f2mH DHmDS % ' H DH %2 ' SbmHDSmSe
%e ' HDS %2e ' . m2bf.m2 %D ' 2bf. %2D ' fHmeDfSmeb
Gh hvwd irupd/ orv qphurv svhxgrdohdwrulrv hq Efc  vrq
f ' fe22  ' fbbfH 2 ' fSHe  ' fH HD
e ' fHDS D ' f2bf.
Vljxlhqgr/ gh qxhyr/ frq ? ' 2/ shur wrpdqgr frpr vhplood %f ' .fH/ vh
rewlhqh
%f
%2
%e
%S
%H

' .fH
' ff
' Sff
' eff
' Sff

%2f
%22
%2e
%2S

' m.eb2mSe
' fmSbffmff
' .m2ffmff
' SmHffmff

%
%
%D
%.

' .2b2
' Sbff
' 2ff
' Hff

%2
%2
%2D
%2.

' DSm ffmSe


' e.mSffmff
' femeffmff
' SDmSffmff

Dv sxhv/ frpr %H ' %e / orv ydoruhv ec D c S c . vh uhshwluq flfolfdphqwh gh


irupd lqghqlgd1 Hvwh wlsr gh ihqphqrv gh flfor fruwr vrq vx pd|ru lqfrq0
yhqlhqwh1

516 Pwrgr gh Ohkphu


Ho pwrgr frqvlvwh hq orv vljxlhqwhv sdvrv=
41 Vh wrpd frpr vhplood xq qphur hqwhur/ %f / gh ? fliudv1

Generacin de nmeros pseudoaleatorios uniformes en (0,1)

51 Vh holjh rwur hqwhur/ S/ gh & fliudv1 Vxhoh wrpduvh & ?1


61 Vh fdofxod %f  S/ qphur gh/ d or vxpr/ ? n & fliudv1
71 Vh vhsdudq odv & fliudv gh od l}txlhugd gh %f  S | do qphur irupdgr sru
odv ? fliudv uhvwdqwhv vh oh uhvwd ho txh irupdq hvdv & fliudv gh od l}txlhugd/
gdqgr oxjdu d % 1
81 Vh uhslwh hvwh surfhvr wdqwdv yhfhv frpr vhd qhfhvdulr1
91 Vh ghyxhoyhq orv ydoruhv  '

%
1
f2?

Hmhpsor 7 Wrpdqgr ? ' e/ & ' 2/ %f ' e22 | S ' .S/ vh rewlhqh
%f
%
%2
%
%e
%D

' e22
' 2e
' S2b2
' HeD
' HbDb
' fHS

%f  S ' m 2.2
%  S ' 2emS S
%2  S ' e.mHb2
%  S ' Smbf2f
%e  S ' SHmfHHe
%D  S ' fSm2fS

2.2  ' 2e
S S  2e ' S2b2
Hb2  e. ' HeD
bf2f  S ' HbDb
fHHe  SH ' fHS
2fS  fS ' 2ff

Gh hvwd irupd
f ' fe22  ' f 2e 2 ' fS2b2  ' fHeD
e ' fHbDb D ' ffHS
Wrgdyd hq ho fdvr gh txh ? ' e | & ' 2/ shur frq %f ' 2fff | S ' Df/ vh
wlhqh %f S ' fmffff | dv % ' fffff ' f f1 Hvwh hv suhflvdphqwh xqr
gh orv shruhv lqfrqyhqlhqwhv gh hvwh pwrgr= od dsdulflq gh lwhudqwhv qhjdwlyrv1
Wdpelq dsduhfhq/ frq iuhfxhqfld/ flforv fruwrv +hq sduwlfxodu/ ho fhur hv xq
ydoru devruehqwh gh hvwh jhqhudgru,1

517 Pwrgrv frqjuxhqfldohv


Vh edvdq hq od lghd gh frqvlghudu xqd frpelqdflq olqhdo gh orv owlprv & hqwhurv
jhqhudgrv | fdofxodu vx uhvwr do glylglu sru xq hqwhur mr 61 Frqvlghuduhprv
wdq vor ho pwrgr frqjuxhqfldo vlpsoh txh surfhgh frpr vljxh=
41 Hohjlu xq qphur hqwhur srvlwlyr 6 +qrupdophqwh hq uhodflq frq ho wlsr
gh hqwhurv txh vh yd d xvdu, | rwurv grv qphurv hqwhurv/ @ | S/ wdohv txh
f @ 6 | f  S 61
51 Ilmdu od vhplood %f / xq ydoru hqwhur lqlfldo txh fxpsod f  %f 61

23

24

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

61 Rewhqhu gh irupd uhfxuuhqwh


%? ' E@%?3 n S 4L_ 6
sdud ? ' c 2c   
71 Ghyroyhu orv ydoruhv ? '

%?
/ ? ' fc c   
6

Gdgdv odv surslhgdghv dojheudlfdv gh od vxpd | ho surgxfwr hq ho frqmxqwr


gh fodvhv gh uhvwr pgxor 6 +txh hv xq dqloor, vh wlhqh txh fxdotxlhu rwud
hohfflq gh @ S pd|ruhv r ljxdohv txh 6 wlhqh xq htxlydohqwh yhulfdqgr od
uhvwulfflq lpsxhvwd1 Fxdqgr wrpdprv S ' f ho jhqhudgru vh glfh frqjuxhqfldo
pxowlsolfdwlyr1
Hmhpsor 8 Frqvlguhvh xq jhqhudgru frqjuxhqfldo frq 6 ' H/ @ ' D/ S ' e=
%? ' ED%?3 n e 4L_ H
Wrpdqgr frpr vhplood orv ydoruhv D 2 vh rewlhqh=
%f ' D % ' D %2 ' D   
%f ' 2 % ' S %2 ' 2 % ' S   
txh suhvhqwdq flforv gh orqjlwxg 4 | 5 uhvshfwlydphqwh1
Fdpeldqgr ho ydoru gh S d 2 vh wlhqh %? ' ED%?3 n 2 4L_ H | dv/
%f ' D % ' %2 ' % ' . %e ' D   
%f ' 2 % ' e %2 ' S % ' f %e ' 2   
grqgh dperv flforv vrq gh orqjlwxg fxdwur1
Ilqdophqwh ghmdqgr ho plvpr ydoru gh 6 shur holjlhqgr @ ' D | S ' D/ vh
wlhqh %? ' ED%?3 n D 4L_ H/ txh frqgxfh d
%f
%D
%f
%D

'D
'2
'2
'

%
%S
%
%S

'S
'.
'.
'e

%2
%.
%2
%.

'
'f
'f
'

%
%H
%
%H

'e
'D
'D
'2

%e '

%e ' S


frq flfor gh orqjlwxg ;/ txh hv ho p{lpr ydoru srvleoh1

51714 Jhqhudgruhv frqjuxhqfldohv gh flfor p{lpr


Dghpv gh odv surslhgdghv hvwdgvwlfdv ghvhdeohv sdud fxdotxlhu jhqhudgru/ xqd
fxhvwlq lpsruwdqwh sdud orv jhqhudgruhv frqjuxhqfldohv +frpr vh kd ylvwr hq
orv hmhpsorv suhylrv, hv od gh jdudqwl}du txh ho flfor gho jhqhudgru vhd p{lpr

Generacin de nmeros pseudoaleatorios uniformes en (0,1)

+r/ fxdqgr phqrv/ px| hohydgr,1 Hq od sufwlfd wudwdu gh wrpduvh ho flfor ljxdo
r px| su{lpr do qphur gh hqwhurv gh wlsr odujr gho ohqjxdmh hq fxhvwlq1
Hq jhqhudo/ vh ghqh od orqjlwxg gho flfor +r shurgr, gh xq jhqhudgru gh
qphurv svhxgrdohdwrulrv xqliruphv/ frpr ho phqru qphur hqwhur srvlwlyr/
R/ txh fxpsoh txh h{lvwh xq ?f qdwxudo wdo txh %nR ' % sdud wrgr  '
?f c ?f n c    Hq ho fdvr gh xq jhqhudgru frqjuxhqfldo pl{wr ho p{lpr ydoru
sdud ho shurgr hv 61 Hvwr hv dv srutxh hq hvwh wlsr gh jhqhudgruhv %? hv
ixqflq xqyrfd gho dqwhulru lwhudqwh/ %?3 1 Dv/ edvwd/ sru wdqwr/ txh vh uhslwd
dojxq ydoru hq od vxfhvlq gh orv %? sdud txh wrgr vh uhslwd ffolfdphqwh d sduwlu
gh o1 Fpr orv ydoruhv srvleohv sdud orv %? vrq orv hqwhurv fc c    c 6  /
hqwrqfhv hv reylr txh/ d or vxpr ghvsxv gh 6 jhqhudflrqhv gheh kdehu xqd
uhshwlflq hq od vxfhvlq1 Wdpelq hv px| iflo ghprvwudu txh vl xq jhqhudgru
frqjuxhqfldo wlhqh flfor p{lpr sdud flhuwd hohfflq gh od vhplood/ hqwrqfhv or
wlhqh sdud fxdotxlhu rwud1
Xq uhvxowdgr txh vluyh sdud fdudfwhul}du tx surslhgdghv ghehq fxpsolu orv
sduphwurv gh xq jhqhudgru frqjuxhqfldo sdud txh whqjd shurgr p{lpr hv
ho Whruhpd gh Nqxwk +4<9<,1
Whruhpd 9 +Nqxwk, Odv vljxlhqwhv frqglflrqhv vrq qhfhvduldv | vxflhqwhv
sdud txh xq jhqhudgru frqjuxhqfldo frq sduphwurv 6/ @ | S/ whqjd shurgr
p{lpr +l1h1 R ' 6,1
41 S | 6 vrq sulprv hqwuh v +l1h1 4U_ ESc 6 ' ,1
51 @  hv powlsor gh wrgrv orv idfwruhv sulprv gh 6 +l1h1 @  4L_ }/
sdud wrgr } idfwru sulpr gh 6,1
61 Vl 6 hv powlsor gh e/ hqwrqfhv @  wdpelq or kd gh vhu +l1h1 6 
f 4L_ e , @  4L_ e,1
D od ox} gho Whruhpd gh Nqxwk/ hv iflo gduvh fxhqwd srutx vor ho whufhur
gh orv jhqhudgruhv gho hmhpsor dqwhulru whqd shurgr swlpr1

51715 Jhqhudgruhv frqjuxhqfldohv gh dojxqrv ohqjxdmhv | eleolrwhfdv gh uxwlqdv


Hq rughqdgruhv elqdulrv hv px| frpq hohjlu 6 ' 2q 6 ' 2q  / grqgh
q ghshqgh gho wdpdr gh sdodeud +wslfdphqwh 6 vhu ho pd|ru hqwhur uhsuh0
vhqwdeoh hq ho rughqdgru r xqd xqlgdg pd|ru txh o,1 Hq ohqjxdmhv/ frpr ho /
hq ho txh h{lvwhq wlsrv gh hqwhurv srvlwlyrv +hqwuh f | 2q , od hohfflq 6 ' 2q
shuplwh dkruudu od rshudflq gh fdofxodu ho uhvwr gh od glylvlq hqwuh 6 txh
dsduhfh hq ho jhqhudgru frqjuxhqfldo1 Od ud}q hv txh/ do fdofxodu @%?3 n S
| vor srghu dopdfhqduor frq q elwv/ orv elwv vreudqwhv +fruuhvsrqglhqwhv d 2q /
2qn /    , vh ghvhfkdq/ rewhqlhqgr suhflvdphqwh xq qphur hqwuh f | 2q  txh
glhuh gho ydoru h{dfwr gh @%?3 n S hq xq powlsor gh 6 ' 2q 1 Hvwr hv wdqwr

25

26

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

frpr ghflu txh ho ydoru txh dopdfhqd ho rughqdgru do fdofxodu @%?3 n S +shu0
glhqgr orv elwv pv vljqlfdwlyrv, hv suhflvdphqwh ho txh vh ghvhded fdofxodu
E@%?3 n S 4L_ 61
Hq orv jhqhudgruhv frq 6 ' 2q uhvxowd hvshfldophqwh iflo h{suhvdu odv
frqglflrqhv gho Whruhpd gh Nqxwk gh irupd pxfkr pv vhqflood1 Dv/ do vhu
6 xqd srwhqfld gh 2/ vx qlfr idfwru sulpr hv ho 2 |/ sru wdqwr od sulphud
frqglflq htxlydoh d txh S vhd lpsdu1 Sdud q  2 vh wlhqh txh 6 hv powlsor
gh e |/ sru wdqwr od whufhud frqglflq lpsrqh txh @  wdpelq or vhd1 Sru
owlpr/ gh qxhyr sru vhu ho 2 ho qlfr idfwru sulpr gh 6/ od vhjxqgd frqglflq
shglud txh @  ixhvh sdu/ or fxdo |d hv frqvhfxhqfld gh txh vhd powlsor gh
e1 Hq uhvxphq/ vl 6 ' 2q / frq q  2/ ho jhqhudgru frqjuxhqfldo wlhqh shurgr
p{lpr vl | vor v S hv lpsdu | @ ' e& n / vlhqgr & xq qphur qdwxudo1
Dojxqrv jhqhudgruhv kdelwxdohv hq ohqjxdmhv frq hqwhurv +frq vljqr, gh 69
elwv fruuhvsrqghq d odv hohfflrqhv
6 ' 2 D
6 ' 2 D

@ ' 2. n S '
@ ' DD
S'

Wrgrv hoorv wlhqhq wlhqhq shurgr p{lpr +h ljxdo d 2 D * ee  ff ,1


Rwurv jhqhudgruhv frqjuxhqfldohv sdud hqwhurv +frq r vlq vljqr, gh 65 elwv
| dojxqrv ohqjxdmh r eleolrwhfdv txh orv xvdq r orv kdq xvdgr hq ho sdvdgr vrq
6 ' 2
6 ' 2 
6 ' 2 
6 ' 2 2

@ ' eDb2Sb
@ ' SHf.
@ ' S f SffS
@ ' SS SfHbe

S ' eD HfD2eD
S'f
DSO/ LPVO | VLPSO2L
S'f
Dojxqrv IRUWUDQ
S'f
Dkuhqv | Glhwhu +4<:7,

Dxqtxh vor ho sulphur wlhqh shurgr p{lpr/ orv ghpv or wlhqhq px| hohydgr1
Ho ohqjxdmh F +edmr XQL[, srvhh xq jhqhudgru frqjuxhqfldo gh qphurv
svhxgrdohdwrulrv gh 7; elwv= ho gudqg7;1 Vxv sduphwurv vrq 6 ' 2eH / @ '
2D2ebf b. | S ' 1 Od vhplood vh lqlfldol}d phgldqwh od vhqwhqfld vudqg7;+,
lqwurgxflhqgr frpr dujxphqwr xq hqwhur gh 65 elwv txh fruuhvsrqgh d orv 65
elwv pv vljqlfdwlyrv gh %f +hqwhur gh 7; elwv,1 Orv 49 elwv gh phqru rughq vh
wrpdq vlhpsuh frlqflghqwhv frq ho qphur +ghflpdo, 463:31 Orv sduphwurv @
| S vh sxhghq prglfdu sru ho xvxdulr ghvgh rwudv uxwlqdv gho F1 Orv ydoruhv
sru ghihfwr sdud hvwdv fdqwlgdghv riuhfhq xq jhqhudgru gh shurgr p{lpr |d
txh 6 ' 2q / frq q ' eH/ S hv lpsdu | @ ' S f .2Db.b  e n 

518 Phglgdv hvwdgvwlfdv gh od fdolgdg gh xq jh0


qhudgru gh qphurv dohdwrulrv
Od pd|rud gh orv frqwudvwhv hvwdgvwlfrv sdud hvwxgldu od fdolgdg gh xq jhqh0
udgru gh qphurv dohdwrulrv vh edvdq hq phglu srvleohv glvfuhsdqfldv +hq dojq

Generacin de nmeros pseudoaleatorios uniformes en (0,1)

vhqwlgr, gh odv pxhvwudv jhqhudgdv sru ho pwrgr hq fxhvwlq frq uhvshfwr d odv
klswhvlv gh dohdwrulhgdg/ lqghshqghqfld | dmxvwh d xqd glvwulexflq L Efc 1
Hq fdvl wrgrv orv fdvrv vh dfded uhfxuulhqgr d xq frqwudvwh gh wlsr fkl0
fxdgudgr hq ho txh vh frpsdudq odv iuhfxhqfldv hvshudgdv/ e / gh flhuwdv prgd0
olgdghv/ frq odv revhuydgdv/ J / phgldqwh ho hvwdgvwlfr
('

&
[
EJ  e 2
'

e

txh vhjxlu/ dsur{lpdgdphqwh/ xqd glvwulexflq 2&3 / edmr od klswhvlv qxod


txh vh frqwudvwd1 D frqwlqxdflq ghwdoodprv dojxqrv gh orv frqwudvwhv pv
kdelwxdohv1

51814 Ho frqwudvwh fkl0fxdgudgr


Sdud oohyduor d dfder/ hv qhfhvdulr glylglu ho lqwhuydor Efc  hq & vxelqwhuyd0
orv +qrupdophqwh gh od plvpd orqjlwxg,1 Gh hvd irupd od prgdolgdg 0vlpd
c & / sdud  ' c 2c    c &1 Gh hvwd irupd/
vhu vlpsohphqwh ho vxelqwhuydor d 3
&
ghvsxv gh vlpxodu xq judq qphur/ ?/ gh ydoruhv/ f c f2 c    c f? / phgldqwh
ho jhqhudgru fdofxoduhprv odv iuhfxhqfldv revhuydgdv hq fdgd lqwhuydor | odv
frqiurqwduhprv frq odv hvshudgdv +e ' ?& , phgldqwh ho hvwdgvwlfr (1 Sdud txh
od glvwulexflq 2&3 vhd xqd dsur{lpdflq ud}rqdeoh d od gho hvwdgvwlfr | dv
ho frqwudvwh sxhgd dsolfduvh vxhoh shgluvh od frqglflq pqlpd gh txh e  D
sdud wrgr 1

51815 Ho frqwudvwh gh Nroprjrur0Vpluqr


Vh edvd hq ho fofxor gh od p{lpd glvfuhsdqfld hqwuh od ixqflq gh glvwulexflq
whulfd +8 E% ' %/ vl % 5 dfc o/ hq hvwh fdvr, | od glvwulexflq hpsulfd gh od
pxhvwud jhqhudgd/ gdgd sru
8? E% '

rif  %j
c ;% 5 dfc o
?

Hvwd glvfuhsdqfld vh fdofxod phgldqwh ho hvwdgvwlfr


(? ' tT m8? E%  8 E%m c
%MU

fx|d glvwulexflq +od g gh Nroprjrur, hvw wdexodgd1

27

28

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

51816 Ho frqwudvwh gho frohfflrqlvwd


Frqvlvwh hq mdu xq hqwhur srvlwlyr/  / | glvfuhwl}du orv ydoruhv jhqhudgrv/
f c f2 c    c f? / gh od irupd g  f h n / grqgh g%h ghqrwd od sduwh hqwhud gh
%1 Gh hvwd irupd vh frqvljxh xqd vxfhvlq gh hqwhurv dohdwrulrv fx|rv ydoruhv
hvwq frpsuhqglgrv hqwuh |  1 Dkrud vh surfhgh +frpr xq frohfflrqlvwd, d
frqwdelol}du fxo hv ho qphur/ '/ +dohdwrulr, gh ydoruhv d jhqhudu kdvwd txh vh
frpsohwd od frohfflq gh wrgrv orv hqwhurv hqwuh |  1 Reyldphqwh/ edmr odv
klswhvlv gh dohdwrulhgdg | glvwulexflq L Efc / fdgd srvleoh hqwhur hqwuh |
 wlhqh od plvpd suredelolgdg gh dsduhfhu hq fdgd jhqhudflq |/ sru wdqwr/
uhvxowd srvleoh fdofxodu od glvwulexflq gh suredelolgdg gh '1 Gh hvwd irupd
srghprv xwlol}du orv ydoruhv fdofxodgrv gh odv suredelolgdghv
 E' '   c  E' '  n  c   
sdud fdofxodu odv iuhfxhqfldv hvshudgdv gh fdgd fodvh | frqiurqwduodv frq odv
revhuydgdv yd ho hvwdgvwlfr fkl0fxdgudgr1
H{lvwhq yduldv hohfflrqhv frpxqhv gh  / dv frpr shtxhdv yduldqwhv gho
frqwudvwh=
Wrpdqgr  ' D frq fodvhv ' ' D/ ' ' S/    / ' ' b/ '  2f1
Dsolfdqgr ho whvw d sduwlu gh od whufhud fliud ghflpdo
Hvwr htxlydoh d frqvlghudu fff gff  f h hq oxjdu gh f hq ho sodqwhdplhq0
wr dqwhulru1
Hq dperv fdvrv/ odv suredelolgdghv gh odv fodvhv ylhqhq gdgdv sru
 E' ' D ' ff Heffff
 E' ' . ' ffbbHefff
 E' ' b ' ffeDfbee
 E' '  ' ffH HSeD
 E' '  ' ffSf2bb
 E' ' D ' ffefHS2ff
 E' ' . ' ff2.f2S
 E' ' b ' ff.SfHD.

 E' ' S ' ff.SHffff


 E' ' H ' ff.D2fff
 E' ' f ' ffbDe...S
 E' ' 2 ' ff.S bfe
 E' ' e ' ffeb.bD.
 E' ' S ' ff ff.
 E' ' H ' ff2HebS
 E'  2f ' ff.eeHD

Holjlhqgr  ' f
Wrpdqgr odv fdwhjrudv +frq vxv fruuhvsrqglhqwhv suredelolgdghv, frpr vljxh=
 Ef  '  b ' f. 2DD  E2f  ' ' 2  ' f.eb2 Hf
 E2e  '  2. ' f.DfHH  E2H  '  2 ' f. e2f
 E  '  b ' fD2SfDS  E'  ef ' fDSHD Hf

Generacin de nmeros pseudoaleatorios uniformes en (0,1)

51817 Frqwudvwhv gh vdowr


Gdgrv grv qphurv k | q wdohv txh f  k q  / orv frqwudvwhv gh vdowrv
wudwdq gh h{dplqdu/ sdud fdgd ydoru jhqhudgr/ f / vl vh fxpsoh k  f  q/
dqrwdqgr/ hq hvh fdvr/ xq +f hq fdvr frqwudulr,1 Hq hvwdv frqglflrqhv/ od
suredelolgdg gh txh dsduh}fd xq hv R ' q  k | od gh txh dsduh}fdq  fhurv
ghvgh od dsdulflq gh xq xqr kdvwd od gho vljxlhqwh xqr hv R ' R E  R /
 ' fc c 2c    +txh fruuhvsrqgh d xqd glvwulexflq jhrpwulfd,1 Gh qxhyr
sxhgh dsolfduvh ho whvw fkl0fxdgudgr d odv fodvhv uhvxowdqwhv1
Odv hohfflrqhv pv kdelwxdohv gh k | q gdq oxjdu d orv vljxlhqwhv frqwudvwhv=
Ho whvw gh udfkdv edmr od phgldqd
Frqvlvwh hq wrpdu k ' f | q ' *21
Ho whvw gh udfkdv vreuh od phgldqd
Fruuhvsrqgh do fdvr k ' *2 | q ' 1
Ho whvw gho whuflr phglr
Txh qr hv pv txh od hohfflq k ' * | q ' 2* 1

51818 Ho frqwudvwh gh shupxwdflrqhv


Gdgd od vxfhvlq gh qphurv svhxgrdohdwrulrv jhqhudgd vh frqvlghudq eor0
txhv gh A ydoruhv frqvhfxwlyrv1 Fdgd xqr gh orv eortxhv sxhgh suhvhqwdu xqd
fxdotxlhud gh odv A - srvleohv rughqdflrqhv gh hvrv A ydoruhv1 Dghpv/ gh vhu ho
jhqhudgru dghfxdgr/ fdgd srvleoh rughqdflq rfxuulu frq ljxdo suredelolgdg=

1 Ho whvw frqvlvwh hq revhuydu xqd judq qphur gh eortxhv | frpsdudu odv


Aiuhfxhqfldv revhuydgdv gh fdgd srvleoh rughqdflq frq odv hvshudgdv phgldqwh
ho whvw fkl0fxdgudgr1 Odv hohfflrqhv pv frpxqhv vrq A ' / e/ D1

51819 Ho frqwudvwh gho srnhu


Hq xq sulphu prphqwr vh surfhgh frpr hq ho frqwudvwh gho frohfflrqlvwd frq
 ' f1 D sduwlu gh dtx kd| yduldv irupdv gh dfwxdu=
Srnhu 4
Vh wrpdq frqmxqwrv vxfhvlyrv gh flqfr hqwhurv |/ sdud fdgd xqr/ vh ghwhuplqd
fxo gh odv vljxlhqwhv srvlelolgdghv vh gd=

29

30

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

41 Xq plvpr hqwhur vh uhslwh flqfr yhfhv +deuhyldgdphqwh/ ,1


51 Xq plvpr hqwhur vh uhslwh fxdwur yhfhv | rwur glvwlqwr dsduhfh xqd yh}
+,1
61 Xq hqwhur vh uhslwh wuhv yhfhv | rwur glvwlqwr vh uhslwh grv +,1
71 Xq hqwhur vh uhslwh wuhv yhfhv | rwurv grv glvwlqwrv dsduhfhq xqd yh} fdgd
xqr +,1
81 Xq hqwhur vh uhslwh grv yhfhv/ rwur glvwlqwr vh uhslwh wdpelq grv yhfhv |
xq whufhu hqwhur glihuhqwh dsduhfh xqd vod yh} +,1
91 Xq hqwhur vh uhslwh grv yhfhv | rwurv wuhv glvwlqwrv dsduhfhq xqd yh} fdgd
xqr +(,1
:1 Orv flqfr hqwhurv txh dsduhfhq vrq wrgrv glvwlqwrv +(.,1
Edmr od klswhvlv gh dohdwrulhgdg | dmxvwh d xqd L Efc / sxhghq fdofxoduvh
odv suredelolgdghv gh hvwdv prgdolgdghv=
 E ' ffffc  E ' fffeDc  E ' fffbfc
 E ' ff.2fc  E ' ffHfc  E( ' fDfefc
 E(. ' f f2e
Hv iuhfxhqwh txh odv fodvhv  |  vh djuxshq d od krud gh
dsolfdu ho whvw fkl0fxdgudgr/ |d txh/ hq fdvr frqwudulr/ od uhvwulfflq kdelwxdo
e  D oohydud d txh ffff  ?D  D/ hv ghflu/ ?  2Dffff1
Srnhu 5
Dojr wdpelq edvwdqwh kdelwxdo hv xvdu frqmxqwrv gh flqfr hqwhurv +frpr hq
ho fdvr dqwhulru, shur ghqlhqgr odv fdwhjrudv vhjq ho qphur gh hqwhurv
glvwlqwrv gh hqwuh orv flqfr revhuydgrv1 Dv
 E4 hqwhur glihuhqwh ' ffffc  E5 hqwhurv glihuhqwhv ' ff Dc
 E6 hqwhurv glihuhqwhv ' fHffc  E7 hqwhurv glihuhqwhv ' fDfefc
 E8 hqwhurv glihuhqwhv ' f f2ec
surfhglhqgr iuhfxhqwhphqwh d djuxsdu odv grv sulphudv prgdolgdghv1
Srnhu 6
D phqxgr vh frqvlghudq frqmxqwrv gh fxdwur hqwhurv1 Hq wdo fdvr/
 E ' fffc  E ' ff Sc  E ' ff2.c
 E ' fe 2c  E( ' fDfec
vlhqgr wdpelq edvwdqwh kdelwxdo ho djuxsdu odv grv sulphudv fdwhjrudv1

Generacin de nmeros pseudoaleatorios uniformes en (0,1)

5181: Ho frqwudvwh gh odv udfkdv dvfhqghqwhv


Hv edvwdqwh pv frpsolfdgr gh mxvwlfdu txh orv dqwhulruhv1 Hq wuplqrv lqwx0
lwlyrv/ vh edvd hq odv orqjlwxghv gh odv udfkdv dvfhqghqwhv txh dsduhfhq hq od
vxfhvlq gh qphurv dohdwrulrv1

5181; Ho frqwudvwh gh sduhv vhuldgrv


Od lghd frqvlvwh hq mdu xq hqwhur   2 | frqvlghudu orv hqwhurv g  f h n /
wrpdu dkrud hvwrv ydoruhv dsduhdgrv | xwlol}du ho frqwudwh fkl0fxdgudgr frq0
vlghudqgr frpr fdwhjrudv orv srvleohv sduhv Ec  wdohv txh c  5 ic 2c    c  j1
Dv vh phglu od glvfuhsdqfld hqwuh od iuhfxhqfldv revhuydgdv hq hvwdv fdwhjrudv
| odv hvshudgdv/ ljxdohv wrgdv d ?2 2 1 Od hohfflrqhv pv iuhfxhqwhv vrq  ' /
f 2f1

5181< Ho frqwudvwh gh Omxqj0Er{


Frqvlvwh hq mdu xq hqwhur srvlwlyr/ 6/ fdofxodu odv dxwrfruuhodflrqhv pxhv0
wudohv=
S?
E%  % E%3&  %
o E& ' '&n
S?
2
' E%  %
|/ dsduwlu gh hoodv/ rewhqhu ho hvwdgvwlfr
' ' ? E? n 2

6
[
o E&2
&'

?&

txh/ edmr od klswhvlv gh lqghshqghqfld/ vh glvwulex|h dsur{lpdgdphqwh vhjq


xqd 263 1

518143 Fkl0fxdgudgr vreuh fkl0fxdgudgr


Wrgrv orv frqwudvwhv dqwhulruhv vh kdq sodqwhdgr ghvgh od shuvshfwlyd gh od uh0
dol}dflq gh xqd qlfd suxhed1 Hv ghflu/ vh wrpd xq qphur/ ? +qrupdophqwh
judqgh,/ gh ydoruhv rewhqlgrv sru ho jhqhudgru | vh uhdol}d ho frqwudvwh hyd0
oxdqgr ho hvwdgvwlfr | frpsduqgror frq ho sxqwr fuwlfr gh xqd fkl0fxdgudgr
sdud ghflglu vl vh dfhswd r uhfkd}d od klswhvlv +lqghshqghqfld/ dmxvwh/ dohdwr0
ulhgdg,1 Hq uhdolgdg wlhqh pxfkr pv vhqwlgr od uhdol}dflq gh xq judq qphur
gh suxhedv/ hydoxdqgr hq fdgd xqd ho ydoru gho hvwdgvwlfr |/ r elhq revhuydu

31

32

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

txh od sursruflq gh uhfkd}rv gho whvw vh dsur{lpd do ydoru qrplqdo mdgr


+qrupdophqwh k ' ff k ' ffD,/ r pv suhflvdphqwh dsolfdqgr/ gh qxh0
yr/ ho frqwudvwh fkl fxdgudgr sdud frpsuredu ho dmxvwh gh od glvwulexflq gho
hvwdgvwlfr d od fkl0fxdgudgr hvshflfdgd edmr od klswhvlv qxod1

519 Hmhuflflrv sursxhvwrv


41 Hvwxgldu ho shurgr gho jhqhudgru frqjuxhqfldo= %?n ' Eff2 %? n
ef 4L_ ff2ffc ? ' %? *ff2ff1
51 Wlhqhq shulrgr p{lpr orv vljxlhqwhv jhqhudgruhvB
+d, %?n ' E2%? n  4L_ b
+e, %?n ' E2%?  4L_ b
+f, %?n ' E2%? n  4L_ ef
+g, %?n ' E%? n 2 4L_ e
61 Gdu xq jhqhudgru frqjuxhqfldo pl{wr/ gh shurgr p{lpr/ xvdqgr hqwhurv
gh ; elwv1 Mxvwlitxhvh vx rswlpdolgdg1 Xwlol}dqgr frpr vhplood ho hqwhur
fhur/ rewhqhu orv fxdwur sulphurv ydoruhv jhqhudgrv vhjq ho dojrulwpr
rewhqlgr dqwhulruphqwh
71 Gdgr ho jhqhudgru frqjuxhqfldo ghqlgr sru
%?n ' E%? n  4L_ 2S
%?n
?n '
c ? ' fc c   
2S
sdud hqwhurv srvlwlyrv gh 49 elwv/ hv gh flfor p{lprB Jr}d gh exhqdv
surslhgdghv hvwdgvwlfdvB Mxvwlfdu odv uhvsxhvwdv1 Vl qr or hv/ frqvwuxlu
rwur jhqhudgru/ sdud hvh plvpr wdpdr gh sdodeud/ txh vhd gh flfor
p{lpr1
81 Hv vlhpsuh suhihuleoh xq jhqhudgru frqjuxhqfldo frq shurgr p{lpr d
rwur fx|r shurgr vhd od plwdgB Ud}rqdu od uhvsxhvwd1
91 Hv gh flfor swlpr ho vljxlhqwh jhqhudgru frqjuxhqfldo gh qphurv svhx0
grdohdwrulrvB
%? ' E2D%?3 n H 4L_ f2e/
%?
? ' / ? ' c 2c   
6
Mxvwlfdu od uhvsxhvwd1 Wrpdqgr frpr vhplood %f ' ef/ fdqwr ydoh ho
ydoru D2f2 B

3
Mtodos universales para la
simulacin de variables contnuas

Mtodos universales para la generacin de variables contnuas

61 0
Hq or txh vljxh vh h{srqguq grv gh orv pwrgrv jhqhudohv sdud vlpxodu glv0
wulexflrqhv frqwlqxdv= ho pwrgr gh lqyhuvlq | ho gh dfhswdflq2uhfkd}r1 Dp0
erv vrq dsolfdeohv d judq qphur gh frqwh{wrv/ vlq pv txh od glvwulexflq txh
vh ghvhd vlpxodu whqjd flhuwdv fdudfwhuvwlfdv1 Hq dperv fdvrv od khuudplhq0
wd lqglvshqvdeoh hv dojq pwrgr gh jhqhudflq gh qphurv svhxgrdohdwrulrv
xqliruphv hq +3/4,1

614 Ho pwrgr gh lqyhuvlq


Hv ho pwrgr xqlyhuvdo sru dqwrqrpdvld sdud vlpxodu glvwulexflrqhv frqwlqxdv1
Wdpelq d yhfhv vh frqrfh frpr pwrgr gh Prqwhfduor1 Hvw edvdgr hq ho
vljxlhqwh uhvxowdgr whulfr1
Whruhpd : +gh lqyhuvlq, Vhd f xqd yduldeoh dohdwruld frq ixqflq gh glv0
wulexflq 8 / frqwlqxd h lqyhuwleoh1 Hqwrqfhv/ od yduldeoh dohdwruld L ' 8 Ef/
wudqvirupdgd gh od ruljlqdo phgldqwh vx sursld ixqflq gh glvwulexflq/ wlhqh
g
 Frpr frqvhfxhqfld/ vl L '
L Efc  hqwrqfhv od yduldeoh
glvwulexflq L Efc 1
3
8 EL  wlhqh ixqflq gh glvwulexflq 8 +od plvpd glvwulexflq txh od gh f,1
Ghprvwudflq= Ghqrwdqgr sru C od ixqflq gh glvwulexflq gh L | gdgr
xq ydoru  5 Efc / vh wlhqh




C E '  Et   '  E8 Ef   '  f  8 3 E ' 8 8 3 E ' 
Sru rwud sduwh hv reylr txh C E ' f vl   f | C E ' vl   / frq or fxdo
C hv od ixqflq gh glvwulexflq gh xqd L Efc 1 Od vhjxqgd sduwh hv wulyldo/ |d
txh/ do vhu 8 lqyhuwleoh
f ' 8 3 E8 Ef ' 8 3 EL  c
whqlhqgr L glvwulexflq L Efc 1
Ho uhvxowdgr dqwhulru gd slh do vljxlhqwh dojrulwpr jhqulfr sdud vlpxodu
fxdotxlhu yduldeoh frqwlqxd frq ixqflq gh glvwulexflq 8 lqyhuwleoh=
Dojrulwpr +pwrgr gh lqyhuvlq,
41 Jhqhudu L  L Efc 1
51 Ghyroyhu f ' 8 3 EL 1

35

36

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

Hmhpsor ; Gdu xq dojrulwpr/ edvdgr hq ho pwrgr gh lqyhuvlq/ sdud vlpxodu


od glvwulexflq h{srqhqfldo gh sduphwur b : f1
Od ixqflq gh ghqvlgdg gh xqd i T Eb hv

be3b% vl %  f
s E% '
f
vl % f
| vx ixqflq gh glvwulexflq=

8 E% '

 e3b%
f

vl %  f
vl % f

txh hv frqwlqxd h lqyhuwleoh hq ho lqwhuydor dfc 41 Revuyhvh txh


% ' 8 3 E / 8 E% '  /  e3b% ' 
*? E  

/   ' e3b% / % ' 
b
Frpr frqvhfxhqfld/ ho dojrulwpr vhud
41 Jhqhudu L  L Efc 1
*? E  L 
1
51 Ghyroyhu f ' 
b
Ho dojrulwpr dqwhulru sxhgh deuhylduvh hq wlhpsr gh fofxor vl hq oxjdu gh
xvdu  L vh xwlol}d ho qphur dohdwrulr jhqhudgr L 1 Hvwr qr dihfwd d od
g
g
ydolgh} gho pwrgr sxhv vl L ' L Efc  hqwrqfhv  L ' L Efc  |/ sru wdqwr/
g
} EL  ' } E  L sdud fxdotxlhu wudqvirupdflq }1 Rwur khfkr txh shuplwh
dkruud judq fdqwlgdg gh fofxorv fxdqgr +frpr vxhoh vhu kdelwxdo, vh yd d
oodpdu xq judq qphur gh yhfhv do jhqhudgru/ frqvlvwh hq ghqlu lqlfldophqwh
xqd yduldeoh u '  b / txh shuplwlu hylwdu od rshudflq gh fdpelr gh vljqr hq
oodpdgdv vxfhvlydv | vxevwlwxlu xqd glylvlq sru xqd pxowlsolfdflq +pv uslgd
gh surfhvdu,1 Hq uhvxphq hvwd yhuvlq vlpsolfdgd gho dojrulwpr uhvxowd=
31 Kdfhu u ' *b
41 Jhqhudu L  L Efc 1
51 Ghyroyhu f ' u  *? L
61 Uhshwlu orv sdvrv 405 wdqwdv yhfhv frpr vh suhflvh1
1
0.8
0.6
U
0.4
0.2

Lqwhusuhwdflq jufd gho dojrulwpr gh lqyhuvlq1

Mtodos universales para la generacin de variables contnuas

61414 Yhqwdmdv h lqfrqyhqlhqwhv gho pwrgr gh lqyhuvlq


Od yhqwdmd pv lpsruwdqwh gho pwrgr gh lqyhuvlq hv txh/ hq jhqhudo/ hv
dsolfdeoh d fxdotxlhu glvwulexflq frqwlqxd1 Qr revwdqwh ho pwrgr suhvhqwd
dojxqrv lqfrqyhqlhqwhv1
Lqfrqyhqlhqwhv gho pwrgr gh lqyhuvlq
Lqfrqyhqlhqwhv gho pwrgr gh lqyhuvlq
41 Hq rfdvlrqhv od ixqflq gh glvwulexflq qr wlhqh xqd h{suhvlq h{soflwd
+sru hmhpsor sdud od glvwulexflq qrupdo,1

51 D yhfhv/ dq whqlhqgr xqd h{suhvlq h{soflwd sdud 8 E%/ hv lpsrvleoh


ghvshmdu % hq od hfxdflq 8 E% '  +hv ghflu/ hqfrqwudu xqd h{suhvlq
h{soflwd sdud 8 3 E,1

61 Dq vlhqgr srvleoh hqfrqwudu % ' 8 3 E/ sxhgh rfxuulu txh hvwd h{suh0
vlq vhd frpsolfdgd | frqoohyh xqd judq ohqwlwxg gh fofxor1

71 Ho sulphur gh orv lqfrqyhqlhqwhv h{sxhvwr sxhgh/ d yhfhv/ vxevdqduvh


phgldqwh ho xvr gh dsur{lpdflrqhv gh od glvwulexflq hq fxhvwlq r ph0
gldqwh wdexodflrqhv gh od plvpd1 Ho vhjxqgr vxhoh derugduvh phgldqwh
od xwlol}dflq gh pwrgrv qxpulfrv sdud od uhvroxflq dsur{lpdgd gh od
hfxdflq 8 E% ' 1 Ho pd|ru sureohpd sufwlfr txh hvwr frqoohyd hv od
qhfhvlgdg gh uhvroyhu qxpulfdphqwh xqd hfxdflq fdgd yh} txh vh ghvhh
jhqhudu xq qxhyr qphur dohdwrulr txh vljd hvd glvwulexflq +vlq txh orv
fofxorv khfkrv sdud ho dqwhulru ydoru vlpxodgr vhdq gh d|xgd,1

61415 Dojxqdv glvwulexflrqhv txh sxhghq vlpxoduvh sru ho pwrgr gh lqyhuvlq


D frqwlqxdflq vh lqfox|hq dojxqdv glvwulexflrqhv txh vh sxhghq vlpxodu iflo0
phqwh phgldqwh ho pwrgr gh lqyhuvlq1 Vh dgmxqwd xqd irupd vlpsolfdgd gho
pwrgr txh wlhqh sru remhwr hylwdu fofxorv lqqhfhvdulrv +wdo | frpr vh kl}r hq
ho hmhpsor gh od h{srqhqfldo,1

37

38

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

Qrpeuh |
ghqvlgdg
i T Eb +b : f,
be3b% /
vl %  f
Fdxfk|

Z E n %2 
Wuldqjxodu hq Efc @
2
%
/

@
@
vl f  %  @
Sduhwr +@c K : f,
@K@
/
%@n
vl %  K
Zhlexoo +bc k : f,
k
kbk %k3 e3Eb% /
vl %  f

 e3b%

*? L
*? E  L

b
b
 


|@? Z L 
|@? ZL
2


@hU|@? %
n
2
Z


%2
2
%
@
2@


Irupd
vlpsolfdgd

8 3 EL

8 E%

 @
K
%
k

 e3Eb%



s
@  L
K


s 
@  L
K

E  L 

L *@

E *? E  L *k
b

E *? L *k
b

*@

61416 Lqyhuvlq dsur{lpdgd


Frpr vh frphqw dqwhulruphqwh/ hq fdvrv hq orv txh qr hv srvleoh ghwhupl0
qdu xqd h{suhvlq h{soflwd sdud 8 E% r hq orv txh qr vh sxhgh kdoodu od gh
vx lqyhuvd/ sxhgh rswduvh sru hqfrqwudu h{suhvlrqhv vhqfloodv txh dsur{lphq
ud}rqdeohphqwh elhq od ixqflq 8 3 E1 D frqwlqxdflq vh ghwdood od dsur{l0
pdflq hqfrqwudgd sru Rghk | Hydqv sdud od qrupdo hvwqgdu1
Hvwrv dxwruhv frqvlghudq od ixqflq dx{loldu
s

s
 2 *? 
c
} E '
2 *?  s
 2 *? 
vlhqgr  E% '

e
[
'f

@ % |  E% '

e
[

K % / frq

'f

@f ' f 222 2e fHH


@2 ' f e22e2fHHDe.
@e ' fffffeD Se22feH
K ' fDHHDHD.febD
K ' ff D ..D2HDf

@ ' 
@ ' ff2fe2 2f2eD
Kf ' ffbb eHeS2SfSf
K2 ' fD f eS2 SS
Ke ' fff HDSf.ffS e

Od dsur{lpdflq frqvlvwh hq xwlol}du } E   hq oxjdu gh 8 3 E sdud orv


* df32f c f32f o
ydoruhv gh  5 df32f c 2 o | } E vl  5 d 2 c f32f o1 Sdud  5
32f
+txh vor rfxuuh frq xqd suredelolgdg gh 2  f , od dsur{lpdflq qr hv
uhfrphqgdeoh1

Mtodos universales para la generacin de variables contnuas

Dojrulwpr gh Rghk | Hydqv


41 Jhqhudu L  L Efc  
51 Vl L f32f L :  f32f hqwrqfhv yroyhu d 41
61 Vl L fD hqwrqfhv kdfhu f ' } E  L vlqr kdfhu f ' } EL  
71 Ghyroyhu f

615 Ho pwrgr gh dfhswdflq uhfkd}r


Hv xq pwrgr xqlyhuvdo dowhuqdwlyr do gh lqyhuvlq txh hvw dgdswdgr do fdvr
hq txh/ dxqtxh vh ghvfrqr}fd xqd iupxod h{soflwd sdud 8 E% r vhd gliflo gh
uhvroyhu 8 E% ' / v vh glvsrqjd gh xqd h{suhvlq +suhihuleohphqwh vhqflood,
sdud od ixqflq gh ghqvlgdg s E%1 Ho pwrgr hvw edvdgr hq ho vljxlhqwh
uhvxowdgr whulfr1
Whruhpd < +gh dfhswdflrq2uhfkd}r, Vhd f xqd yduldeoh dohdwruld frq ixq0
flq gh ghqvlgdg s | vhd L rwud yduldeoh dohdwruld/ lqghshqglhqwh gh od dqwh0
ulru/ frq glvwulexflq L Efc 1 Hqwrqfhv/ sdud fdgd S : f/ od yduldeoh dohdwr0
uld elglphqvlrqdo Efc S  L  s Ef wlhqh glvwulexflq xqliruph hq ho uhflqwr
 ' iE%c + 5 U2 *f  +  Ss E%j1 Uhfsurfdphqwh/ vl gdgd xqd ixqflq
gh ghqvlgdg s / xq yhfwru dohdwrulr Efc t  wlhqh glvwulexflq xqliruph vreuh ho
frqmxqwr / hqwrqfhv/ vx sulphud frpsrqhqwh/ f/ hv xqd yduldeoh dohdwruld
xqlglphqvlrqdo frq ixqflq gh ghqvlgdg s 1
Ho whruhpd dqwhulru hvwdeohfh od htxlydohqfld hqwuh od vlpxodflq gh ghqvl0
gdghv xqlglphqvlrqdohv | od vlpxodflq gh yduldeohv elglphqvlrqdohv frq glv0
wulexflq xqliruph vreuh ho klsrjudir gh S  s E% +ho frqmxqwr gh sxqwrv gho
sodqr txh txhgdq sru ghedmr gh od jufd gh S  s shur sru hqflpd gho hmh R[,1
Od lghd gho dojrulwpr frqvlvwlu hq xwlol}du ho uhfsurfr hq ho whruhpd sdud
vlpxodu ydoruhv gh hvh wlsr gh glvwulexflrqhv elglphqvlrqdohv | oxhjr wrpdu od
sulphud frpsrqhqwh1 Sdud vlpxodu ydoruhv gh hvd glvwulexflq elglphqvlrqdo vh
xvd wdpelq ho whruhpd hq vhqwlgr gluhfwr dsolfqgror d rwud ghqvlgdg dx{loldu
}/ iflo gh vlpxodu1
Vxsqjdvh txh vh ghvhd vlpxodu xqd glvwulexflq frq ghqvlgdg s | txh qr
hv idfwleoh kdfhuor sru ho pwrgr gh lqyhuvlq1 Frqvlguhvh rwud glvwulexflq/
frq ghqvlgdg }/ iflo gh vlpxodu/ gh irupd txh h{lvwd flhuwd frqvwdqwh S : f wdo
txh
s E%  S  } E% / sdud wrgr % 5 U1
Ghqdprv orv klsrjudirv gh s | gh S  }=
s ' iE%c + *f  +  s E%j c
S} ' iE%c + *f  +  S  } E%j 

39

40

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

Judfldv d od frqglflq dqwhulru/ vh wlhqh txh s  S} 1


Gdgr txh od ghqvlgdg } hv iflo gh vlpxodu/ sxhgh dsolfduvh od sulphud sduwh
gho whruhpd gh dfhswdflq2uhfkd}r sdud hqfrqwudu xqd yduldeoh dohdwruld elgl0
phqvlrqdo/ EAc t / frq glvwulexflq xqliruph vreuh S} 1 Dfhswdqgr wdq vor
orv ydoruhv gh EAc t  txh shuwhqh}fdq d s vh whqgu xqd yduldeoh elglphq0
vlrqdo frq glvwulexflq xqliruph vreuh s 1 Wfqlfdphqwh kdeodqgr hvwdprv
dupdqgr txh od glvwulexflq frqglflrqdgd EAc t  mEAct Ms hv xqliruph vreuh
s 1 Ilqdophqwh od vhjxqgd sduwh gho whruhpd shuplwh rewhqhu xqd yduldeoh frq
ghqvlgdg s vlq pv txh wrpdu od sulphud frpsrqhqwh gho sdu rewhqlgr1
Gh irupd pv ghwdoodgd/ ho pwrgr frqvwdud gh orv vljxlhqwhv sdvrv=
41 Jhqhudu xq ydoru A frq ghqvlgdg }1
51 Xwlol}du ho whruhpd sdud hqfrqwudu xq sdu EAc t  frq glvwulexflq xql0
iruph hq S} 1
61 Frpsuredu vl EAc t  5 s | hq fdvr dupdwlyr kdfhu f ' A 1 Hq fdvr
frqwudulr yroyhu do sdvr 41
Ho sdu gh ydoruhv EAc t  vh rewlhqh vlpsohphqwh vlpxodqgr L  L Efc  |
ghqlhqgr t ' S  L  } EA 1 Dghpv/ od frqglflq EAc t  5 s txh kd| txh
frpsuredu hq ho owlpr sdvr htxlydoh d t  s EA 1 Whqlhqgr wrgr hvwr hq
fxhqwd ho dojrulwpr surfhghud frpr vljxh1
Dojruwlpr gh dfhswdflq2uhfkd}r
41 Uhshwlu
4141 Jhqhudu L  L Efc  | A frq ghqvlgdg }1
51 Kdvwd txh S  L  } EA   s EA  
61 Ghyroyhu f ' A
Hmhpsor 43 +ghqvlgdghv dfrwdgdv hq xq lqwhuydor fhuudgr, Vhd s xqd
ixqflq gh ghqvlgdg fxdotxlhud frq vrsruwh hq xq lqwhuydor fhuudgr d@c Ko +hv
ghflu/ i%*s E% 9' fj ' d@c Ko, gh wdo irupd txh < : f wdo txh s E%  
;% +hv ghflu/ s hv dfrwdgd vxshulruphqwh,1 Hq hvwh fdvr sxhgh wrpduvh frpr
ghqvlgdg dx{loldu }/ od gh xqd L d@c Ko1 Hq hihfwr/ wrpdqgr S '  EK  @ |
whqlhqgr hq fxhqwd txh

vl % 5 d@c Ko
K3@
} E% '
f
vl % 5
* d@c Ko
S
vh wlhqh txh s E%   ' K3@
' S  } E%/ ;% 5 d@c Ko1 Dv sxhv/ ho dojrulwpr
txhgdud frpr vljxh=
41 Uhshwlu
4141 Jhqhudu Lc T  L Efc 1
4151 Kdfhu A ' @ n EK  @ T 1
51 Kdvwd txh   L  s EA 1
61 Ghyroyhu f ' A 1

Mtodos universales para la generacin de variables contnuas

61514 Hflhqfld gho dojrulwpr


Gdgr txh ho dojrulwpr gh dfhswdflq2uhfkd}r uhslwh orv sdvrv 405 xq qphur
dohdwrulr gh yhfhv/ vhu lpsruwdqwh phglu/ gh dojxqd irupd/ od hflhqfld gho
plvpr1 Hq sulphu oxjdu/ h{lvwhq uhvwulfflrqhv reyldv sdud od frqvwdqwh S txh
kd gh hohjluvh hq ho dojruwlpr1 Dv/ ghelgr do khfkr gh txh s E%  S  } E%/ vh
wlhqh
]
]
' s E% _%  S } E% _% ' Sc
oxhjr S  1 Sxhgh ghprvwuduvh dghpv txh vl S ' hqwrqfhv s | } vhudq ghq0
vlgdghv fruuhvsrqglhqwhv d od plvpd glvwulexflq +ljxdohv vdoyr hq xq frqmxqwr
gh suredelolgdg fhur, |/ sru wdqwr/ vl } hv iflo gh vlpxodu ljxdophqwh iflo or
vhud s 1 Dv sxhv/ vh wlhqh S : 1
Od frpsuredflq txh dsduhfh hq ho sdvr 5 gho dojrulwpr hv S  L  } EA  
s EA 1 Od suredelolgdg gh dfhswdflq gh hvwd frqglflq hv
U
s E% _%

duhd Es 
U
'
' 
R'
duhd ES} 
S
S  } E% _%
1 Ho xmr gho dojrulwpr
Gh vwd vh rewlhqh od suredelolgdg gh uhfkd}r= ^ ' S3
S
hv dohdwrulr | ho qphur gh uhshwlflrqhv gh orv sdvrv 405 kdvwd srghu jhqhudu xq
ydoru gh s +sdvr 6, hv xqd yduldeoh dohdwruld/  / frq glvwulexflq jhrpwulfd
+hqwhqglgd vwd frpr ho qphur gh suxhedv qhfhvduldv kdvwd rewhqhu ho sulphu
{lwr,1 Hq wdohv flufxqvwdqfldv ho qphur phglr gh uhshwlflrqhv gh orv sdvrv
405 hv
. E '

' Sc
R

oxhjr S sxhgh lqwhusuhwduvh frpr ho qphur phglr gh frpsdudflrqhv qhfhvduldv


+r gh uhshwlflrqhv gh orv sdvrv 405/ r gh sduhv gh yduldeohv EAc L  txh vh qhfh0
vlwdq jhqhudu, kdvwd rewhqhu xq ydoru vlpxodgr gh od yduldeoh f1 Hv reylr/
sru wdqwr/ txh fxdqwr pv fhufdqr d 4 vhd ho ydoru gh S pv hflhqwh vhu ho
dojrulwpr1
Hmhuflflr 61514 Gdu xq dojrulwpr sdud vlpxodu od ixqflq gh ghqvlgdg gdgd

E %2 n 2% n 2 vl % 5 dfc 2o/ fhur hq rwur fdvr1 Hvwxgldu vx


sru s E% ' S
hflhqfld1

61515 Hohfflq gh S
Xqd yh} mdgd od ghqvlgdg } hv reylr txh ho phmru ydoru gh S +txh ghqrwduhprv
sru Srsw , vh rewlhqh do hqfrqwudu ho pv shtxhr qphur uhdo S txh yhulfd

41

42

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

E%
/ sdud wrgr % gho vrsruwh gh } +txh kd gh
s E%  S  } E%/ hv ghflu= S  s}E%
frqwhqhu do gh s ,1
Gh hvwd irupd/ kd gh fxpsoluvh txh s E% 9' f , } E% 9' f | dghpv

s E%

%*}E%:f } E%

S  4@

Dv sxhv/ ho phqru ydoru srvleoh txh fxpsoh hvwd frqglflq hv


Srsw ' 4@

%*}E%:f

s E%

} E%

Hmhpsor 44 +Vlpxodflq gh od qrupdo phgldqwh od greoh h{srqhqfldo,


Vh wudwd gh vlpxodu od glvwulexflq qrupdo hvwqgdu/ fx|d ixqflq gh ghqvlgdg
ylhqh gdgd sru
%2

s E% ' s e3 2 / sdud wrgr % 5 U/


2Z

phgldqwh dfhswdflq2uhfkd}r/ xwlol}dqgr frpr ghqvlgdg dx{loldu od greoh h{sr0


qhqfldo gh sduphwur 4 +r glvwulexflq gh Odsodfh,1 Hvwd owlpd glvwulexflq hv
od dvrfldgd do h{shulphqwr frqvlvwhqwh hq vlpxodu xqd glvwulexflq h{srqhqfldo
gh sduphwur 4 | oxhjr rwrujduoh xq vljqr srvlwlyr r qhjdwlyr frq htxlsuredel0
olgdg1 Vx ixqflq gh ghqvlgdg ylhqh gdgd sru

} E% ' e3% / sdud wrgr % 5 U1


2
Dxqtxh od glvwulexflq greoh h{srqhqfldo sxhgh vlpxoduvh phgldqwh ho h{0
shulphqwr frpsxhvwr dqwhv frphqwdgr/ uhvxowd px| vhqfloor fdofxodu vx ixqflq
gh glvwulexflq=
 U% |
] %
vl % f
e _| ' 2 e%
2
U3"
U % 3|
C E% '
} E| _| '
f
3%
|
vl %  f
e _| n f 2 e _| '  2 e
3"
3" 2
| dsolfdu gluhfwdphqwh ho pwrgr gh lqyhuvlq sdud rewhqhu ho dojrulwpr
41 Jhqhudu T  L Efc 1
51 Vl T fD hqwrqfhv A ' *? 2T / vlqr kdfhu A '  *? 2 E  T 1
61 Ghyroyhu A 1
Sru rwud sduwh ho vrsruwh gh od ghqvlgdg } frqwlhqh do gh s +gh khfkr dperv
vrq wrgd od uhfwd uhdo, |/ sru wdqwr/ ho ydoru swlpr sdud S vhu
Srsw

s E%
' 4@
' 4@
%MU } E%
%MU

%
I e3 2
2Z
3%
e
2

'

2
4@ e)E% '
Z %MU

2 4@
e
Z

%MU

)E%

Mtodos universales para la generacin de variables contnuas


2

grqgh ) E% '  %2 n m%m1 Gdgr txh hvwd ixqflq hv vlpwulfd/ frqwlqxd hq wrgd
od uhfwd uhdo | glihuhqfldeoh wdqwdv yhfhv frpr vh ghvhh vdoyr hq % ' f/ edvwdu
hqfrqwudu vx p{lpr devroxwr hq ho lqwhuydor dfc 4=
% : f , ) E% ' % n c ) E% ' (
i% : fc ) E% ' fj / % '
) E f
Gh hvwd irupd/ ) dofdq}d xq p{lpr uhodwlyr hq % ' | rwur gh lgqwlfr ydoru
hq % ' 1 Uhvxowd iflo ghprvwudu txh dperv vrq p{lprv devroxwrv +sru orv
lqwhuydorv gh fuhflplhqwr | ghfuhflplhqwr gh od ixqflq,1 Frqvljxlhqwhphqwh/
u
Srsw '

2 )E
e
'
Z

2 *2
e '
Z

2e
*  DD
Z

Frpr frqvhfxhqfld ho dojrulwpr surfhghud gho vljxlhqwh prgr=


41 Uhshwlu
4141 Jhqhudu Lc T  L Efc 1
4151 Vl T fD kdfhu
 A ' *? 2T / vlqr kdfhu A '  *? 2 E  T 1
2

51 Kdvwd txh L  i T A2  mA m n 2  1
61 Ghyroyhu f ' A 1
Od frqglflq txh kd| txh frpsuredu sdud ghflglu vl kd| dfhswdflq r uhfkd}r
vxujh gh txh
u
u
 2

 2

A
A

2e
Z
} EA 
'
L
i T

SL 
 mA m ' L  i T
 mA m n
s EA 
Z
2
2
2
2
Gdgr txh ho qphur phglr gh uhshwlflrqhv gh orv sdvrv 405 kdvwd txh vh rewlhqh
xq ydoru vlpxodgr sdud
s Zf hv S *  DD | od suredelolgdg gh dfhswdflq hq ho
' f .Sf./ sxhgh ghfluvh txh ho dojrulwpr hv edvwdqwh
sdvr 5 hv R ' *S ' 2e
hflhqwh1

0.5
0.4
0.3
0.2
0.1

-4

-2

Ghqvlgdghv qrupdo hvwqgdu +wud}r glvfrqwlqxr,


| greoh h{srqhqfldo dx{loldu +wud}r frqwlqxr,

43

44

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

61516 Hohfflq gh od ghqvlgdg dx{loldu }


Frpr vh kd frphqwdgr dqwhulruphqwh/ xq dvshfwr lpsruwdqwh txh lq x|h hq od
hflhqfld gho pwrgr gh dfhswdflq2uhfkd}r hv ho ydoru gh od frqvwdqwh S1 Frqr0
flgd od ghqvlgdg dx{loldu } vdehprv fpr hohjlu S gh irupd txh ho dojrulwpr vhd
or pv hflhqwh srvleoh/ vlq hpedujr hv reylr txh dojxqdv ghqvlgdghv dx{lolduhv
vhudq phmruhv fdqglgdwdv txh rwudv sdud frqvhjxlu xq pwrgr hflhqwh1
Hq jhqhudo/ fxdqwr pv sduhflgd vhd od irupd gh } d od gh s / pv shtxhr hv
ho pqlpr S qhfhvdulr sdud frqvhjxlu txh od jufd gh S  } txhgh sru hqflpd gh
od gh s 1 Gh wrgdv irupdv/ ho sureohpd gh hqfrqwudu od ghqvlgdg dx{loldu } txh
riuh}fd xq S +swlpr, or phqru srvleoh/ qr wlhqh vroxflq1 Phmru glfkr/ wlhqh od
vroxflq wulyldo } ' s / txh hv devroxwdphqwh lqwlo sdud od lpsohphqwdflq gho
dojrulwpr/ sxhv vl s hud gliflo gh vlpxodu/ qr srghprv wrpdu frpr } od sursld
s +|d txh vhud ljxdo gh gliflo gh vlpxodu,1
Xqd vroxflq lqwhuphgld do sureohpd gh hohjlu xqd ixqflq gh ghqvlgdg
dx{loldu/ }/ dghfxdgd frqvlvwh hq wrpdu flhuwd idplold sdudpwulfd gh ghqvlgdghv
txh suhvhqwhq xq dedqlfr gh irupdv hqwuh odv txh kd|d dojxqd txh vh sduhfh
edvwdqwh d od gh s = i}w *w 5 Xj/ hqfrqwudu ho ydoru gh S swlpr sdud fdgd
ghqvlgdg gh hvd idplold=
s E%
}w E%

Sw ' 4@
%

|/ qdophqwh/ hohjlu ho phmru ydoru gho sduphwur/ wf / hq ho vhqwlgr gh riuhfhu


ho phqru srvleoh Sw =
Swf ' 4? 4@
wMX

s E%

}w E%

Yhdprv xq hmhpsor1
Hmhpsor 45 Vxsqjdvh txh vh ghvhd xwlol}du od greoh h{srqhqfldo gh sduphwur
b : f frpr ghqvlgdg dx{loldu hq ho pwrgr gh dfhswdflq uhfkd}r sdud vlpxodu
od qrupdo hvwqgdu1 Od ghqvlgdg greoh h{srqhqfldo |d ixh lqwurgxflgd hq ho
hmhpsor dqwhulru hq ho fdvr hq ho txh ho sduphwur ydojd b ' 1 Hq xq fdvr
jhqhudo vx iupxod hv
}b E% '

b 3b%
/ sdud wrgr % 5 U
e
2

Vljxlhqgr orv plvprv sdvrv txh sdud ho fdvr b ' / dqwhulruphqwh hvwxgldgr/
xq dojrulwpr sdud vlpxodu hvwd glvwulexflq edvdgr ho pwrgr gh lqyhuvlq hv
ho vljxlhqwh=
41 Jhqhudu T  L Efc 1
51 Vl T fD kdfhu A ' b *? 2T / vlqr kdfhu A '  b *? 2 E  T 1
61 Ghyroyhu A 1

Mtodos universales para la generacin de variables contnuas

Vl suhwhqghprv hqfrqwudu ho phmru ydoru gh b/ hq wuplqrv gh hflhqfld gho


dojrulwpr/ ghehprv fdofxodu
Sbf

s E%
' 4? 4@
' 4? 4@
b:f %MU }b E%
b:f %MU

%
I e3 2
2Z
b 3b%
e
2

dqorjdphqwh d or ylvwr sdud ho fdvr b ' / vh wlhqh


u
u
%2
I e3 2
2
2 4@
2Z
)b E%
4@ e
e
'
Sb ' 4@ b 3b% '
%MU
b Z %MU
b Z
e
2

%MU

)b E%

grqgh )b E% '  %2 n b m%m1 Gh irupd wrwdophqwh vlplodu d dtxho fdvr sxhgh
sureduvh txh )b dofdq}d vx p{lpr devroxwr hq orv sxqwrv % ' b/ vlhqgr
2
glfkr ydoru p{lpr )b E b ' b2 1 Frpr frqvhfxhqfld/

Sb '
b

b2

2 )b Eb e 2
e
'
Z
b

2
Z

Dkrud ghehprv hqfrqwudu bf wdo txh Sbf ' 4?b:f Sb =


u
u b2  2

b2
b2
2 be 2 b  e 2
2e 2 b 
_Sb
'
'
c
_b
Z
Z
b2
b2
u


b2 
b2
b2 
_2 Sb
2 dbe 2 b2  n e 2 2bob2  e 2 b2  2b
'
Z
_b2
be
u b2  D
 u b2  D

2 e 2 b n b  2b n 2b
2 e 2 b  b n 2b
'
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c
Z
Z
be
be
_Sb
' f / b ' / |d txh b : f
_b
u

_2 Sb 
2e
: f/ oxhjr b ' hv xq sxqwr gh pqlpr1
' 2
2 
Z
_b b'
Gh hvwr vh ghgxfh txh od phmru greoh h{srqhqfldo/ frpr ghqvlgdg dx{loldu
hq ho dojrulwpr/ hv od fruuhvsrqglhqwh d b ' 1 Hvwd ixh od xvdgd hq ho hmhufl0
flr dqwhulru/ dv sxhv/ ho dojruwlpr pv hflhqwh +frq ghqvlgdg dx{loldu greoh
h{srqhqfldo, hv ho h{sxhvwr hq glfkr hmhuflflr1
25

20

15

10

0.5

1.5

Jufd gh Sb iuhqwh d b

2.5

45

46

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

616 Hmhuflflrv sursxhvwrv


41 Gdu xq dojrulwpr sdud vlpxodu od yduldeoh dohdwruld frqwlqxd frq ghqvlgdg
 2
2%
s E% '
c t %  fc
e%
xwlol}dqgr/ gh irupd dx{loldu/ ho jhqhudgru gh xqd h{srqhqfldo gh sdu0
phwur xqr1 Frphqwdu vx hflhqfld1
51 Gdgd xqd yduldeoh dohdwruld frqwlqxd frq ixqflq gh ghqvlgdg

S%E  % vl % 5 dfc o
s E% '
f
hq rwur fdvr
gdu xq dojrulwpr sdud vlpxodu ydoruhv gh od plvpd1 Dqdol}du od hflhqfld
gh glfkr dojrulwpr1
61 Do erpedughdu xqd oplqd flufxodu gh udglr fp/ khfkd gh sodwd/ frq
sduwfxodv k/ od glvwdqfld gh fdgd lpsdfwr do fhqwur gho fufxor uhvxowd
vhu xqd yduldeoh dohdwruld frqwlqxd frq ixqflq gh ghqvlgdg gdgd sru
s E% ' %2 / vl f  %  1 Ghwdoodu xq dojrulwpr/ or pv vhqfloor srvleoh/
sdud vlpxodu od glvwdqfld do fhqwur gh od oplqd hq vxfhvlyrv lpsdfwrv1
71 Ho wlhpsr gh uhvsxhvwd +hq fhqwvlpdv gh vhjxqgr, gh xq vhuylgru lq0
irupwlfr hv xqd yduldeoh frq ixqflq gh glvwulexflq gdgd sru 8 E% '
 E% n e3% / vl %  f | fhur hq rwur fdvr1 Gdu xq dojrulwpr/ or pv
ghwdoodgr srvleoh/ sdud vlpxodu ydoruhv gh glfkr wlhpsr gh uhvsxhvwd1
81 Od ghqvlgdg gh suredelolgdg gh xqd yduldeoh dohdwruld ylhqh gdgd sru

E2%2 n  e32% vl %  f
s E% '
f
hq rwur fdvr
Hqfrqwudu xq dojrulwpr sdud vlpxodu ydoruhv surfhghqwhv gh glfkd glv0
wulexflq | frphqwdu vx hflhqfld1

c vl % 5 dfc eo | fhur hq ho
91 Gdgd od ixqflq gh ghqvlgdg s E% ' % 32%n2f
eH
uhvwr/ ghwdoodu xq dojrulwpr txh shuplwd vlpxodu ydoruhv gh od plvpd1
:1 Ho wlhpsr +hq drv, hqwuh grv lqvshfflrqhv vfdohv d xqd hpsuhvd hv xqd
yduldeoh dohdwruld frq ghqvlgdg gdgd sru

f  fffH%  fffff %2 vl % 5 dfc fo
s E% '
* dfc fo
f
vl % 5
Gdu xq dojrulwpr/ or pv vhqfloor srvleoh/ txh shuplwd vlpxodu ydoruhv gh
hvd yduldeoh1 Frphqwdu ho judgr gh hflhqfld gh glfkr dojrulwpr iuhqwh

Mtodos universales para la generacin de variables contnuas

d rwudv dowhuqdwlydv srvleohv sdud frqvhjxlu ho plvpr q1 Xwlol}dqgr xq


jhqhudgru frqjuxhqfldo frq sduphwurv @ ' D/ S ' | 6 ' f2e |
vhplood %f ' 2./ vlpxodu wuhv wlhpsrv hqwuh lqvshfflrqhv/ sru phglr gho
dojrulwpr hqfrqwudgr1 Ghvfulelu xq pwrgr sdud vlpxodu ho qphur gh
lqvshfflrqhv uhdol}dgdv ghvgh xqd gdgd kdvwd ghqwur gh yhlqwh drv1
;1 Ho wlhpsr/ hq plolvhjxqgrv/ gh dqwlflsdflq +r uhwudvr, gh xqd vhdo uhv0
shfwr gh rwud hq xq vlvwhpd gh frpxqlfdflrqhv sxhgh frqvlghuduvh xqd
e%
1
yduldeoh dohdwruld frq ixqflq gh glvwulexflq gdgd sru 8 E% '
n e%
Gdu xq dojrulwpr/ or pv ghwdoodgr | vlpsoh srvleoh/ sdud vlpxodu ydoruhv
gh glfkr wlhpsr gh uhvsxhvwd1 Frpsdudu od hflhqfld frpsxwdflrqdo gho
pwrgr frq od gho dojrulwpr fovlfr sdud vlpxodu od glvwulexflq h{sr0
qhqfldo1
<1 Ho qphur gh krudv glduldv gxudqwh odv fxdohv xq whuplqdo +gh wlsr D,
gh xq oderudwrulr hvw vlhqgr xwlol}dgr hv xqd yduldeoh frq ixqflq gh
glvwulexflq=
;
? e%32
vl %  f
%32
8 E% '
= f n e
hq rwur fdvr
Vh slgh=
+d, Gdu xq dojrulwpr sdud vlpxodu glfkd yduldeoh1
+e, Vl sdud rwur wlsr gh whuplqdohv
+ho wlsr E, ho wlhpsr gh xwlol}dflq
 
wlhqh glvwulexflq i T 2 / ghwdoodu xq dojrulwpr sdud dsur{lpdu/
sru vlpxodflq/ od suredelolgdg gh txh xq whuplqdo gh wlsr E vhd
pv xwlol}dgr txh xqr gh wlsr D1

47

4
Mtodos universales para la
simulacin de variables discretas

Mtodos universales para la generacin de variables discretas

71 0
Hq or txh vljxh vh h{srqguq dojxqrv pwrgrv jhqhudohv sdud vlpxodu glvwulex0
flrqhv glvfuhwdv1 Hq frqfuhwr/ vh hvwxgldu ho pwrgr gh od wudqvirupdflq
fxdqwlo hq vx yhuvlq fovlfd | frq hwltxhwdgrv swlprv/ ho pwrgr gh odv wdeodv
jxd | orv pwrgrv gh wuxqfdplhqwr1
Ho sureohpd txh qrv rfxsd dkrud hv vlpxodu xqd yduldeoh dohdwruld glvfuh0
wd/ f/ txh wrpd orv ydoruhv % / %2 /    / %? +   ,/ frq suredelolgdghv R '
 Ef ' % /  ' c 2c    c ? +   ,1 Xq sodqwhdplhqwr hvwqgdu/ htxlydohqwh
do dqwhulru/ frqvlvwh hq uhvroyhu od fxhvwlq gh vlpxodu od yduldeoh dohdwruld U
txh wrpd orv ydoruhv c 2c    c ? +   , frq odv plvpdv suredelolgdghv R /  '
c 2c    c ? +   ,1 Hvwr hv frqvhfxhqfld gho xvr gh xqd dsolfdflq lq|hfwlyd
oodpdgd gh frglfdflq r hwltxhwdgr/ gdgd sru/
, G  $ Qc
frq , E%  ' /
vlhqgr  ho frqmxqwr gh ydoruhv txh wrpd od yduldeoh dohdwruld f

714 Ho pwrgr gh od wudqvirupdflq fxdqwlo


Hvwh pwrgr hv xqd dgdswdflq gho pwrgr gh lqyhuvlq +yolgr sdud ho fdvr
frqwlqxr, d glvwulexflrqhv glvfuhwdv1 Hq sulphu oxjdu yhdprv srutx ho pwrgr
gh lqyhuvlq qr hv dsolfdeoh gluhfwdphqwh hq hvwh fdvr1
Gdgd xqd yduldeoh dohwruld glvfuhwd/ vx ixqflq gh glvwulexflq ylhqh gdgd
sru
[
R / ;% 5 U
8 E% '
% $%

Vh vxsrqgu +sru frprglgdg, txh orv ydoruhv txh wrpd od yduldeoh |d hvwq
rughqdgrv | qrv fhluhprv do fdvr qlwr1 Hq fdvr frqwudulr vh rughqdudq
ghqrwdqgr % ho phqru/ %2 ho vhjxqgr | dv vxfhvlydphqwh1 Gh hvwd irupd
whqgudprv= % %2    %? 1 Hq hvwh fdvr hv reylr txh ho uhvxowdgr
gdgr sru ho whruhpd gh lqyhuvlq qr hv flhuwr |d txh od yduldeoh dohdwruld 8 Ef
wrpd vor orv ydoruhv 8 ER / 8 ER n R2 /    / 8 ER n R2 n    n R?  vlhqgr/ sru
wdqwr/ glvfuhwd | qr sxglhqgr whqhu glvwulexflq L Efc 1

51

52

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

Hmhuflflr 71414 Ghwhuplqdu od glvwulexflq gh 8 Ef1


Gh od plvpd irupd/ gdgd xqd yduldeoh L  L Efc / wdpsrfr sxhgh vhu
flhuwr txh 8 3 EL  whqjd od plvpd glvwulexflq txh f1 Gh khfkr 8 3 qr hvw
ghqlgd gh irupd qlfd sxhv odv ixqflrqhv gh glvwulexflq glvfuhwdv qr wlhqhq
lqyhuvd/ sxhv sdud fdvl wrgr  5 dfc o qr kd| qlqjq % wdo txh 8 E% '  | sdud
xq qphur qlwr +r lqqlwr qxphudeoh, gh  5 dfc o vh wlhqh txh h{lvwh wrgr
xq lqwhuydor gh ydoruhv sdud % fxpsolhqgr 8 E% ' 1 D shvdu gh hoor sxhgh
ghqluvh od oodpdgd ixqflq fxdqwlo +r lqyhuvd jhqhudolgdgd, gh xqd glvwulexflq
fxdotxlhud 8 d sduwlu gh
' E ' ?u i% 5 U*8 E%  j c ; 5 Efc  1
Hv reylr txh hvwd ixqflq vlhpsuh hvw ghqlgd | txh fxdqgr 8 vhd lqyhuwleoh/
' ' 8 3 1
Ho vljxlhqwh whruhpd gd xq uhvxowdgr txh jhqhudol}d do whruhpd gh lqyhuvlq
d vlwxdflrqhv hq odv txh 8 qr hv lqyhuwleoh1
Whruhpd 46 +gh lqyhuvlq jhqhudol}dgd, Vhd f xqd yduldeoh dohdwruld frq
ixqflq gh glvwulexflq 8 | frq ixqflq fxdqwlo '1 Frqvlguhvh xqd yduldeoh
dohdwruld/ L / frq glvwulexflq L Efc / hqwrqfhv/ od yduldeoh ' EL wlhqh od plv0
pd glvwulexflq txh f1
Ghprvwudflq= Vhd C od ixqflq gh glvwulexflq gh ' EL1 Gdgr % 5 U/
vh wlhqh
C E% '  E' EL   % '  E?u i+ 5 U*8 E+  L j  %
] 8 E%
_ ' 8 E% 
'  E8 E%  L  '
f

D sduwlu gho whruhpd gh lqyhuvlq jhqhudol}dgd sxhgh rewhqhuvh xq dojrulwpr


jhqhudo sdud vlpxodu fxdotxlhu glvwulexflq gh suredelolgdg glvfuhwd1 Hv ho
oodpdgr dojrulwpr gh wudqvirupdflq fxdqwlo r gh lqyhuvlq jhqhudol}dgd1
Dojruwlpr gh wudqvirupdflq fxdqwlo
41 Jhqhudu L  L Efc 1
51 Ghyroyhu f ' ' EL 1
Od pd|ru glfxowdg hq od lpsohphqwdflq gho dojrulwpr udglfd hq ho fofxor
gh
,
+ / 
[
R  L
' EL  ' ?u i% 5 U*8 E%  Lj ' ?u %
'

' %& / wdo txh

&
[
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R  L :

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[

R 

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Wrgr ho sureohpd udglfd/ sru wdqwr/ hq hqfrqwudu ho ydoru/ &/ gh od yduldeoh/


U/ txh jxdugd odv hwltxhwdv/ sdud ho fxdo od ixqflq gh glvwulexflq vxshud r

Mtodos universales para la generacin de variables discretas

ljxdod sru sulphud yh} do ydoru gh L 1 Hvwh ydoru sxhgh kdooduvh phgldqwh xqd
evtxhgd vhfxhqfldo/ xwlol}dqgr ho vljxlhqwh dojrulwpr=
Dojruwlpr gh wudqvirupdflq fxdqwlo frq evtxhgd vhfxhqfldo
41 Jhqhudu L  L Efc 1
51 Kdfhu U ' | 7 ' R 1
61 Plhqwudv L : 7 kdfhu
6141 U ' U n | 7 ' 7 n RU 1
71 Ghyroyhu f ' %U 1
Vl vh ghvhd jhqhudu xq judq qphur gh ydoruhv gh od yduldeoh f +txh hv or
pv kdelwxdo,
sxhgh uhvxowdu pv hflhqwh fdofxodu suhyldphqwh odv fdqwlgdghv
S
7 ' ' R gh irupd uhfxuvlyd= 7 ' R / 7 ' 73 n R sdud  ' 2c c    c ?
| kdfhu od frpsdudflq L : 7U hq ho sdvr 6 gho dojrulwpr dqwhulru1 Gh hvwd
irupd vh hylwd or txh srgudq vhu fofxorv uhshwlwlyrv gh odv plvpdv vxpdv gh
suredelolgdghv do vlpxodu glvwlqwrv ydoruhv gh f1
Hmhpsor 47 +Vlpxodflq gh od glvwulexflq gh Srlvvrq, Wphvh xqd yd0
uldeoh/ f/ frq glvwulexflq gh Srlvvrq gh sduphwur b/ txh wrpd orv ydoruhv
% ' f/ %2 ' /    frq suredelolgdghv
R '  Ef ' %  '  Ef '    '

e3b b3
/  ' c 2c   
E  -

Hq hvwh fdvr ho dojrulwpr gh lqyhuvlq frq evtxhgd vhfxhqfldo ylhqh gdgr sru
41 Jhqhudu L  L Efc 1
51 Kdfhu U ' | 7 ' e3b 1
61 Plhqwudv L : 7 kdfhu
3b bU3
1
6141 U ' U n | 7 ' 7 n e EU371 Ghyroyhu f ' U  1
Ghelgr d txh od irupd gh hwltxhwdu orv ydoruhv gh od yduldeoh frqoohyd ho
ghvidvh gh xqd xqlgdg hq orv qglfhv/ hv uhfrphqgdeoh dmxvwdu ho dojrulwpr sdud
hylwdu hvwh hihfwr=
41 Jhqhudu L  L Efc 1
51 Kdfhu U ' f | 7 ' e3b 1
61 Plhqwudv L : 7 kdfhu
3b U
6141 U ' U n | 7 ' 7 n e U-b 1
71 Ghyroyhu f ' U1
Sru owlpr/ whqlhqgr hq fxhqwd txh odv suredelolgdghv sxhghq fdofxoduvh gh
irupd uhfxuvlyd
 Ef '  '

b e3b b3
b
e3b b
'
'  Ef '    /
 E  

vh sxhghq vlpsolfdu orv fofxorv txh dsduhfhq hq ho sdvr 614 gho dojrulwpr
gdqgr oxjdu d
41 Jhqhudu L  L Efc 1
51 Kdfhu U ' f/ R ' e3b | 7 ' R1

53

54

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

61 Plhqwudv L : 7 kdfhu
6141 U ' U n / R ' bU R | 7 ' 7 n R1
71 Ghyroyhu f ' U1

71414 Hflhqfld gho dojrulwpr


Gdgd od irupd gho dojrulwpr jhqhudo sdud vlpxodu xqd glvwulexflq glvfuhwd ph0
gldqwh ho pwrgr gh od wudqvirupdflq fxdqwlo xwlol}dqgr evtxhgd vhfxhqfldo/
hv iflo suredu txh ho qphur gh frpsuredflrqhv gh od irupd L : 7 hv suh0
flvdphqwh ljxdo d U/ ho ydoru gh od yduldeoh txh frqwlhqh odv hwltxhwdv1 Frpr ho
ydoru gh U hv dohdwrulr | yduldu frq fdgd hmhfxflq gho dojruwlpr/ xqd phglgd
gh od hflhqfld gho plvpr vhu ho qphur phglr gh frpsdudflrqhv gho sdvr 6/
hv ghflu/
 S?
R vl f wrpd xq qphur qlwr +?, gh ydoruhv
S'
. EU '
"
vl f wrpd xq lqqlwrv ydoruhv
' R
Uhvxowd sxhv hylghqwh txh/ frpr qr h{lvwh xqd qlfd irupd gh hwltxhwdu orv
ydoruhv txh wrpd od yduldeoh hq fxhvwlq/ kdeu txl} dojq hwltxhwdgr txh
riuh}fd xq phqru qphur phglr gh frpsdudflrqhv hq ho sdvr 6 gho dojrulwpr
txh ho hwltxhwdgr ruljlqdo +txh rehghfh d od lghd gh rughqdu gh irupd fuhflhqwh
orv ydoruhv txh wrpd od yduldeoh,1
Hv reylr txh orv ghpv hwltxhwdgrv qr vhuq htxlydohqwhv do pwrgr gh
wudqvirupdflq fxdqwlo dsolfdgr gluhfwdphqwh vreuh od yduldeoh f/ vlq pv
elhq frqvlvwluq hq xqd idvh suhyld hq od txh vh hwltxhwduq +gh od irupd pv
frqyhqlhqwh, orv srvleohv ydoruhv gh od yduldeoh f/ gdqgr oxjdu d xqd yduldeoh gh
hwltxhwdv/ U/ | oxhjr vh vlpxoduq ydoruhv gh glfkd yduldeoh sdud srvwhulruphqwh
uhfxshudu orv ydoruhv gh f phgldqwh ,3 / od lqyhuvd gho hwltxhwdgr r ixqflq gh
ghfrglfdflq1
Hmhpsor 48 Frqvlguhvh od yduldeoh dohdwruld glvfuhwd f frq glvwulexflq gd0
gd sru
 Ef '  ' f/  Ef ' D ' f /  Ef ' . ' fS
Ghqlhqgr
, G i c Dc .j $ ic 2c j
, E  ' / , ED ' 2/ , E. '
+l1h1 % ' / %2 ' D/ % ' .,
vh wlhqh xq hwltxhwdgr U frq glvwulexflq
 EU '  ' f/  EU ' 2 ' f /  EU '  ' fS

Mtodos universales para la generacin de variables discretas

|/ sru wdqwr/ frq phgld . EU '  f n 2  f n  fS ' 2 D1


Vl/ sru ho frqwudulr/ ghqlprv ho hwltxhwdgr
 G i c Dc .j $ ic 2c j
 E  ' / , ED ' 2/ , E. '
+l1h1 % ' ./ %2 ' D/ % ' ,
vh wlhqh txh
 EU  '  ' fS/  EU  ' 2 ' f /  EU  '  ' f
| dv . EU   '  fS n 2  f n  f '  D1 Vh revhuyd/ sru wdqwr/ frpr . EU  
hv vhqvleohphqwh lqihulru d . EU |/ sru or wdqwr/ frpr ho vhjxqgr hwltxhwdgr/
gdgr sru / sursruflrqd xq dojrulwpr pv hflhqwh txh ho gdgr sru ho hwltxhwdgr
ruljlqdo/ ,1
Frpr sduhfh ghgxfluvh gho hmhpsor dqwhulru/ xq hwltxhwdgr vhu wdqwr phmru
fxdqwr phqruhv vhdq odv hwltxhwdv txh vh gdq d orv ydoruhv txh wlhqhq pd|ru
suredelolgdg1 Dv/ gdgd od yduldeoh fruuhvsrqglhqwh do hwltxhwdgr ruljlqdo/ U/
frq pdvd gh suredelolgdg R / R2 /    / R? / ho phmru hwltxhwdgr hv ho gdgr sru
, E ' ? n udqjrER / vlhqgr ho udqjr gh R ho hqwhur txh lqglfd ho oxjdu txh
rfxsd R hq xqd rughqdflq frqmxqwd gh orv ? ydoruhv R / R2 /    / R? 1 Glfkr gh
rwud irupd/ ho hwltxhwdgr , rwrujd ho qglfh do hqwhur  frq pd|ru suredelolgdg/
R > ho qglfh 2 do gh vhjxqgd pd|ru suredelolgdg | dv vxfhvlydphqwh1
Od surslhgdg dqwhulru uhvxowd gh iflo ghprvwudflq1 Vxsqjdvh xqd yduld0
eoh/ U/ dvrfldgd d xq hwltxhwdgr glvwlqwr gho ,/ uhflq ghqlgr1 Hv ghflu/ vh
wudwd gh xq hwltxhwdgr  yhulfdqgr txh h{lvwhq xq sdu gh qglfhv  | & wdohv
txh  E&  E | dghpv R& R 1 D sduwlu gh hvwh hwltxhwdgr vh ghqh rwur
qxhyr/ }/ gh od irupd
;
?  E vl  9'  h  9' &
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} E '
=
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Sureduhprv px| iflophqwh txh ho qphur phglr gh frpsdudflrqhv dvrfldgr
d hvwh hwltxhwdgr hv phqru txh ho gho gh sduwlgd=
. EU}  '

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'

' . EU  n E E&   E ER  R&  . EU  

55

56

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

Frq hvwr vh ghpxhvwud txh xq hwltxhwdgr txh qr sursruflrqdvh xq rughq


ghfuhflhqwh hq odv suredelolgdghv srgud vhu phmrudgr +hq wuplqrv gh kdfhu
pqlpr ho qphur phglr gh frpsdudflrqhv gho dojrulwpr, sru rwur qxhyr1
Frpr frqvhfxhqfld/ orv hwltxhwdgrv swlprv vhuq dtxhoorv txh suryrtxhq ru0
ghqdflrqhv ghfuhflhqwhv vreuh odv suredelolgdghv/ hv ghflu/
R,3 E  R,3 E2      R,3 E? 1
Reyldphqwh sxhghq h{lvwlu ydulrv hwltxhwdgrv swlprv vl kd| hpsdwhv hqwuh
dojxqdv gh hvwdv suredelolgdghv1
Fxdqgr od yduldeoh d vlpxodu wlhqh xq qphur qlwr gh ydoruhv= % / %2 /
fxdqwlo frq evtxhgd
   / %? / do lpsohphqwdu ho pwrgr gh od wudqvirupdflq
S?3
vhfxhqfld gluhfwd/
xqd
yh}
frpsuredgr
txh
L
:
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S
frpsuredu L : ?' R ' +txh vlhpsuh hv idovr,/ vlq txh jhqhudprv %? vlq
qhfhvlgdg gh hihfwxdu hvd frpsdudflq1 Sru hvh prwlyr ho qphur phglr gh
frpsdudflrqhv vhud uhdophqwh=
?3
[

R n E?   R? 1

'

Wrgr or glfkr dqwhulruphqwh dfhufd gh od hohfflq swlpd gho hwltxhwdgr vljxh


vlhqgr yolgr vdoyr shupxwdflrqhv hqwuh orv ydoruhv frq odv grv owlpdv hwltxh0
wdv1
Hmhpsor 49 Frqvlghuhprv od yduldeoh dohdwruld glvfuhwd frq glvwlexflq
 Ef '  ' f/  Ef '  ' f /  Ef ' D ' f2D/
 Ef ' . ' f2/  Ef ' b ' f 1
Ho frqmxqwr gh ydoruhv txh wrpd od yduldeoh hv  ' ic c Dc .c bj | od ixqflq
gh hwltxhwdgr dvrfldgd do dojrulwpr gh lqyhuvlq jhqhudol}dgd hq vx yhuvlq
fovlfd hv
 G  $ Q
gdgd sru
 E ' /  E  ' 2/  ED ' /
 E. ' e/  Eb ' D1
Ho qphur gh frpsdudflrqhv hq ho dojrulwpr dvrfldgr d hvwh hwltxhwdgr hv xqd
yduldeoh glvfuhwd/ U / frq glvwulexflq
 EU '  ' f/  EU ' 2 ' f /  EU '  ' f2D/
 EU ' e ' f2/  EU ' D ' f

Mtodos universales para la generacin de variables discretas

Sru wdqwr/ ho qphur phglr gh frpsdudflrqhv gho dojrulwpr hv


. EU  ' f  n f  2 n f2D  n Ef2 n f   e ' 2 H2
Xq hwltxhwdgr swlpr vhud
, G  $ Q
gdgr sru
, E ' D/ , E  ' / , ED ' 2/
, E. ' / , Eb ' e1
fx|r qphur phglr gh frpsdudflrqhv ylhqh gdgr sru
. EU,  ' f  n f2D  2 n f2  n Ef n f  e ' 2 b
txh phmrud vhqvleohphqwh ho ydoru gho pwrgr gh wudqvirupdflq fxdqwlo hvwq0
gdu1 Hvwh hwltxhwdgr fruuhvsrqgh d od qrwdflq % ' / %2 ' D/ % ' ./ %e ' b
| %D ' 1

71415 Fofxor gluhfwr gh od ixqflq fxdqwlo


Hq rfdvlrqhv ho pwrgr gh od wudqvirupdflq fxdqwlo sxhgh dfhohuduvh frpsxwd0
flrqdophqwh srutxh/ phgldqwh fofxorv gluhfwrv/ hv srvleoh hqfrqwudu ho ydoru gh
od ixqflq fxdqwlo hq fxdotxlhu L / hq xq wlhpsr gh frpsxwdflq pqlpr +hyl0
wdqgr ho exfoh gh evtxhgd hq ho txh vh ydq dfxpxodqgr odv suredelolgdghv,1
Yhdprv dojxqrv hmhpsorv1
Hmhpsor 4: +od glvwulexflq xqliruph glvfuhwd hq ic 2c    c ?j, Hq hvwh
fdvr od pdvd gh suredelolgdg ylhqh gdgd sru
R '

/ sdud  ' c 2c    ?1
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Gh hvwd irupd vh wlhqh


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Vdoyr sdud xq frqmxqwr qlwr gh srvleohv ydoruhv +sdud L 5 ifc ? c    c ?3


j,/
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hvwd owlpd frqglflq htxlydoh d & : ?L  &  txh/ d vx yh}/ hv or plvpr
txh & ' g?L h n / vlhqgr g%h od sduwh hqwhud gh %1
Gh hvwd irupd/ ho dojrulwpr uhvxowd=
41 Jhqhudu L  L Efc 1
51 Ghyroyhu f ' g?L h n 1
txh/ reyldphqwh/ hv xq dojrulwpr hquphphqwh hflhqwh1

57

58

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

Hmhpsor 4; +od glvwulexflq jhrpwulfd, Od glvwulexflq jhrpwulfd uh0


suhvhqwd ho qphur gh iudfdvrv dqwhv gho sulphu {lwr | wlhqh od vljxlhqwh pdvd
gh suredelolgdg
 Ef '  ' R E  R /  ' fc c   
Sdud xq ydoru  hqwhur qr qhjdwlyr vx ixqflq gh glvwulexflq ylhqh gdgd sru
8 E '


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R E  Rn  R
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R

Frpr frqvhfxhqfld vh wlhqh


8 E&  L : 8 E&   /  E  R&n  L :  E  R&
/ E  R& :  L  E  R&n
/ & *? E  R : *? E  L   E& n  *? E  R
*? E  L 
&n
/ &
*? E  R
frqglflq hvwd owlpd txh/ vdoyr sdud xq qphur lqqlur shur qxphudeoh gh
ydoruhv gh L +gh suredelolgdg fhur,/ htxlydoh d


*? E  L

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*? E  R
41
51
31
41
51
61

Ho dojrulwpr surfhghud gh od vljxlhqwh irupd=


Jhqhudu L  LoEfc 1 p
1
Ghyroyhu f ' *?E3L
*?E3R
r/ dkruudqgr rshudflrqhv/
Kdfhu @ ' * *? E  R1
Jhqhudu L  L Efc 1
Ghyroyhu f ' g@ *? L h1
Uhshwlu orv sdvrv 405 wdqwdv yhfhv frpr vhd qhfhvdulr1

715 Dojrulwprv edvdgrv hq uerohv elqdulrv1 u0


erohv gh Kxpdq1
Hq orv dojrulwprv gh evtxhgd vhfxhqfldoSh{lvwh xq sdvr hq ho txh/ hq ixqflq
gho uhvxowdgr gh xqd frpsdudflq +L : ' R , vh ghflgh vl ho ydoru d jhqh0
udu sdud f yd d vhu xqr frqfuhwr +f ' % , r vhjxluhprv exvfdqgr hqwuh orv
uhvwdqwhv +f 5 i% * : j,1 Hvwd
S irupd gh surfhghu oohyd d od hohfflq gh xq
qlfr ydoru vl od frqglflq L : ' R hv idovd1

Mtodos universales para la generacin de variables discretas

Xqd irupd pv jhqhudo gh surfhghu frqvlvwh hq frpsdudu +hq fdgd sdvr,


ho ydoru gh L frq flhuwd vxpd gh suredelolgdghv | hohjlu hqwuh grv frqmxqwrv
gh ydoruhv srvleohv +qr qhfhvduldphqwh gh xq qlfr hohphqwr qlqjxqr gh hoorv,
vhjq ho uhvxowdgr gh od frpsdudflq1
Hmhpsor 4< Frqvlguhvh od yduldeoh dohdwruld f/ gdgd sru
 Ef '  ' fc  Ef '  ' f c  Ef ' D ' f2Dc
 Ef ' . ' f2c  Ef ' b ' f 
Hv ghflu/ ghqrwdqgr % ' / %2 ' / % ' D/ %e ' ./ %D ' b/ vh wlhqh txh
R ' f/ R2 ' f / R ' f2D/ Re ' f2/ RD ' f 1 Ho dojrulwpr gh evtxhgd
vhfxhqfldo wlhqh xqd hvwuxfwxud gdgd sru od jxud dgmxqwd1
Grqgh  lqglfd ho qphur gh frpsdudflrqhv sdud rewhqhu xqr gh orv ydoruhv
vlpxodgrv1 Hq hvwh fdvr . E  '  f n 2  f n  f2D n e  Ef2 n f  '
2 H21 Dghpv/ uhvxowd iflo yhu txh xqd yhuvlq gho dojrulwpr hq od txh vh
hwltxhwdvhq orv ydoruhv gh irupd txh odv suredelolgdghv uhvxowdvhq rughqdgdv
gh irupd ghfuhflhqwh riuhfhud xq qphur phglr gh frpsdudflrqhv ljxdo d
. E   '  f n 2  f2D n  f2 n e  Ef n f ' 2 b1

Uhsuhvhqwdflq jufd gho dojrulwpr hq irupd gh uero gh Kxpdq1


Od suhjxqwd txh vh sodqwhd hq ho hmhpsor dqwhulru +| hq jhqhudo, hv qr h{lv0
wlud dojq rwur wlsr gh evtxhgd hq irupd gh uero elqdulr +dxqtxh frq qrgrv
klmrv sru od l}txlhugd txh qr whqjdq txh vhu qhfhvduldphqwh qrgrv whuplqdohv
x krmdv gho uero, txh surgx}fd xq phqru qphur phglr gh frpsdudflrqhvB
Ho sureohpd sxhgh sodqwhduvh gh irupd htxlydohqwh hq wuplqrv gh uerohv
elqdulrv1
Xq uero qr hv pv txh xq judir rulhqwdgr hq ho txh h{lvwh xq qrgr vlqjxodu
oodpdgr ud} +r qrgr ruljhq, gho fxdo vdohq dufrv shur do fxdo qr oohjdq dufrv1
Orv qrgrv d orv txh oohjdq dufrv surfhghqwhv gh rwur qrgr vrq oodpdgrv klmrv
gh glfkr qrgr1 Hq qxhvwur fdvr frqvlghuduhprv txh fdgd qrgr/ h{fhswr ho

59

60

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

ud}/ hv klmr gh h{dfwdphqwh rwur qrgr1 Orv qrgrv gh orv txh qr vdohq dufrv
+r txh qr wlhqhq klmrv, vrq oodpdgrv qrgrv whuplqdohv x krmdv gho uero1 Hq
hvwdv frqglflrqhv vl ho judir hv qlwr +l1h1 vl wlhqh xq qphur qlwr gh qrgrv,
wrgr qrgr ghvflhqgh gho ud} hq xq qphur qlwr gh jhqhudflrqhv +hv ghflu/ hv
klmr gh xq klmr gh xq klmr    gh xq klmr gho ud},1 Glfkr qphur hv oodpdgr
surixqglgdg gho qrgr1 Dtxhoorv uerohv txh fxpsohq txh wrgrv orv qrgrv/
h{fhswr orv whuplqdohv/ wlhqhq h{dfwdphqwh grv klmrv vh oodpdq uerohv elqdulrv1
Ho sureohpd txh qrv suhrfxsd/ shqvdgr hq wuplqrv gh uerohv elqdulrv/
frqvlvwh hq gdgrv ? qrgrv ic 2c    c ?j frq suredelolgdghv uhvshfwlydv R / R2 /
   / R? / hqfrqwudu xq uero elqdulr txh wlhqh suhflvdphqwh qrgrv whuplqdohv
ic 2c    c ?j | surixqglgdghv uhvshfwlydv _ / _2 /    / _? / gh wdo irupd txh vh
plqlplfh od ixqflq
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_ R 1

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Frq hvwd irupxodflq/ odv suredelolgdghv rwrujdgdv d orv qrgrv whuplqdohv vrq
suhflvdphqwh R '  Ef ' % 1
Do remhwr gh frqvwuxlu glfkr uero +r xqr gh hoorv vl kd| ydulrv txh plql0
pl}dq od h{suhvlq,/ uhvxowd iflo shufdwduvh gh txh kd gh fxpsolu odv vljxlhqwhv
surslhgdghv=
41 H{lvwhq do phqrv grv qrgrv whuplqdohv gh surixqglgd p{lpd1 Hv reylr
txh ho qrgr gh p{lpd surixqglgdg hv whuplqdo1 Sru vhu xq uero elqdulr/
hvh qrgr kd gh whqhu xq khupdqr txh hv gh od plvpd surixqglgdg |/ sru
wdqwr/ wdpelq whuplqdo1
51 Orv grv qrgrv gh suredelolgdg pv shtxhd gho uero swlpr vrq whu0
plqdohv | gh surixqglgdg p{lpd1 Gh qr vhu dv kdeud xq qrgr gh
p{lpd surixqglgdg frq suredelolgdg pd|ru txh od gh rwur qrgr whupl0
qdo frq phqru surixqglgdg1 Shupxwdqgr dperv qrgrv hqfrqwududprv
rwur qxhyr uero hq ho txh od ixqflq gho remhwlyr vhud phqru1
61 Vlhpsuh h{lvwh dojq uero swlpr hq ho txh orv grv qrgrv gh pv shtxhd
suredelolgdg vrq khupdqrv +| |d vdehprv txh gh surixqglgdg p{lpd,1
Edvwd frqvlghudu xq uero swlpr +hq ho txh dperv qrgrv kdq gh whqhu
p{lpd surixqglgdg 0hq sduwlfxodu ljxdo0, | hq fdvr gh txh orv qrgrv hq
fxhvwlq qr ixhvhq khupdqrv uhdol}du xqd shupxwdflq hqwuh xqr gh hoorv
| ho khupdqr gho rwur1 Hvwh surfhvr qr dowhud od ixqflq gho remhwlyr |/
sru wdqwr/ ho qxhyr uero frqvwuxgr/ hq ho txh hvrv grv qrgrv |d v vrq
khupdqrv/ wdpelq hv swlpr1
71 Ixvlrqdqgr orv grv qrgrv d orv txh vh uhhuh ho dsduwdgr dqwhulru +sru
frprglgdg qrwdflrqdo vxsrqjdprv txh vrq orv qrgrv frq hwltxhwdv ? 
| ?, frq vx qrgr sdguh | rwrujqgroh d vwh od vxpd gh vxv suredelol0
gdghv +R?3 n R? ,/ ho uero uhvxowdqwh hv swlpr hqwuh orv uerohv elqdulrv

Mtodos universales para la generacin de variables discretas

idfwleohv sdud ho sureohpd frq xq qrgr whuplqdo phqrv | frq suredelol0


gdghv R / R2 /    / R?32 / R?3 n R? 1 Gdgr txh hq ho surfhvr gh ixvlq gh
hvwrv qrgrv/ or txh vh kdfh hv uhgxflu od ixqflq gho remhwlyr hq ho ydoru
R?3 n R? / ho vxsrqhu txh hvwh uero uhgxflgr qr ixhvh swlpr ghqwur gh
orv gh ?  qrgrv whuplqdohv/ lpsolfdud od h{lvwhqfld gh rwur phmru txh
o/ ho fxdo srgud vhu h{sdqglgr 0phgldqwh xq surfhvr mxvwdphqwh frq0
wudulr do dqwhulru0 d xq uero frq ? qrgrv whuplqdohv +grqgh ho ?  |
ho ? |d kdq vlgr vhsdudgrv, d frvwd gh dxphqwdu od ixqflq gho remhwlyr
hq h{dfwdphqwh R?3 n R? 1 Hvwh uero suhvhqwdud xq ydoru gh od ixqflq
gho remhwlyr phqru txh ho gh sduwlgd/ or fxdo frqwudglfh od rswlpdolgdg
gh dtxo1
Vljxlhqgr odv sdxwdv dqwhulruhv srghprv frqvwuxu xq uero swlpr gh od
vljxlhqwh irupd=
41 Djuxsdprv orv grv qrgrv frq suredelolgdghv pv shtxhdv hq xq vor
qrgr frq suredelolgdg ljxdo d od vxpd gh odv gh dperv1 Hq fdvr gh
hpsdwhv orv ghvkdfhprv duelwuduldphqwh1
51 Hq ho uero uhvxowdqwh +frq xq qrgr phqrv, surfhghprv frpr hq ho sdvr
4/ uhslwlhqgr hvwr kdvwd qdol}du frq xq sureohpd sdud uerohv gh vor
grv qrgrv whuplqdohv/ fx|d vroxflq hv wulyldo1
Ho uero elqdulr swlpr dv frqvwuxgr vh ghqrplqd uero gh Kxpdq1
Hmhpsor 53 Uhwrphprv ho hmhpsor dqwhulru1 Hq sulqflslr whqhprv wdqwrv
qrgrv frpr srvleohv ydoruhv gh od yduldeoh +flqfr, frq vxv uhvshfwlydv suredel0
olgdghv
qrgrv


D
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b
suredelolgdghv f f f2D f2 f
Dv/ vh fuhd ho qrgr ic bj frq suredelolgdg dvrfldgd Rtcb ' R n Rb ' f2e1
Gh hvwd irupd vh yd uhgxflhqgr xq qrgr hq fdgd hwdsd=
qrgrv
D
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ic bj
suredelolgdghv f2e f f2D f2
qrgrv
D
ic .c bj
suredelolgdghv feD
f f2D
qrgrv
ic .c bj i c Dj
suredelolgdghv feD
fDD
Gh hvwd irupd/ ho uero gh Kxpdq ylhqh gdgr sru od sulphud jxud dgmxqwd1

61

62

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

Frq or fxdo ho dojrulwpr srgud hvtxhpdwl}duvh gh od irupd lqglfdgd hq od


vhjxqgd jxud1
Hq irupd pv ghwdoodgd sxhgh hvfuleluvh dv=
41 Jhqhudu L  L Efc 1
51 Vl L : feD hqwrqfhv
5141 Hpsh}du
5151 Vl L : f.D hqwrqfhv kdfhu f ' D/ hq rwur fdvr kdfhu f ' 1
5161 Whuplqdu1
Hq rwur fdvr1
5171 Hpsh}du
5181 Vl L : f2e hqwrqfhv kdfhu f ' ./ hq rwur fdvr
518141 Hpsh}du
518151 Vl L : f hqwrqfhv kdfhu f ' b/ vlqr kdfhu f ' 1
518161 Whuplqdu1
5191 Whuplqdu1

uero gh Kxpdq1

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Mtodos universales para la generacin de variables discretas

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63

64

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

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65

66

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

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67

68

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

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Mtodos especficos para la simulacin de distribuciones notables

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71

72

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad



 

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81415 Od glvwulexflq gh Fdxfk|


Hvwd glvwulexflq sxhgh ghqluvh/ gh irupd jhqhudo/ ghshqglhqgr gh grv sdu0
phwurv= > ho gh orfdol}dflq | j ho gh hvfdod1 Vx ixqflq gh ghqvlgdg ylhqh
gdgd sru
s E% '

j
/ sdud wrgr % 5 U1

2
Z j n E%  >2

Xq vhqfloor fofxor shuplwh kdoodu vx ixqflq gh glvwulexflq=





%>

8 E% ' @hU|@?


n /
Z
j
2

Mtodos especficos para la simulacin de distribuciones notables

od fxdo shuplwh lpsohphqwdu ho pwrgr gh lqyhuvlq1 Frq ud}rqdplhqwrv vh0


phmdqwhv d orv |d uhdol}dgrv sdud ho dojrulwpr gh od h{srqhqfldo +hq hvwh fd0
 g

vr edvdgrv hq txh vl L  L Efc  hqwrqfhv |@? Z L  2 ' |@? ZL ,/ sxhgh
hqfrqwuduvh xq dojrulwpr oljhudphqwh pv hflhqwh ghvgh ho sxqwr gh ylvwd
frpsxwdflrqdo=
41 Jhqhudu L  L Efc 1
51 Ghyroyhu f ' j |@? EZL n >1

81416 Od glvwulexflq h{srqhqfldo


Vh vlpxod xwlol}dqgr ho pwrgr gh lqyhuvlq frq od vlpsolfdflq txh |d vh
lqglf dqwhulruphqwh=
31 Kdfhu u '  b 1
41 Jhqhudu L  L Efc 1
51 Ghyroyhu f ' u  *? L 1

81417 Odv glvwulexflrqhv jdppd | gh Huodqj


Od glvwulexflq jdppd/ K E@c R/ ghshqgh gh grv sduphwurv= @ : f/ sduphwur
gh hvfdod/ | R : f/ sduphwur gh irupd Od glvwulexflq gh Huodqj qr hv pv
txh od sduwlfxodul}dflq gh od jdppd do fdvr hq txh R 5 Q1 Od ixqflq gh
ghqvlgdg gh xqd K E@c R ylhqh gdgd sru

& E@c R %R3 e3@% vl %  f
s E% '
f
vl % f
grqgh & E@c R hv od qlfd frqvwdqwh srvleoh sdud txh od ixqflq dqwhulru vhd xqd
ixqflq gh ghqvlgdg1U Hv reylr txh/ frq wdo gh txh & E@c R  f/ vh wlhqh txh
s E%  f1 Sdud txh s E% _% ' / kd gh yhulfduvh=
]
]
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& E@c R %R3 e3@% _% '
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grqgh vh ghqh K ER ' f % e _%/ txh hv od oodpdgd ixqflq jdppd gh
@R
/ |/ sru wdqwr/ od
Hxohu1 D sduwlu gh wrgr or dqwhulru vh wlhqh & E@c R ' KER
ghqvlgdg gh od jdppd uhvxowd vhu
 @R R3 3@%
vl %  f
% e
KER
s E% '
f
vl % f

73

74

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

Sxhgh ghprvwuduvh xqd uhodflq uhfxuvlyd sdud K ER vlq pv txh kdfhu xqd
lqwhjudflq sru sduwhv/ wrpdqgr  ' %R3 | _ ' e3% _%1 Dv/ vh wlhqh/
] "
] "

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%R3 e3% _% ' %R3 e3% f 
ER   %R32 e3% _%
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% e _% ' ER   K ER   1
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Hvwr shuplwh uhgxflu ho fofxor gh K ER do fdvr hq txh R 5 Efc o/ |d txh


K ER ' ER   ER  2    ER  gRh K ER  gRh 1
U"
Gdgr txh K E ' f e3% _% ' / od iupxod dqwhulru vh vlpsolfd fxdqgr R 5 Q/
gdqgr oxjdu d K ER ' ER  - Sru hvwh prwlyr vh glfh txh od ixqflq jdppd
gh Hxohu jhqhudol}d od qrflq gh idfwruldo gh xq qphur d fxdotxlhu ydoru uhdo
srvlwlyr1 Dghpv/ fxdqgr R ' od ghqvlgdg gh od jdppd hv
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vl %  f
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vl % f
g

hv ghflu K E@c  ' i T E@1


Xqd surslhgdg px| lpsruwdqwh gh od glvwulexflq jdppd hv od oodpdgd
surslhgdg gh uhsurgxfwlylgdg/ txh dupd txh vl vh glvsrqh gh grv yduldeohv
g
g
dohdwruldv lqghshqglhqwhv/ f ' K E@c R  h f ' K E@c R2 / hqwrqfhv od vxpd gh
g
dpedv wdpelq hv xqd jdppd= f nt ' K E@c R n R2 1 Hvwh uhvxowdgr vh sxhgh
jhqhudol}du/ sru lqgxfflq d od vxpd gh fxdotxlhu qphur qlwr gh yduldeohv
jdppd lqghshqglhqwhv frq sulphu sduphwur/ @/ frlqflghqwh1 Hq yluwxg gh hoor/
vl R hv hqwhur/ gdgdv f / f2 /    / fR yduldeohv lqghshqglhqwhv frq
S glvwulqxflq
i T E@ +r/ or txh hv or plvpr K E@c , vh wlhqh txh vx vxpd/ R' f / wlhqh
glvwulexflq K E@c R1 Frpr frqvhfxhqfld/ od glvwulexflq gh Huodqj vh sxhgh
vlpxodu iflophqwh frpr vxpd gh h{srqhqfldohv=
Dojrulwpr uhsurgxfwlyr gh vlpxodflq gh od Huodqj
41 Ghvgh  ' kdvwd R kdfhu
4141 Jhqhudu L  L Efc 1
4151 Kdfhu f ' S*?@L 1
51 Ghyroyhu f ' R' f 1
Hvwh dojrulwpr sxhgh djlol}duvh frpsxwdflrqdophqwh ghqlhqgr suhyldphqwh
ho ydoru u '  @ | fdofxodqgr xq qlfr orjdulwpr +hq oxjdu gh R, judfldv d txh
SR
SR *? L
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Dojrulwpr uhsurgxfwlyr gh vlpxodflq gh od Huodqj rswlpl}dgr
31 Kdfhu u '  @ 1
41 Kdfhu 7 ' 1
51 Ghvgh  ' kdvwd R kdfhu
5141 Jhqhudu L  L Efc 1
5151 Kdfhu 7 ' 7  L 1
61 Ghyroyhu f ' u  *? 71

Mtodos especficos para la simulacin de distribuciones notables

Orv dojrulwprv dqwhulruhv vor vrq yolgrv sdud R hqwhur/ vlhqgr dghpv px|
ohqwrv vl R hv judqgh1 Sru frqwud vrq px| vlpsohv | gh iflo lpsohphqwdflq1
Frpr dowhuqdwlyd h{lvwhq rwurv dojrulwprv pv frpsolfdgrv txh fxeuhq wdpelq
ho fdvr hq txh R qr vhd hqwhur1 Yhuhprv ho dojrulwpr gh Wdglndpdood +4<:;,
sdud vlpxodu xqd K Ec R1 Vh wudwd gh xq dojruwlpr gh dfhswdflq2uhfkd}r/ txh
vor hv yolgr vl R : e | txh xvd frpr ghqvlgdg dx{loldu xqd greoh h{srqhqfldo
fhqwudgd hq R  | frq sduphwur gh hvfdod gdgr sru
b'

s
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n eR 

Sdud od lpsohphqwdflq gho dojrulwpr gheh ghqluvh od ixqflq






 Ew   % R3
m%  ER  m n ER   Ew n 


1
i T % n
A E% ' 
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Dojrulwpr gh Wdglndpdood
41 Jhqhudu f/ greoh h{srqhqfldo frq phgld R  | hvfdod b1
51 Vl f f hqwrqfhv yroyhu d 41
61 Jhqhudu L  L Efc 1
71 Vl L  A Ef hqwrqfhv ghyroyhu f/ vlq yroyhu d 41
Sdud vlpxodu xqd KE@c R frq xq @ fxdotxlhud/ xvduhprv ho khfkr gh txh vl
g
g
f ' K E@c R hqwrqfhv t ' @f ' K Ec R1 Dvl sxhv edvwdu vlpxodu t vhjq
t
xqd K Ec R | oxhjr kdfhu f ' @ 1

81418 Od glvwulexflq ehwd


g

Gdgdv grv yduldeohv dohdwruldv t ' K Ec R | ~ ' K Ec ^/ lqghshqglhqwhv/ vh


glfh txh od yduldeoh
f'

t
t n~

wlhqh glvwulexflq q ERc ^/ ehwd gh sduphwurv R | ^1 Sxhgh ghprvwuduvh txh hq


g
od ghqlflq srgudq kdehuvh wrpdgr yduldeohv frq glvwulexflrqhv t ' K E@c R
g
| ~ ' K E@c ^/ |d txh od glvwulexflq gh od f uhvxowdqwh qr ghshqgh gho @
hohjlgr1 Od ixqflq gh ghqvlgdg gh xqd q ERc ^ ylhqh gdgd sru
; R3
^3
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vl % 5 dfc o
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f
hq rwur fdvr
U
vlhqgr q ERc ^ ' f %R3 E  %^3 _%1
H{lvwhq pxowlwxg gh dojrulwprv sdud vlpxodu od glvwulexflq q ERc ^1 Sured0
eohphqwh/ ho pv vhqfloor gh wrgrv hv ho txh vh rewlhqh/ d sduwlu gh od glvwulexflq

75

76

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

jdppd/ frpr frqvhfxhqfld gh od sursld ghqlflq1 Ho dojrulwpr gh Ir{ +4<96,


hv dghfxdgr sdud vlpxodu od glvwulexflq ehwd fxdqgr Rc ^ 5 Q | vrq ydoruhv
shtxhrv1
Dojruwlpr gh Ir{
41

Jhqhudu L c L2 c    c LRn^3  L Efc 1

51

Rughqduorv=

61

Ghyroyhu f ' LER 1

LE  LE2      LERn^3 1

Hv reylr txh hvwh dojrulwpr sxhgh uhvxowdu px| ohqwr vl dojxqr gh orv grv
sduphwurv hv hohydgr +sxhv kdeu txh vlpxodu pxfkdv xqliruphv sdud frq0
vhjxlu xq ydoru vlpxodgr gh od ehwd,1 Dghpv/ hq ixqflq gh fxo gh orv grv
sduphwurv/ R ^/ vhd pd|ru/ uhvxowdu pv hflhqwh/ hq ho sdvr 5/ frphq}du
d rughqdu sru ho pd|ru/ oxhjr ho vhjxqgr pd|ru/ | dv vxfhvlydphqwh/ r kdfhu0
or hpsh}dqgr sru ho phqru1 Hq fxdotxlhu fdvr/ hv reylr txh qr hv qhfhvdulr
rghqdu wrgrv orv ydoruhv L jhqhudgrv/ vlqr wdq vor hqfrqwudu ho txh rfxsd ho
oxjdu R0vlpr1
Xq pwrgr yolgr dxqtxh R ^ qr vhdq hqwhurv hv ho gdgr sru ho dojrulwpr
gh Mkqn +4<97,1
Dojrulwpr gh Mkqn
41

Uhshwlu1

4141

Jhqhudu Lc T  L Efc 1

4151

Kdfhu t ' L R / ~ ' T ^ / 7 ' t n ~1

51

Kdvwd txh 7  1

61

Kdfhu f '

t
1
7

Ho pwrgr uhvxowd h{wuhpdgdphqwh lqhflhqwh sdud R ^ pd|ruhv txh 41


Hvwr hv ghelgr d txh od frqglflq 7  gho sdvr 5 sxhgh wdugdu pxfkvlpr hq
yhulfduvh1 Sru hvwh prwlyr/ ho dojrulwpr gh Mkqn vor hv uhfrphqgdeoh sdud
R | ^ 1 Frpr uhphglr d hvwr sxhgh xvduvh ho dojrulwpr gh Fkhqj +4<:;,
txh hv edvwdqwh pv odujr gh lpsohphqwdu shur wdpelq pxfkr pv hflhqwh1
Dojrulwpr gh Fkhqj
3141

Kdfhu k ' R n ^1

3151 Vl 4? ERc ^  hqwrqfhv kdfhu q '


t
k32
1
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3161
41

/
4?ERc^

hq rwur fdvr kdfhu

Kdfhu  ' R n q 1

61

Jhqhudu L c L2  L Efc 1


L
Kdfhu T ' q  *? 3L
| ` ' R  eT 1



k
Vl k  *? ^n`
n T  *? e *? EL2 L2  hqwrqfhv yroyhu d 41

71

Ghyroyhu f '

51

`
1
^n`

Mtodos especficos para la simulacin de distribuciones notables

81419 Od glvwulexflq fkl0fxdgudgr gh Shduvrq


Gdgdv yduldeohv dohdwruldv ~ c ~S
2 c    c ~? lqghshqglhqwhv | frq glvwulexflq
frpq  Efc / od yduldeoh f ' ?' ~2 vh glfh gh glvwulexflq fkl0fxdgudgr
frq ? judgrv gh olehuwdg/ l1h1 2? 1 Vx ixqflq gh ghqvlgdg ylhqh gdgd sru
?

s E% '

% 2 3 e3 2
  / sdud wrgr %  f1
?
2 2 K ?2



g
Frpr frqvhfxhqfld/ 2? ' K 2 c ?2 | orv dojrulwprv ylvwrv sdud od glvwulexflq
jdppd vrq dsolfdeohv d hvwh fdvr1 Dghpv/ ghelgr d od uhsurgxfwlylgdg |d
 g 




phqflrqdgd vh wlhqh txh K 2 c ?2 ' K 2 c ?2 n K 2 c 2 / fxdqgr ? qr vhd
sdu/ vlhqgr hvwd owlpd glvwulexflq/ K 2 c 2 / od gho fxdgudgr gh xqd qrupdo
hvwqgdu1 Gh hvwd irupd/ vh wlhqh ho vljxlhqwh dojrulwpr sdud od vlpxodflq gh
od fkl0fxdgudgr=
Dojrulwpr uhsurgxfwlyr
sdud vlpxodu od fkl0fxdgudgr

31 Kdfhu 6 ' ?2 1
41 Kdfhu 7 ' 1
51 Ghvgh  ' kdvwd 6 kdfhu
5141 Jhqhudu L  L Efc 1
5151 Kdfhu 7 ' 7  L 1
61 Kdfhu f ' 2 *? 71
71 Vl ? hv lpsdu kdfhu
7141 Jhqhudu ~   Efc 1
7151 Kdfhu f ' f n ~ 2 1
81 Ghyroyhu f1
Gh wrgdv irupdv/ vl ? hv judqgh hv uhfrphqgdeoh xvdu ho dojrulwpr gh Wdglnd0
pdood1

8141: Od glvwulexflq 8 gh Ilvkhu0Vqhghfru


g

Gdgdv grv yduldeohv dohdwruldv t ' 26 h t2 ' 2? lqghshqglhqwhv/ od yduldeoh
dohdwruld ghqlgd sru
f'

t
6
t2
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vh glfh gh glvwulexflq 8 gh Vqhghfru +r gh Ilvkhu, frq 6 | ? judgrv gh olehuwdg


+86c? ,1 Vx ghqvlgdg hv
 ?  ?2

6
? 3 6n?
2
/ sdud wrgr %  f/
s E% ' 66 ?  % 2 3 % n
6
q 2c2

77

78

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

txh uhfxhugd d od gh xqd ehwd1 Dghpv gh srghu vlpxoduvh d wudyv gh dojr0


ulwprv gh jhqhudflq gh od fkl0fxdgudgr +frpr frqvhfxhqfld gh vx ghqlflq,/
wdpelq sxhgh vlpxoduvh phgldqwh ho xvr gh xqd glvwulexflq ehwd1
Dojrulwpr gh vlpxodflq
 gh od 8 d wudyv gh od ehwd

41 Jhqhudu ~  q 62 c ?2 1
?~
1
51 Kdfhu f ' 6E3~

8141; Od glvwulexflq | gh Vwxghqw


g

Gdgdv grv yduldeohv lqghshqglhqwhv t '  Efc  h t2 ' 2? / od yduldeoh dohdwr0
uld
t
f't

t2
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vh glfh txh wlhqh glvwulexflq | gh Vwxghqw frq ? judgrv gh olehuwdg +|? ,1 Od


ixqflq gh ghqvlgdg gh xqd |? hv
 

3 ?n
2
K ?n
%2
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/ sdud wrgr % 5 U1
n
s E% '
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Whqlhqgr hq fxhqwd od vlphwud gh hvwd glvwulexflq | vx uhodflq frq od 8 gh
g
Vqhghfru= E|? 2 ' 8c? / sxhgh vlpxoduvh iflophqwh od | gh Vwxghqw1
Dojrulwpr gh vlpxodflq gh od | gh Vwxghqw d sduwlu gh od 8
41 Jhqhudu L  L Efc  | ~  8c? 1
s
s
51 Vl L fD hqwrqfhv ghyroyhu f ' ~/ vlqr ghyroyhu f '  ~1

8141< Od glvwulexflq gh Zhlexoo


Od glvwulexflq gh Zhlexoo/ ` Ebc k/ hv xqd jhqhudol}dflq gh od glvwulexflq
i T Ek1 Vx ixqflq gh ghqvlgdg gh suredelolgdg hv
k

s E% ' kbk %k3 e3Eb% / sdud wrgr %  f1


g

Frpr vh yh/ ` Ebc  ' i T Eb1 Hvwd glvwulexflq vh xwlol}d pxfkr hq delolgdg
| dqolvlv gh vxshuylyhqfld sdud prghol}du ho wlhpsr gh ylgd gh xqd frpsrqhqwh
r gh xq vhu ylyr1 Sxhgh vlpxoduvh iflophqwh phgldqwh ho pwrgr gh lqyhuvlq
oljhudphqwh rswlpl}dgr1
Dojrulwpr gh lqyhuvlq sdud vlpxodu od glvwulexflq gh Zhlexoo
41 Jhqhudu L  L Efc 1
51

Ghyroyhu f '

E3 *? L k
b

Mtodos especficos para la simulacin de distribuciones notables

814143 Od glvwulexflq orjvwlfd


Hv od txh wlhqh sru ixqflq gh glvwulexflq=
8 E% '

n e3

%3@
K

/ ;% 5 U/

vlhqgr @ 5 U | K : f1 Sxhgh vlpxoduvh iflophqwh phgldqwh ho pwrgr gh


lqyhuvlq1
Dojrulwpr sdud vlpxodu od glvwulexflq orjvwlfd phgldqwh lqyhuvlq
41 Jhqhudu L  L Efc 1 

51 Ghyroyhu f ' @  K *? L  1

814144 Od glvwulexflq gh Sduhwr


Wlhqh xwlolgdg hq flhqfldv frpr od Hfrqrpd/ grqgh hq rfdvlrqhv vluyh sdud
prghol}du glvwulexflrqhv gh uhqwdv1 Vx ghqvlgdg ylhqh gdgd sru
+
@K@
vl %  K
s E% '
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f
vl % K
Frpr frqvhfxhqfld/ vx ixqflq gh glvwulexflq uhvxowd

f   vl % K
8 E% '
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vl %  K
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|/ sru wdqwr/ hv vlpxodeoh phgldqwh lqyhuvlq1 Xqd yhuvlq swlpl}dgd gho
dojrulwpr hv=
Dojrulwpr gh lqyhuvlq sdud vlpxodu od glvwulexflq gh Sduhwr
41 Jhqhudu L  L Efc 1
51 Ghyroyhu f ' K 1
L@

815 Glvwulexflrqhv glvfuhwdv


81514 Od glvwulexflq xqliruph glvfuhwd
Gdgr xq frqmxqwr qlwr gh  hohphqwrv +vlq suglgd gh jhqhudolgdg vxsrq0
guhprv ho frqmxqwr ic 2c    c  j, od glvwulexflq xqliruph glvfuhwd hq glfkr
frqmxqwr +r htxlsuredeoh vreuh glfkr frqmxqwr, hv od ghqlgd sru  Ef '  '

/ sdud  ' c 2c    c  1 Wdqwr ho pwrgr gh lqyhuvlq +fdofxodqgr h{sofl0



wdphqwh od ixqflq fxdqwlo, frpr ho gh wuxqfdplhqwr gdq oxjdu do vljxlhqwh
dojrulwpr1

79

80

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

Dojrulwpr sdud vlpxodu od glvwulexflq xqliruph glvfuhwd


hq ic 2c    c j
41 Jhqhudu L  L Efc 1
51 Ghyroyhu f ' g  L h n 1

81515 Od glvwulexflq elqrpldo


Od glvwulexflq elqrpldo gh h{whqvlq ? | suredelolgdg gh {lwr R/  E?c R/ vh
ghqh frpr ho qphur gh {lwrv hq ? suxhedv lgqwlfdv/ lqghshqglhqwhv/ hq odv
txh od suredelolgdg gh {lwr hv R1 Vx pdvd gh suredelolgdg hv
 
? 
 Ef '  '
R E  R?3 / sdud  ' fc c    c ?1

Sxhgh vlpxoduvh d sduwlu gh vx ghqlflq=
41 Kdfhu 7 ' f1
51 Uhshwlu ? yhfhv
5141 Jhqhudu L  L Efc 1
5151 Vl L  R hqwrqfhv kdfhu 7 ' 7 n 1
61 Ghyroyhu f ' 71
Hvwh pwrgr hv h{wuhpdgdphqwh ohqwr fxdqgr ? hv judqgh/ sru hvr/ hq hvh
fdvr/ uhvxowd pv yhqwdmrvr xwlol}du ho pwrgr gh od wdeod jxd1

81516 Od glvwulexflq gh Srlvvrq


Xqd yduldeoh dohdwruld glvfuhwd/ f/ wlhqh glvwulexflq gh Srlvvrq gh sduphwur
b : f vl vx pdvd gh suredelolgdg ylhqh gdgd sru
 Ef '  '

e3b b
/ sdud  ' fc c   
-

Od glvwulexflq gh Srlvvrq sxhgh vlpxoduvh phgldqwh ho pwrgr gh od wudqviru0


pdflq fxdqwlo frq evtxhgd vhfxhqfldo1 Wdpelq sxhgh vlpxoduvh kdflhqgr
xvr gh od uhodflq txh jxdugd frq od glvwulexflq h{srqhqfldo1 Dv/ gdgdv yd0
uldeohv dohdwruldv A / A2 /    / A? /    lqghshqglhqwhv | frq glvwulexflq i T Eb/
od yduldeoh dohdwruld hqwhud/ f/ txh yhulfd
f
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+ghqlhqgr f ' f vl A : , wlhqh glvwulexflq SrlvEb1

Mtodos especficos para la simulacin de distribuciones notables

Odv yduldeohv dohdwruldv A sxhghq vlpxoduvh/ xwlol}dqgr ydoruhv L gh xqd


xqliruph/ phgldqwh A '  *?bL 1 Hq yluwxg gh hoor/ vh wlhqh
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81

82

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

81518 Od glvwulexflq elqrpldo qhjdwlyd


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83

6
Simulacin de distribuciones
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Simulacin de distribuciones multidimensionales

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87

88

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

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89

90

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

Ilqdophqwh/ ho dojrulwpr uhvxowd=


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91

92

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

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vhqflood hv
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93

94

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

fx|d lqyhuvd ylhqh gdgd sru


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95

96

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

Xqd yh} gldjrqdol}dgd od pdwul} P/ frq dxwrydoruhv b / b2 /    / b_ | dxwryhf0


wruhv dvrfldgrv gdgrv sru odv froxpqdv gh od pdwul} M/ ho dojrulwpr surfhghud
frpr vljxh=
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od lghd hq txh frqvlvwh dojxqr gh hoorv1
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hflhqfld gho pwrgr1 Srgud phmruduvh glfkd hflhqfld vl ghvhvhprv
vlpxodu vrodphqwh od yduldeoh fB

97

7
Diseo de experimentos
de simulacin

Diseo de experimentos de simulacin 101

:1 0
Hq ho suhvhqwh fdswxor vh derugduq dojxqdv gh odv fxhvwlrqhv pv lpsruwdqwhv
d od krud gh glvhdu xq hvwxglr gh vlpxodflq1 Hq sulphu oxjdu vh srqguq gh
pdqlhvwr odv vlplolwxghv | glihuhqfldv hqwuh od vlpxodflq | od h{shulphqwdflq
vreuh ho vlvwhpd uhdo1 Wdpelq vh frphqwduq dojxqdv jhqhudolgdghv vreuh od
vlpxodflq hvwwlfd | glqplfd/ glihuhqfldqgr/ ghqwur gh vwd owlpd/ hqwuh od
vlpxodflq sru hyhqwrv | sru fxdqwrv1 Vh derugduq dojxqdv wfqlfdv gh uhgxf0
flq gh od yduldq}d | vh lqglfdu frpr srghu uhvroyhu orv sureohpdv gh hvwdel0
ol}dflq | ghshqghqfld txh kdelwxdophqwh dsduhfhq hq od vlpxodflq glqplfd1

:14 Glihuhqfldv | vlplolwxghv frq od h{shulphq0


wdflq uhdo
Frpr |d vh ghql hq ho sulphu whpd/ od vlpxodflq hv od wfqlfd frqvlvwhqwh
hq od uhdol}dflq gh h{shulphqwrv gh pxhvwuhr vreuh xq prghor frqvwuxgr d
sduwlu gh xq vlvwhpd uhdo1 D sduwlu gh hvwd ghqlflq hv reylr txh od vlpxodflq
qhfhvlwdu gh judq fdqwlgdg gh wfqlfdv hvwdgvwlfdv sdud rewhqhu odv pxhvwudv
+pxhvwuhr, | sdud dqdol}du orv uhvxowdgrv rewhqlgrv sru od h{shulphqwdflq
duwlfldo +hvwlpdflq/ lqwhuydorv gh frqdq}d/ frqwudvwhv gh klswhvlv/ hwf1,1
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wfqlfdv hvwdgvwlfdv hv px| vlplodu d od sursld h{shulphqwdflq vreuh ho vlvwhpd
uhdo1
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41 Od xwlol}dflq gh wfqlfdv gh hvwlpdflq sxqwxdo/ frqvwuxfflq gh lqwhu0
ydorv gh frqdq}d | frqwudvwhv gh klswhvlv hv dojr phqrv iuhfxhqwh hq od
vlpxodflq txh hq od h{shulphqwdflq uhdo1 Od ud}q hv txh dojxqrv gh
orv sduphwurv +orv gh frqwuro, |d vrq frqrflgrv hq od vlpxodflq |/ sru
wdqwr/ qr hv qhfhvdulr kdfhu lqihuhqfld vreuh hoorv/ dxqtxh v vreuh orv gh
vdolgd/ txh plghq/ gh dojxqd irupd/ ho frpsruwdplhqwr gho vlvwhpd1
51 Od vlpxodflq vxhoh kdfhu xq xvr pxfkr pv lqwhqvlyr gh wfqlfdv gh
rughqdflq | rswlpl}dflq1 Hvwr hv ghelgr d txh/ hq ho frqwh{wr gh od
vlpxodflq/ hv idfwleoh frpsdudu xq judqgvlvpr qphur gh hvfhqdulrv
+hqwuh orv txh vh ghvhd rswlpl}du/ sru hmhpsor, hq px| srfr wlhpsr/
frvd txh vh gd px| ududphqwh hq od h{shulphqwdflq uhdo1
61 Xqd shfxoldulgdg gh od vlpxodflq hv txh fdvl vlhpsuh hv srvleoh frpsdudu
glvwlqwdv hvwudwhjldv vreuh odv plvpdv pxhvwudv vlpxodgdv +vlpsohphqwh

102

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

xwlol}dqgr od plvpd vhplood hq od vlpxodflq/ frqyhqlhqwhphqwh sodql0


fdgd,1 Hvwr lpsolfd txh vh srguq xvdu pxhvwudv gh gdwrv dsduhdgrv
+srvlwlydphqwh fruuhodgrv, hq oxjdu gh gdwrv lqghshqglhqwhv/ frq od frq0
vljxlhqwh jdqdfld hq hflhqfld +frpr vh yhu do hvwxgldu od xwlol}dflq gh
qphurv dohdwrulrv frpxqhv/ ghqwur gh od vhfflq gh wfqlfdv gh uhgxfflq
gh od yduldq}d,1

:15 Vlpxodflq hvwwlfd | glqplfd


Od vlpxodflq vh glfh hvwwlfd vl hq ho prghor qr mxhjd qlqjq sdsho ho wudqv0
fxuvr gho wlhpsr plhqwudv txh hv glqplfd vl ho wlhpsr hv xqd gh odv yduldeohv
lpsruwdqwhv gho prghor1 Hq od vlpxodflq hvwwlfd uhvxowd px| vhqfloor frp0
sdudu glvwlqwdv hvwudwhjldv dqwh odv plvpdv frqglflrqhv gho d}du/ plhqwudv txh
hvwr hv pv frpsolfdgr hq od vlpxodflq glqplfd/ h{ljlhqgr xq wudedmr pd|ru
gh sodqlfdflq1 Dghpv/ ho frvwh frpsxwdflrqdo gh od vlpxodflq hvwwlfd hv
edvwdqwh pv prghudgr1
Od vlpxodflq hvwwlfd vh xvd px| iuhfxhqwhphqwh hq hvwdgvwlfd sdud frp0
suredu ho frpsruwdplhqwr frpsdudwlyr gh glyhuvrv pwrgrv hvwdgvwlfrv dowhu0
qdwlyrv sdud wdpdrv pxhvwudohv qlwrv +frpsohphqwdqgr orv hvwxglrv whulfrv/
fdvl vlhpsuh dvlqwwlfrv,1
Hq od vlpxodflq glqplfd/ qrupdophqwh vh wudwd gh lu dqdol}dqgr orv glv0
wlqwrv hvwdgrv sru orv txh yd sdvdqgr xq vlvwhpd txh hyroxflrqd hq ho wlhpsr1
Hvwr suryrfd/ hq jhqhudo/ xq pd|ru frvwh frpsxwdflrqdo | sureohpdv gh hvwd0
elol}dflq | ghshqghqfld1 H{lvwhq grv judqghv wlsrv gh vlpxodflq glqplfd=
od vlpxodflq frqwlqxd/ hq od txh vh vxsrqh txh ho vlvwhpd fdpeld gh hvwdgr
frqvwdqwhphqwh | od vlpxodflq glvfuhwd/ sdud od fxdo orv fdpelrv vh surgxfhq
hq flhuwrv lqvwdqwhv gh wlhpsr vlqjxoduhv1 Od ud}q gh vxv qrpeuhv ylhqh gh txh
hq ho sulphu fdvr ho frqmxqwr gh hvwdgrv hv frqwlqxr/ plhqwudv txh hq ho vhjxqgr
hv glvfuhwr1 Ghqwur gh od vlpxodflq glvfuhwd glvwlqjxluhprv od vlpxodflq sru
hyhqwrv | od vlpxodflq sru fxdqwrv1

:16 Vlpxodflq sru hyhqwrv | sru fxdqwrv


Frq ho qrpeuh gh vlpxodflq sru hyhqwrv/ r dvqfurqd/ ghvljqdprv ho wlsr gh
vlpxodflq glqplfd glvfuhwd hq od fxdo vh frqwurod od yduldeoh wlhpsr prylq0
grod kdvwd od rfxuuhqfld gho vljxlhqwh vxfhvr +r hyhqwr,1 Hvwr lpsolfd od qhfhvl0
gdg gh frqwurodu plqxflrvdphqwh fxo hv glfkr su{lpr vxfhvr= vdehu fxohv
vrq orv srvleohv vxfhvrv hq xq ixwxur lqphgldwr | fxo gh hoorv hv ho pv lq0
phgldwr1

Diseo de experimentos de simulacin 103

Od vlpxodflq sru fxdqwrv/ r dvqfurqd/ uhvsrqgh d xqd olvrid wrwdophqwh


glihuhqwh1 Vh wudwd gh h{dplqdu ho vlvwhpd +txh hyroxflrqd hq ho wlhpsr, ghmdq0
gr sdvdu shtxhrv lqwhuydorv gh wlhpsr gh orqjlwxg B/ md/ +oodpdgd fxdqwr,
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104

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

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Diseo de experimentos de simulacin 105

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gh hvwdelol}dflq, gxudqwh ho fxdo orv uhvxowdgrv rewhqlgrv sdud odv yduldeohv

106

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

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:19 Hmhuflflrv sursxhvwrv


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Diseo de experimentos de simulacin 107

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PARTE II
TEORA DE COLAS

8
Introduccin a la teora de colas

Introduccin a la teora de colas 113

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114

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

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odv iupxodv gh Olwwoh1
61 Orv prghorv gh frodv pv lpsruwdqwhv frq wdvdv gh oohjdgd | gh vhuylflr
h{srqhqfldohv= P2P24/ P2P2v/ P2P242N/ P2P2v2N/ P2P24242K/
P2P2V242K +vlq | frq uhsxhvwrv, | P2P241
71 Odv uhghv gh frodv wdqwr/ delhuwdv frpr fhuudgdv/ frq glvwulexflq h{sr0
qhqfldo sdud orv vhuylflrv | sdud odv oohjdgdv +vl hv ho fdvr,1
81 Dojxqdv lqglfdflrqhv vreuh fpr uhvroyhu sureohpdv gh frodv fxdqgr od
klswhvlv gh h{srqhqfldolgdg ghmd gh vhu flhuwd1 Hvwr lqfox|h ho hvwxglr
dqolwlfr gh prghorv vhqfloorv frq xq vor vhuylgru/ frpr ho P2J24/ |
dojxqdv qrflrqhv vreuh fpr dsur{lpdu orv ydoruhv gh lqwhuv phgldqwh
vlpxodflq1

9
Nociones bsicas sobre
procesos estocsticos

Nociones bsicas sobre procesos estocsticos 117

<1 0
<14 Qrflq gh surfhvr hvwrfvwlfr
Ghqlflq 64 Xq surfhvr hvwrfvwlfr qr hv pv txh xqd frohfflq gh yduldeohv
dohdwruldv txh ghqrwduhprv sru if E| *| 5 A j/ r elhq/ if| *| 5 A j/ r vlpsoh0
phqwh if| j|MA 1 Hv ghflu/ fdgd f| hv xqd yduldeoh dohwruld f| G l $ U/ wrgdv
hoodv ghqlgdv vreuh ho plvpr hvsdflr gh suredelolgdg l1 Ho vxefrqmxqwr/ ./ gh
U hq ho txh wrpdq ydoruhv wrgdv odv yduldeohv vh frqrfh frpr hvsdflr gh hvwd0
grv/ plhqwudv txh ho frqmxqwr gh qglfhv/ A / vh ghqrplqd hvsdflr gh wlhpsrv1
Vhjq orv frqmxqwrv . | A vhdq qlwrv +r lqqlwrv qxphudeohv, r frqwhqjdq/ do
phqrv/ xq lqwhuydor vh kdeodu gh surfhvrv hvwrfvwlfrv frq hvsdflr gh hvwdgrv
glvfuhwr r frqwlqxr | hq wlhpsr glvfuhwr r frqwlqxr1
Dojxqrv hmhpsorv whulfrv gh surfhvrv hvwrfvwlfrv vrq= xqd yduldeoh dohdwr0
uld +dtx ho frqmxqwr gh qglfhv wlhqh xq qlfr hohphqwr,/ xq yhfwru dohdwrulr 0r
yduldeoh dohdwruld pxowlglphqvlrqdo0 +hq ho fxdo ho hvsdflr gh wlhpsrv hv qlwr,/
r xqd vxfhvlq gh yduldeohv dohdwruldv +fxdqgr A ' Q,/ hqwuh rwurv1 Frpr hv
reylr/ od pd|ru qryhgdg gho frqfhswr vh gd fxdqwr ho hvsdflr gh wlhpsrv hv xq
frqmxqwr lqqlwr1
Hmhpsorv gh vlwxdflrqhv uhdohv txh srgudq prghol}duvh phgldqwh surfhvrv
hvwrfvwlfrv vrq odv vljxlhqwhv=
41 Ho wlhpsr gh uhvsxhvwd hq xq vlvwhpd lqirupwlfr pxowlwxvxdulr/ vhjq
od krud gho gd1 Dtx ho hvsdflr gh hvwdgrv srgud vhu . ' Efc 4 | ho gh
wlhpsrv A ' dfc 2e/ sru wdqwr vh wudwdud gh xq surfhvr hvwrfvwlfr hq
wlhpsr frqwlqxr | frq hvsdflr gh hvwdgrv frqwlqxr1
51 Ho qphur gh whuplqdohv frqhfwdgdv d xq vhuylgru vhjq ho lqvwdqwh gho
gd1 Gh qxhyr/ A ' dfc 2e/ plhqwudv txh dkrud . ' ifc c 2c    j1 Vh
wudwd sxhv gh xq surfhvr hvwrfvwlfr hq wlhpsr frqwlqxr | frq hvsdflr gh
hvwdgrv glvfuhwr1
61 Ho wlhpsr gh FSX gh xq vhuylgru ghglfdgr d xvxdulrv vhjq ho gd gho
dr1 Vh wudwd gh xq surfhvr hvwrfvwlfr hq wlhpsr glvfuhwr | frq hvsdflr
gh hvwdgrv frqwlqxr/ sxhv A ' ic 2c    c SDj | . ' dfc 41 Wdpelq/
reyldphqwh/ hv xqd yduldeoh dohwruld frqwlqxd 6980glphqvlrqdo1
Ilmdgr xq hohphqwr gho hvsdflr pxhvwudo/ / 5 l/ od ixqflq }/ G A $ ./ txh
d fdgd | 5 A oh kdfh fruuhvsrqghu }/ E| ' f| E/ vh ghqrplqd wud|hfwruld/ r
uhdol}dflq pxhvwudo gho surfhvr/ sdud od hohfflq gho d}du +r vxfhvr hohphqwdo,
/1 Hq hvwh vhqwlgr/ xq surfhvr hvwrfvwlfr wdpelq sxhgh ghqluvh/ gh irupd

118

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

htxlydohqwh/ frpr xqd qlfd yduldeoh dohwruld shur txh wrpd ydoruhv hq ho
frqmxqwr gh odv ixqflrqhv gh A hq ./ J ' i}*} G A $ .j1

<15 Fdudfwhuvwlfdv | surslhgdghv txh sxhgh


yhulfdu xq surfhvr hvwrfvwlfr
Ghqlflq 65 Vh ghqrplqd ixqflq gh phgldv gh xq surfhvr hvwrfvwlfr
if| j|MA d od dsolfdflq ghqlgd sru
6 E| ' . Ef|  / ;| 5 A 1
Ghqlflq 66 Od ixqflq gh dxwrfryduldq}dv gh xq surfhvr if| j|MA hv xqd
dsolfdflq/ gh A  A hq U/ gdgd sru
S Erc | ' J Efr c f|  ' . dEfr  6 Er Ef|  6 E|o / sdud wrgrv rc | 5 A 1
Ghelgr d od vlphwud gh od fryduldq}d/ hvwd ixqflq hv vlpwulfd/ hv ghflu/
S Erc | ' S E|c r sdud wrgrv rc | 5 A 1
Ghqlflq 67 Xq surfhvr hvwrfvwlfr if| j|MA vh glfh gelophqwh hvwdflrqdulr
+r hvwdflrqdulr hq phgld | fryduldq}d, vl yhulfd
41 Vx ixqflq gh phgldv hv frqvwdqwh/ l1h1/ 6 E| ' 6/ ;| 5 A 1
51 Od ixqflq gh dxwrfryduldq}dv hv ixqflq vrodphqwh gh od glihuhqfld gh
lqvwdqwhv gh wlhpsr/ hv ghflu/ S Erc | '  E|  r1
Ghqlflq 68 Xq surfhvr hvwrfvwlfr if| j|MA vh glfh ixhuwhphqwh hvwdflrqdulr
+r hvwdflrqdulr hq vhqwlgr hvwulfwr, vl sdud fxdotxlhu ? 5 Q/ fxdohvtxlhud
lqvwdqwhv yhulfdqgr | |2    |? | fxdotxlhu ydoru uhdo / wdo txh
| n  5 A sdud  ' c 2c    c ?/ vh yhulfd txh od yduldeoh ?0glphqvlrqdo
Ef| n c f|2 n c    c f|? n 
wlhqh od plvpd glvwulexflq gh suredelolgdg txh
Ef| c f|2 c    c f|?  
D sduwlu gh hvwd ghqlflq vh wlhqh txh/ hq sduwlfxodu/ wrgr surfhvr hvwrfv0
g
wlfr ixhuwhphqwh hvwdflrqdulr yhulfd fr ' f| sdud wrgrv rc | 5 A +hv ghflu odv
glvwulexflrqhv pdujlqdohv gh odv yduldeohv gho surfhvr vrq ljxdohv,1 Or dqwhulru
lpsolfd txh
6 Er ' . Efr  ' . Ef|  ' 6 E| / sdud wrgrv rc | 5 A 1

Nociones bsicas sobre procesos estocsticos 119

Dghpv/ dsolfdqgr sdud ? ' 2 |  ' r/ od surslhgdg gh hvwdflrqdulhgdg


ixhuwh/ vh wlhqh txh
g

Efr c f|  ' Eff c f|3r 


|/ sru wdqwr S Erc | ' S Efc |  r '  E|  r1 Hq yluwxg gh wrgr or dqwh0
ulru/ vh wlhqh txh wrgr surfhvr ixhuwhphqwh hvwdflrqdulr wdpelq hv gelophqwh
hvwdflrqdulr1
Xqd surslhgdg px| lpsruwdqwh txh sxhgh yhulfdu xq surfhvr hvwrfvwlfr
hv od oodpdgd surslhgdg gh Pdunry1
Ghqlflq 69 Xq surfhvr hvwrfvwlfr if| j|MA / vh glfh pdunryldqr vl/ sdud
fxdotxlhu ? 5 Q | fxdohvtxlhud lqvwdqwhv | |2    |? hq A / vh yhulfd od
vljxlhqwh ljxdogdg hq glvwulexflq=
f|? mf|

cf|2 c cf|?3

' f|? mf|

?3

Hq wuplqrv lqwxlwlyrv/ od surslhgdg gh Pdunry vh h{suhvd glflhqgr txh/


frqrflgr ho suhvhqwh/ od glvwulexflq gh suredelolgdg gh srvleohv ydoruhv ixwxurv
gho surfhvr ghshqgh vodphqwh gho ydoru gho suhvhqwh | qr gh ydoruhv gho surfhvr
hq ho sdvdgr1
Hq or txh vljxh qrv fhqwuduhprv hq ho hvwxglr gh dojxqrv surfhvrv hvwrfvwl0
frv/ hq wlhpsr frqwlqxr | frq hvsdflr gh hvwdgrv glvfuhwr/ txh vhuq gh hvshfldo
lqwhuv sru vx xwlolgdg frpr khuudplhqwdv sdud od whrud gh frodv1

<16 Surfhvrv gh frqwdu= ho surfhvr gh Srlvvrq


Ghqlflq 6: Xq surfhvr hvwrfvwlfr hq wlhpsr frqwlqxr | frq hvsdflr gh
hvwdgrv glvfuhwr/ i| j|Mdfc" / vh glfh gh frqwdu vl yhulfd orv vljxlhqwhv wuhv
d{lrpdv=
41 f ' f1
51 | wrpd qlfdphqwh ydoruhv hqwhurv qr qhjdwlyrv1
61 Vl r | hqwrqfhv r E/  | E/ sdud wrgr / 5 l1
Dojxqdv vlwxdflrqhv sufwlfdv txh sxhghq prghol}duvh phgldqwh surfhvrv
gh frqwdu vrq
41 Ho qphur gh surfhvrv hqyldgrv d xq vhuylgru kdvwd xq wlhpsr |1
51 Ho qphur gh oodpdgdv whohiqlfdv uhflelgdv sru xqd rflqd gh uhvhuyd gh
eloohwhv kdvwd xq wlhpsr |1

120

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

61 Ho qphur gh huuruhv gh vriwzduh kdelgrv hq xq vlvwhpd lqirupwlfr kdvwd


xq lqvwdqwh |1
Hq jhqhudo/ sxhgh dupduvh txh orv surfhvrv gh frqwdu vluyhq sdud prghol}du
ho qphur gh rfxuuhqfldv gh xq flhuwr ihqphqr kdelgdv ghvgh xq lqlflr gh
wlhpsrv +mdgr hq | ' f, kdvwd xq lqvwdqwh |1
Ghqlflq 6; Gdgr xq surfhvr gh frqwdu/ i| *|  fj/ vh glfh txh hv xq sur0
fhvr gh Srlvvrq gh sduphwur +r lqwhqvlgdg, b : f/ vl yhulfd odv vljxlhqwhv
surslhgdghv=
41 Ho surfhvr wlhqh lqfuhphqwrv lqghshqglhqwhv/ hv ghflu/ vl vh wlhqhq lqv0
wdqwhv f  |f |    |? / hqwrqfhv/ odv yduldeohv dohdwruldv | |f /
|2  | /   / |?  |?3 +txh uhsuhvhqwdq orv qphurv gh rfxuuhqfldv
hq orv lqwhuydorv E|f c | o/ E| c |2 o/   /E|?3 c |? o, vrq lqghshqglhqwhv1
g

51 Ho surfhvr wlhqh lqfuhphqwrv hvwdflrqdulrv/ hv ghflu/ |n  rn ' | 


r sdud wrgrv r | |  duelwudulr1
61 Od suredelolgdg gh txh hq ho lqwhuydor dfc o vh gh h{dfwdphqwh xqd rfx0
uuhqfld gho ihqphqr hv  E '  ' b n J E1 Hq yluwxg gho d{lrpd
dqwhulru hvwr plvpr hv yolgr sdud fxdotxlhu lqwhuydor gh orqjlwxg 1
71 Od suredelolgdg gh txh kd|d grv r pv rfxuuhqfldv hq hvh plvpr lqwhuydor
dfc o hv  E  2 ' J E1 Gh qxhyr/ sru ho d{lrpd 5/ hvwd surslhgdg
hv yolgd sdud fxdotxlhu lqwhuydor gh orqjlwxg 1
Frpr frqvhfxhqfld gh orv grv owlprv d{lrpdv gh od ghqlflq/ vh wlhqh
 E ' f '  b n J E1 Sru rwud sduwh/ ho qphur phglr gh rfxuuhqfldv
gho ihqphqr hq xq lqwhuydor gh orqjlwxg / ylhqh gdgr sru
. E|n  |  ' . E  ' f  E  b n J E n  Eb n J E n J E
' b n J E /
frq or txh ho qphur phglr gh rfxuuhqfldv sru xqlgdg gh wlhpsr hv
b n J E
J E
. E|n  | 
'
'bn
/



fx|r oplwh/ fxdqgr  $ fn hv b1 Dv/ ho sduphwur gho surfhvr gh Srlvvrq/
b/ sxhgh lqwhusuhwduvh frpr ho qphur phglr gh rfxuuhqfldv gho ihqphqr sru
xqlgdg gh wlhpsr +gh dk ho qrpeuh gh lqwhqvlgdg,1
Vhjxlgdphqwh vh suhvhqwdq dojxqrv uhvxowdgrv whulfrv lqwhuhvdqwhv sdud ho
surfhvr gh Srlvvrq1 Frpr frqvhfxhqfld gh orv plvprv vh wlhqh/ hqwuh rwudv
frvdv/ txh od glvwulexflq gh xq surfhvr gh Srlvvrq txhgd fdudfwhul}dgd gh
irupd qlfd sru orv d{lrpdv dqwhulruhv1

Nociones bsicas sobre procesos estocsticos 121

Whruhpd 6< Vhd i| *|  fj xq surfhvr gh Srlvvrq gh sduphwur b1 Hqwrqfhv


od yduldeoh dohdwruld | wlhqh glvwulexflq gh Srlvvrq gh sduphwur b|1 Hq rwudv
sdodeudv/ odv glvwulexflrqhv pdujlqdohv gho surfhvr vrq gh Srlvvrq1
Whruhpd 73 Vhd i| *|  fj xq surfhvr gh Srlvvrq gh sduphwur b | vhdq
f ' |f | |2    orv wlhpsrv +dohdwrulrv, gh rfxuuhqfld gho ihqphqr
hq fxhvwlq +hv ghflu/ orv sxqwrv |  f txh yhulfdq txh r | sdud wrgr
r |, | ghiqdqvh orv wlhpsrv hqwuh rfxuuhqfldv ' |  |f / 2 ' |2  | /   
> hqwrqfhv odv yduldeohv dohdwruldv & vrq pxwxdphqwh lqghshqglhqwhv h lgqwl0
fdphqwh glvwulexgdv/ frq glvwulexflq h{srqhqfldo gh sduphwur b1 Uhfsurfd0
phqwh/ vl i| *|  fj hv xq surfhvr gh frqwdu | orv wlhpsrv hqwuh rfxuuhqfldv/
& / ghqlgrv frpr dqwhv/ vrq yduldeohv lqghshqglhqwhv h lgqwlfdphqwh glv0
wulexgdv/ frq glvwulexflq h{srqhqfldo gh sduphwur b/ hqwrqfhv i| *|  fj
hv xq surfhvr gh Srlvvrq gh sduphwur b1
Hvwh uhvxowdgr hv px| wlo sdud vlpxodu ho surfhvr gh Srlvvrq vlq pv txh
xwlol}du xq dojrulwpr +frpr ho gh lqyhuvlq, txh shuplwd vlpxodu od glvwulex0
flq h{srqhqfldo1 Wdpelq/ mxqwr frq ho uhvxowdgr dqwhulru/ hv gh pxfkr lqwhuv
whulfr sxhv vlpsolfd qrwdeohphqwh ho fofxor gh glyhuvdv suredelolgdghv uhod0
wlydv d surfhvrv gh Srlvvrq1 Xq hmhpsor gh hvwr vh sxhgh yhu hq od ghprvwudflq
gho whruhpd vljxlhqwh1
Whruhpd 74 Frqvlguhvh i| *|  fj/ xq surfhvr gh Srlvvrq gh sduphwur b/
sdud ho fxdo vh vdeh txh hq ho lqwhuydor d@c Ko +frq K : @, vh kd gdgr h{dfwdphqwh
xqd rfxuuhqfld1 Hqwrqfhv/ od yduldeoh dohdwruld t / ghqlgd frpr ho lqvwdqwh
frqfuhwr gho lqwhuydor d@c Ko hq ho txh vh kd gdgr hvd rfxuuhqfld/ vljxh xqd
glvwulexflq Ld@c Ko1
Ghprvwudflq= Vhd | 5 d@c Ko1 Fdofxohprv C E|/ od ixqflq gh glvwulexflq
gh od yduldeoh t hq hvwh sxqwr |=




C E| '  Et  | '  |  @ ' mK 3@ ' '  |3@ ' mK3@ '
 E|3@ ' c K3@  |3@ ' f
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e3bE|3@ EbE|3@ e3bEK3| EbEK3|f



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txh hv od iupxod gh od ixqflq gh glvwulexflq gh xqd L d@c Ko1

122

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

<17 Surfhvrv gh qdflplhqwr | pxhuwh


Ho surfhvr gh Srlvvrq +|/ hq jhqhudo/ orv surfhvrv gh frqwdu, hv wlo sdud pr0
ghol}du vlwxdflrqhv hq odv txh ho remhwlyr hv frqwdelol}du ho qphur gh rfxuuhq0
fldv gh flhuwr ihqphqr +r qdflplhqwrv hq xqd sreodflq, kdvwd xq lqvwdqwh |1
H{lvwhq rwurv surfhvrv pv jhqhudohv/ oodpdgrv gh qdflplhqwr | pxhuwh/ txh
frqwhpsodq od srvlelolgdg gh txh glfkr qphur sxhgd glvplqxlu +sru hmhpsor/
vl vh suhwhqgh frqwdelol}du ho qphur gh lqglylgxrv hq xqd sreodflq/ fdgd yh}
txh vh surgxfh xqd pxhuwh,1 Orv surfhvrv gh qdflplhqwr | pxhuwh/ dghpv
gh jhqhudol}du ho surfhvr gh Srlvvrq hq ho vhqwlgr uhflq frphqwdgr/ wdpelq
vrq pv jhqhudohv sru ho khfkr gh shuplwlu txh odv wdvdv gh qdflplhqwrv |
pxhuwhv sxhgdq ghshqghu gho qphur gh lqglylgxrv gh od sreodflq +frvd txh
hihfwlydphqwh rfxuuh hq odv sreodflrqhv gh vhuhv ylyrv,1
Ghqlflq 75 Frqvlguhvh xq surfhvr hvwrfvwlfr i| *|  fj frq hvsdflr gh
hvwdgrv glvfuhwr= . ' ifc c 2c    j | vxsqjdvh txh ho surfhvr ghvfuleh xq
vlvwhpd txh gluhprv txh vh hqfxhqwud hq hvwdgr .? hq ho lqvwdqwh | fxdqgr
| ' ?1 Vh glu txh ho surfhvr hvwrfvwlfr hv gh qdflplhqwr | pxhuwh vl h{lvwhq
vxfhvlrqhv gh qphurv qr qhjdwlyrv ib? *? ' fc c    j | i>? *? ' c 2c    j
+oodpdgdv wdvdv gh qdflplhqwr | gh pxhuwh/ uhvshfwlydphqwh, wdohv txh vh yh0
ulfdq odv vljxlhqwhv surslhgdghv1
41 Orv fdpelrv gh hvwdgr shuplwlgrv vrq gh .f d . | ghvgh .? d .?3 r d
.?n / sdud ?  1
51 Vl ho vlvwhpd vh hqfxhqwud hq hvwdgr .? hq ho lqvwdqwh |/ hqwrqfhv/ od
suredelolgdg gh txh hqwuh | | | n  sdvh d hvwdgr .?n hv b?  n J E |/
vl ?  / od suredelolgdg gh txh sdvh d .?3 hv >?  n J E1
61 Od suredelolgdg gh txh rfxuud pv gh xq fdpelr hq ho lqwhuydor gh wlhpsr
hqwuh | | | n  hv J E1
Frpr |d vh frphqw dqwhv/ hv gljqr gh phqflq txh ho surfhvr gh Srlvvrq hv
xq fdvr sduwlfxodu gh od ghqlflq dqwhulru vlq pv txh frqvlghudu txh odv wdvdv
gh pxhuwh vrq wrgdv fhur | txh odv wdvdv gh qdflplhqwr vrq frqvwdqwhphqwh
ljxdohv d b1
D frqwlqxdflq/ wudwduhprv gh hqfrqwudu dojq prgr gh ghwhuplqdu od glv0
wulexflq gh suredelolgdg gh xq surfhvr gh qdflplhqwr | pxhuwh +r/ do phqrv/
vxv glvwulexflrqhv pdujlqdohv,1 Ghqrwhprv sru ? E| od suredelolgdg gh txh
ho vlvwhpd vh hqfxhqwuh hq ho hvwdgr .? hq ho lqvwdqwh |/ pdwhpwlfdphqwh/
? E| '  E| ' ?1 Judfldv d od uhjod gh odv suredelolgdghv wrwdohv/ srghprv
h{suhvdu iflophqwh od suredelolgdg gh txh ho vlvwhpd hvw hq ho hvwdgr .? hq ho
lqvwdqwh | n / hq wuplqrv gh suredelolgdghv gh txh ho vlvwhpd hvw hq glvwlqwrv

Nociones bsicas sobre procesos estocsticos 123

srvleohv hvwdgrv hq ho lqvwdqwh |1 Dv/ vl ?  / vh wlhqh




? E| n  '  E|n ' ? '  |n ' ?m| '?3  E| ' ?  


n |n ' ?m| '?  E| ' ?


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n?n E| >?n  n J E n

6 E| J E

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' ?3 E| b?3  n ? E| E  b?   >?  n ?n E| >?n  n J E 1
Frpr frqvhfxhqfld vh wlhqh/
J E
? E| n   ? E|
' b?3 ?3 E|  Eb? n >?  ? E| n >?n ?n E| n


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' b?3 ?3 E|  Eb? n >?  ? E| n >?n ?n E| 1

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J E


Gh irupd wrwdophqwh dqorjd sxhgh wudwduvh ho fdvr ? ' f/ rewhqlhqgr odv


oodpdgdv hfxdflrqhv glihuhqfldohv gh edodqfh=
? E| ' b?3 ?3 E|  Eb? n >?  ? E| n >?n ?n E| vl ?  |
f E| ' bf f E| n >  E| 1
Vxsrqlhqgr txh hq ho ruljhq gh wlhpsrv ho vlvwhpd vh hqfxhqwud hq hvwdgr .f
+hv ghflu/ hq | ' f/ qr kd| lqglylgxrv hq od sreodflq,/ vh wlhqhq odv frqglflrqhv
lqlfldohv f Ef ' | ? Ef ' f sdud wrgr ?  1
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lqqlwdv hfxdflrqhv glihuhqfldohv olqhdohv, vrq gliflohv gh uhvroyhu1 Gh wrgdv
irupdv kd| dojxqrv fdvrv sduwlfxoduhv hq orv txh od uhvroxflq hv pv vhqflood1
Dv/ vl >? ' f sdud wrgr ? ' c 2c    | b? ' b sdud wrgr ? ' fc c    +hv ghflu/
sdud ho surfhvr gh Srlvvrq,/ odv hfxdflrqhv gh edodqfh uhvxowdq hvshfldophqwh
vhqfloodv=
? E| ' b?3 E|  b? E| vl ?  |
f E| ' bf E|

124

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

| sxhgh sureduvh vlq h{fhvlyd glfxowdg txh od vroxflq hv


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ixqflrqhv ? E| vrq frqvwdqwhv R? / txh qr ghshqghq gh |/ |/ sru wdqwr/ ho
vlvwhpd gh hfxdflrqhv glihuhqfldohv gh edodqfh vh frqylhuwh hq xq vlvwhpd gh
lqqlwdv hfxdflrqhv olqhdohv=
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f ' bf Rf n > R /
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txh vh surgx}fd xqd pxhuwh fxdqgr kd| ? lqglylgxrv hq od sreodflq +sdvdqgr/
frqvljxlhqwhphqwh/ d xqd sreodflq frq ?  lqglylgxrv,1 Fxdqgr ? ' f ho
ud}rqdplhqwr dqwhulru hv yolgr vdoyr hq or wrfdqwh d >f / txh qr dsduhfh sxhv
qr sxhgh kdehu pxhuwhv vl |d kd| f lqglylgxrv hq ho vlvwhpd1 Sdud orv wuplqrv
gh od ghuhfkd/ fxdqgr ?  / vh sxhgh oohjdu do hvwdgr ? surfhghqwh gho hvwdgr
?  +hq fx|r fdvr gheh kdehu xq qdflplhqwr/ frq wdvd b?3 , r elhq gho hvwdgr
? n +vlhpsuh txh kd|d xqd pxhuwh/ frq wdvd >?n ,1 Reyldphqwh/ vl ? ' f/
qr dsduhfhu ho wuplqr fruuhvsrqglhqwh d ?  1
Hq hvwh fdvr hq ho txh ho surfhvr gh qdflplhqwr | pxhuwh hv hvwdflrqdulr/
uhvxowd edvwdqwh vhqfloor uhvroyhu odv hfxdflrqhv gh edodqfh1 Dv/ wrpdqgr od
hfxdflq fruuhvsrqglhqwh d ? ' f vh sxhgh ghvshmdu R / rewhqlhqgr
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Nociones bsicas sobre procesos estocsticos 125

Dghpv/ sxhgh sureduvh sru lqgxfflq xqd jhqhudol}dflq gh hvwd h{suhvlq


sdud fxdotxlhu qglfh ?=
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sureprvod sdud ? n 1 Xwlol}dqgr od hfxdflq gh edodqfh ?0vlpd/ vh wlhqh
b?3 R?3 >?n R?n
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or fxdo/ vlpsolfdqgr orv wuplqrv >? / | ghvshmdqgr R?n gd oxjdu d
b?
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txh hv od h{suhvlq txh vh txhud ghprvwudu1
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126

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

S
vlhpsuh txh "
?' S? 41 Hvwd owlpd hv od oodpdgd frqglflq gh hvwdgr hvwd0
flrqdulr/ txh ylhqh d txhuhu ghflu txh sdud txh h{lvwd xq surfhvr gh qdflplhq0
wr | pxhuwh hvwdflrqdulr frq wdvdv
S gh qdflplhqwr ib? j?Df | wdvdv gh pxhuwh
i>? j?D kd gh fxpsoluvh txh "
?' S? 41 Dghpv sxhgh ghprvwuduvh txh
hvwd frqglflq hv wdpelq vxflhqwh +qr vor qhfhvduld, sdud txh ho surfhvr vhd
hvwdflrqdulr1

10
Conceptos generales
de la teora de colas

Conceptos generales de la teora de colas 129

431 0
Kdvwd ho prphqwr khprv hvwxgldgr glyhuvdv khuudplhqwdv gh surfhvrv hvwrfv0
wlfrv txh vhuq xwlohv sdud ho hvwxglr gh frodv frq wlhpsrv hqwuh oohjdgdv |
wlhpsrv gh vhuylflr srlvvrqldqrv1 Hq hvwh fdswxor gduhprv xqd lqwurgxfflq
do frqfhswr gh frod/ sursldphqwh glfkr/ hvwdeohflhqgr od whuplqrorjd evl0
fd txh xwlol}duhprv hq ho vljxlhqwh fdswxor h lqglfdqgr dojxqdv surslhgdghv
lpsruwdqwhv/ wdqwr gh odv glvwulexflrqhv h{srqhqfldo | jdppd +gh pxfkd lp0
sruwdqfld hq orv prghorv gh frodv dqwhglfkrv, frpr sdud glyhuvrv frqfhswrv
dvrfldgrv frq dojxqdv yduldeohv gh lqwhuv hq xqd frod +odv oodpdgdv iupxodv
gh Olwwoh,1

4314 Ghvfulsflq gho vlvwhpd gh xqd frod


Hq pxfkdv rfdvlrqhv hq od ylgd uhdo/ xq ihqphqr px| frpq hv od irupdflq
gh frodv r oqhdv gh hvshud1 Hvwr vxhoh rfxuulu fxdqgr od ghpdqgd uhdo gh xq
vhuylflr hv vxshulru d od fdsdflgdg txh h{lvwh sdud gdu glfkr vhuylflr1 Hmhpsorv
uhdohv gh hvd vlwxdflq vrq= orv fuxfhv gh grv ydv gh flufxodflq/ orv vhpirurv/
ho shdmh gh xqd dxwrslvwd/ orv fdmhurv dxwrpwlfrv/ od dwhqflq d folhqwhv hq
xq hvwdeohflplhqwr frphufldo/ od dyhud gh hohfwurgrpvwlfrv x rwur wlsr gh
dsdudwrv txh ghehq vhu uhsdudgrv sru xq vhuylflr wfqlfr/ hwf1
Wrgdyd pv iuhfxhqwhv/ vl fdeh/ vrq odv vlwxdflrqhv gh hvshud hq ho frqwh{wr
gh od lqirupwlfd/ odv whohfrpxqlfdflrqhv |/ hq jhqhudo/ odv qxhydv whfqrorjdv1
Dv/ sru hmhpsor/ orv surfhvrv hqyldgrv d xq vhuylgru sdud hmhfxflq irupdq
frodv gh hvshud plhqwudv qr vrq dwhqglgrv/ od lqirupdflq vrolflwdgd/ d wudyv
gh lqwhuqhw/ d xq vhuylgru zhe sxhgh uhfleluvh frq ghprud ghelgr d frqjhvwlq
hq od uhg r hq ho vhuylgru sursldphqwh glfkr/ srghprv uhflelu od vhdo gh oqhdv
rfxsdgdv vl od fhqwudo gh od txh ghshqgh qxhvwur whoirqr pylo hvw frodsvdgd
hq hvh prphqwr/ hwf1
Ihqphqrv frpr orv txh vh dfdedq gh uhodwdu +| pxfkvlprv rwurv, wlhqhq
flhuwdv fdudfwhuvwlfdv frpxqhv txh gdq oxjdu do prghor gh vlvwhpd gh xqd frod1
Hq glfkr prghor glvwlqjxluhprv orv vljxlhqwhv hohphqwrv1
Ixhqwh gh hqwudgd r sreodflq srwhqfldo= Hv xq frqmxqwr gh lqglylgxrv
+qr qhfhvduldphqwh vhuhv ylyrv, txh sxhghq oohjdu d vrolflwdu ho vhuylflr hq
fxhvwlq1 Srghprv frqvlghuduod qlwd r lqqlwd1 Dxqtxh ho fdvr gh lqqlwxg
qr hv uhdolvwd/ v shuplwh +sru h{wudr txh sduh}fd, uhvroyhu gh irupd pv
vhqflood pxfkdv vlwxdflrqhv hq odv txh/ hq uhdolgdg/ od sreodflq hv qlwd shur
px| judqgh1 Glfkd vxsrvlflq gh lqqlwxg qr uhvxowd uhvwulfwlyd fxdqgr/ dq
vlhqgr qlwd od sreodflq srwhqfldo/ vx qphur gh hohphqwrv hv wdq judqgh txh

130

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

ho qphur gh lqglylgxrv txh |d hvwq vrolflwdqgr ho flwdgr vhuylflr sufwlfd0


phqwh qr dihfwd d od iuhfxhqfld frq od txh od sreodflq srwhqfldo jhqhud qxhydv
shwlflrqhv gh vhuylflr1
Folhqwh= Hv wrgr lqglylgxr gh od sreodflq srwhqfldo txh vrolflwd vhuylflr1
Vxsrqlhqgr txh orv wlhpsrv gh oohjdgd gh folhqwhv frqvhfxwlyrv vrq f |
|2    / vhu lpsruwdqwh frqrfhu ho sdwuq gh suredelolgdg vhjq ho fxdo od
ixhqwh gh hqwudgd jhqhud folhqwhv1 Or pv kdelwxdo hv wrpdu frpr uhihuhqfld orv
wlhpsrv hqwuh odv oohjdgdv gh grv folhqwhv frqvhfxwlyrv= & ' |&  |&3 / mdqgr
vx glvwulexflq gh suredelolgdg1 Qrupdophqwh/ fxdqgr od sreodflq srwhqfldo
hv lqqlwd vh vxsrqh txh od glvwulexflq gh suredelolgdg gh orv & +txh vhu od
oodpdgd glvwulexflq gh orv wlhpsrv hqwuh oohjdgdv, qr ghshqgh gho qphur gh
folhqwhv txh hvwq hq hvshud gh frpsohwdu vx vhuylflr/ plhqwudv txh hq ho fdvr
gh txh od ixhqwh gh hqwudgd vhd qlwd/ od glvwulexflq gh orv & yduldu vhjq ho
qphur gh folhqwhv hq surfhvr gh vhu dwhqglgrv1
Fdsdflgdg gh od frod= Hv ho p{lpr qphur gh folhqwhv txh sxhghq hvwdu
kdflhqgr frod +dqwhv gh frphq}du d vhu vhuylgrv,1 Gh qxhyr/ sxhgh vxsrqhuvh
qlwd r lqqlwd1 Or pv vhqfloor/ d hihfwrv gh vlpsolflgdg hq orv fofxorv/ hv
vxsrqhuod lqqlwd1 Dxqtxh hv reylr txh hq od pd|ru sduwh gh orv fdvrv uhdohv
od fdsdflgdg gh od frod hv qlwd/ qr hv xqd judq uhvwulfflq ho vxsrqhuod lqqlwd
vl hv h{wuhpdgdphqwh lpsuredeoh txh qr sxhgdq hqwudu folhqwhv d od frod sru
kdehuvh oohjdgr d hvh qphur oplwh hq od frod1
Glvflsolqd gh od frod= Hv ho prgr hq ho txh orv folhqwhv vrq vhohfflrqdgrv
sdud vhu vhuylgrv1 Odv glvflsolqdv pv kdelwxdohv vrq=
41 Od glvflsolqd ILIR +uvw lq uvw rxw,/ wdpelq oodpdgd IFIV +uvw frph
uvw vhuyhg,= vhjq od fxdo vh dwlhqgh sulphur do folhqwh txh dqwhv kd|d
oohjdgr1
51 Od glvflsolqd OLIR +odvw lq uvw rxw,/ wdpelq frqrflgd frpr OFIV +odvw
frph uvw vhuyhg, r slod= txh frqvlvwh hq dwhqghu sulphur do folhqwh txh
kd oohjdgr ho owlpr1
61 Od UVV +udqgrp vhohfwlrq ri vhuylfh,/ r VLUR +vhuylfh lq udqgrp rughu,/
txh vhohfflrqd d orv folhqwhv gh irupd dohdwruld1
71 Od glvflsolqd UU +urxqg urelq,/ vhjq od fxdo vh rwrujd xq shtxhr fxdq0
wr gh wlhpsr gh vhuylflr d fdgd folhqwh gh irupd vhfxhqfldo1 Hvwr ylhqh
d htxlydohu d uhsduwlu orv uhfxuvrv gh irupd ljxdolwduld hqwuh wrgrv orv
folhqwhv hq hvshud |/ sru vxsxhvwr vor wlhqh vhqwlgr hq dojxqdv flufxqv0
wdqfldv +frpr ho pelwr gh od lqirupwlfd,1
Phfdqlvpr gh vhuylflr= Hv ho surfhglplhqwr sru ho fxdo vh gd vhuylflr d orv
folhqwhv txh or vrolflwdq1 Sdud ghwhuplqdu wrwdophqwh ho phfdqlvpr gh vhuylflr
ghehprv frqrfhu ho qphur gh vhuylgruhv gh glfkr phfdqlvpr +vl glfkr qphur
ixhvh dohdwrulr/ od glvwulexflq gh suredelolgdg gho plvpr, | od glvwulexflq gh
suredelolgdg gho wlhpsr txh oh oohyd d fdgd vhuylgru gdu xq vhuylflr1 Hq fdvr

Conceptos generales de la teora de colas 131

gh txh orv vhuylgruhv whqjdq glvwlqwd ghvwuh}d sdud gdu ho vhuylflr vh gheh
hvshflfdu od glvwulexflq gho wlhpsr gh vhuylflr sdud fdgd xqr1
Od frod/ sursldphqwh glfkd/ hv ho frqmxqwr gh folhqwhv txh kdfhq hvshud/ hv
ghflu orv folhqwhv txh |d kdq vrolflwdgr ho vhuylflr shur txh dq qr kdq sdvdgr
do phfdqlvpr gh vhuylflr1
Ho vlvwhpd gh od frod= hv ho frqmxqwr irupdgr sru od frod | ho phfdqlvpr gh
vhuylflr/ mxqwr frq od glvflsolqd gh od frod/ txh hv or txh qrv lqglfd ho fulwhulr
gh tx folhqwh gh od frod hohjlu sdud sdvdu do phfdqlvpr gh vhuylflr1

4315 Whuplqrorjd | qrwdflq


Hq or vxfhvlyr xwlol}duhprv odv khuudplhqwdv suredelovwlfdv gh orv surfhvrv gh
qdflplhqwr | pxhuwh sdud ho hvwxglr gh frodv frq glvwulexflq gho wlhpsr hqwuh
oohjdgdv | glvwulexflq gho wlhpsr gh vhuylflr h{srqhqfldo1 Dqwhv khprv gh
mdu od qrwdflq txh ydprv d xvdu1
 E|= Ghqrwd ho qphur gh folhqwhv hq ho vlvwhpd hq ho lqvwdqwh |1  E| hv xq
surfhvr hvwrfvwlfr hq wlhpsr frqwlqxr | frq hvsdflrv gh hvwdgrv glvfuhwr1
^ E|= Uhsuhvhqwd ho qphur gh folhqwhv hq od frod hq ho lqvwdqwh |1
? E|= Hv od suredelolgdg gh txh/ hq ho lqvwdqwh |/ vh hqfxhqwuhq ? folhqwhv
hq ho vlvwhpd1 D hvwrv hihfwrv vh vxsrqh frqrflgr ho qphur gh folhqwhv hq ho
lqvwdqwh fhur +xvxdophqwh glfkr qphur hv fhur,1
t= Ghqrwd ho qphur gh vhuylgruhv gho phfdqlvpr gh vhuylflr1
? = Uhsuhvhqwd ho qphur phglr gh oohjdgdv gh folhqwhv do vlvwhpd/ sru xqlgdg
gh wlhpsr/ fxdqgr |d kd| ? folhqwhv hq o1 Wdpelq vh ghqrplqd wdvd gh
oohjdgdv +txh vh fruuhvsrqghud frq od wdvd gh qdflplhqwrv vl  E| hv xq surfhvr
gh qdflplhqwr | pxhuwh,1 Fxdqgr odv wdvdv gh oohjdgd qr ghshqghq gh ? +hv
ghflu wrgrv orv b? vrq frqvwdqwhv, vxhoh ghqrwduvh b glfkr ydoru frqvwdqwh1
? = Hv ho qphur phglr gh folhqwhv d orv txh vh ohv frpsohwd ho vhuylflr/ sru
xqlgdg gh wlhpsr/ fxdqgr kd| ? folhqwhv hq ho vlvwhpd1 Hv iuhfxhqwh uhihuluvh d
orv >? frpr wdvdv gh frpsohfflq gh vhuylflr +r/ vlpsohphqwh/ wdvdv gh vhuylflr,1
Vl wrgrv orv vhuylgruhv wlhqhq od plvpd glvwulexflq gho wlhpsr gh vhuylflr/
vxhoh ghqrwduvh sru > ho qphur phglr gh folhqwhv txh sxhgh dwhqghu fdgd
vhuylgru sru xqlgdg gh wlhpsr1 Frpr frqvhfxhqfld vh wlhqh txh >? ' ?> vl
? ' c 2c    c r | >? ' r> sdud ?  r1
= Hv od oodpdgd frqvwdqwh gh xwlol}dflq gho vlvwhpd r lqwhqvlgdg gh wufr1
Vh ghqh/ frpr
4'

b
1
r>

Fxdqgr orv b? vrq frqvwdqwhv | wrgrv orv vhuylgruhv wlhqhq od plvpd glvwulex0
flq gh wlhpsr gh vhuylflr/ b hv ho qphur phglr gh folhqwhv txh hqwudq hq ho
vlvwhpd | r> hv ho qphur phglr gh folhqwhv d orv txh sxhghq gdu vhuylflr orv r

132

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

vhuylgruhv fxdqgr wrgrv hvwq rfxsdgrv1 Hq hvwdv frqglflrqhv/ 4 uhsuhvhqwd od


iudfflq gh uhfxuvrv gho vlvwhpd txh hv frqvxplgd sru orv folhqwhv1 Dv/ lqwxlwl0
ydphqwh/ sduhfh qhfhvdulr txh vh fxpsod/ hq hvwrv fdvrv/ txh 4 | dghpv
fxdqwr pv fhufdqr d 4 txh vhd 4/ pv wufr kd gh vrsruwdu ho vlvwhpd +r
phqrv wlhpsr oleuh whqguq orv vhuylgruhv/ r pv hvshud kdeuq gh vxiulu orv
folhqwhv/ frpr vh txlhud h{suhvdu,1 Dxqtxh hv hylghqwh txh 4 qr wlhqh xqlgdghv/
hv kdelwxdo phglu od lqwhqvlgdg gh wufr hq Huodqjv/ hq krqru d orv wudedmrv
slrqhurv gh Huodqj hq od whrud gh frodv1
Orv prghorv gh frodv txh hvwxglduhprv hq ho vljxlhqwh fdswxor vrq wrgrv
hvwdflrqdulrv1 Hq hoorv odv glvwulexflrqhv gh suredelolgdg pdujlqdohv gh orv
surfhvrv hvwrfvwlfrv i E|j|Df | i^ E|j|Df qr fdpeldq frq ho wlhpsr |1 Hq
wdohv frqglflrqhv wlhqh shuihfwr vhqwlgr ghqlu orv vljxlhqwhv frqfhswrv=
= Hv od yduldeoh dohdwruld txh frqwdelol}d ho qphur gh folhqwhv hq ho vlvwhpd1
^ = Ghqrwd od yduldeoh dohdwruld qphur gh folhqwhv hq od frod1
T? = Hv od suredelolgdg gh txh vh hqfxhqwuhq ? folhqwhv hq ho vlvwhpd +? '
fc c    ,1
w= Uhsuhvhqwd ho qphur phglr gh folhqwhv hq ho vlvwhpd/ hv ghflu u ' . E 1
w^ = Txh qr hv pv txh ho qphur phglr gh folhqwhv hq od frod/ r or txh hv or
plvpr/ u^ ' . E^ 1
Z= Hv od yduldeoh dohdwruld txh ghvfuleh ho wlhpsr txh xq folhqwh sdvd hq ho
vlvwhpd1
Z^ = Uhsuhvhqwd ho wlhpsr txh xq folhqwh hvshud hq od frod1
`= Hv ho wlhpsr phglr txh xq folhqwh hvw hq ho vlvwhpd/ r vlpsohphqwh/
` ' . EZ1
`^ = Ghqrwd ho wlhpsr phglr gh hvshud hq od frod sdud xq folhqwh jhqulfr1
Pdwhpwlfdphqwh/ `^ ' . EZ^ 1
Sdud fodvlfdu orv srvleoh wlsrv gh vlvwhpdv gh frodv ghehprv hvshflfdu odv
fdudfwhuvwlfdv txh ghwhuplqdq orv hohphqwrv txh or frpsrqhq1 Dv/ Nhqgdoo
lqwurgxmr hq 4<86 od qrwdflq **r sdud lqglfdu txh od glvwulexflq gho wlhpsr
hqwuh oohjdgdv hv gh gho wlsr / txh  hv od glvwulexflq gho wlhpsr gh vhuylflr
| txh r hv ho qphur gh vhuylgruhv1 Srvwhulruphqwh hvwd qrwdflq vh h{whqgl
gdqgr oxjdu d od pv kdelwxdo hq qxhvwurv gdv/ frqvlvwhqwh hq ghvljqdu ho
vlvwhpd gh xqd frod frq od qrphqfodwxud **r*g*M*~/ grqgh=
 hv od glvwulexflq gho wlhpsr hqwuh oohjdgdv1 Dojxqdv gh odv deuhyldwxudv pv
xvdgdv sdud odv glvwulexflrqhv hqwuh oohjdgdv vrq=  +h{srqhqfldo,/ ( +ghwhu0
plqvwlfd,/ .& +Huodqj frq vhjxqgr sduphwur &,/ L +xqliruph,/ K +jdppd, r
C +glvwulexflq jhqulfd,/ hqwuh rwudv1
 hv od glvwulexflq gho wlhpsr gh vhuylflr1 Vh xvdq odv plvpdv deuhyldwxudv
txh odv phqflrqdgdv sdud 1
t hv ho qphur gh vhuylgruhv gho vlvwhpd1 Sxhgh vhu xq qphur hqwhur srvlwlyr
+r ' c 2c    , r elhq r ' 41
k hv od fdsdflgdg gh od frod +r orqjlwxg p{lpd gh od plvpd,1 Wdpelq g
sxhgh vhu xq qphur hqwhur pd|ru r ljxdo txh fhur/ r elhq g ' 4/ vl qr
kd| oplwh sdud od frod1 Ho ydoru gh g sxhgh rplwluvh/ wrpqgrvh sru ghihfwr
g ' 41

Conceptos generales de la teora de colas 133

O hv ho wdpdr gh od sreodflq srwhqfldo1 Wdpelq sxhgh vhu qlwr r lqqlwr1


Hvwh owlpr ydoru hv ho txh vh wrpd sru ghihfwr fxdqgr vh rplwh ho M1
~ hv od glvflsolqd hq od frod1 Dojxqdv deuhyldwxudv sdud ~ vrq ILIR/ OLIR/
UVV/ SU +glvflsolqd frq sulrulgdghv, r JG +glvflsolqd jhqhudo,1 Vx ydoru sru
ghihfwr +hq fdvr gh rplwluvh ~, hv ILIR1
Dv/ sru hmhpsor/ od qrwdflq *(*2*4*4*8 U8  lqglfd txh vh wudwd gho
vlvwhpd gh xqd frod frq wlhpsr hqwuh oohjdgdv h{srqhqfldohv/ wlhpsr gh vhuylflr
ghwhuplqvwlfr +l1h1 vlhpsuh vh wdugd ho plvpr wlhpsr hq gduoh vhuylflr d fdgd
folhqwh,/ kd| 5 vhuylgruhv hq ho phfdqlvpr gh vhuylflr/ qr h{lvwh oplwh sdud ho
qphur gh folhqwhv txh sxhghq hvwdu hq od frod gh hvshud/ od sreodflq srwhqfldo
vh vxsrqh frq lqqlwrv folhqwhv | orv folhqwhv vrq dwhqwlgrv vhjq xqd glvflsolqd
ILIR1 Frpr orv wuhv owlprv ydoruhv +4/ 4 | ILIR, vrq suhflvdphqwh orv
dvljqdgrv sru ghihfwr/ od qrwdflq dqwhulru srgud deuhylduvh frpr *(*21
Revuyhvh txh hvwh wlsr gh deuhyldwxudv vor vh sxhghq uhdol}du vl wrgrv orv
sduphwurv d sduwlu gh xqr gdgr vrq ljxdohv d orv ydoruhv sru ghihfwr/ |d txh hq
fdvr frqwudulr vh surgxflud dpeljhgdg1 Dv/ ho prghor .2 *L* *4*e*8 U8 /
qr srgud deuhylduvh frpr .2 *L* *e*8 U8  +dxqtxh v frpr .2 *L* *4*e,/
|d txh/ dxqtxh hv fodur txh  ' .2 /  ' L / r ' | ~ ' 8 U8 / qxqfd
vdeudprv vl frq o suhwhqghprv lqglfdu g ' e | M ' 4 r elhq M ' e |
g ' 41

4316 Iupxodv gh Olwwoh


Hq orv prghorv frq glvwulexflq gho wlhpsr hqwuh oohjdgdv | glvwulexflq gho
vhuylflr h{srqhqfldo +dv frpr hq pxfkrv rwurv prghorv pv jhqhudohv oodpdgrv
hujglfrv, vh yhulfdq flhuwdv iupxodv txh uhodflrqdq orv qphurv phglrv gh
folhqwhv/ hq ho vlvwhpd r hq od frod/ frq orv wlhpsrv phglrv gh xq folhqwhv hq ho
vlvwhpd r hq od frod1 Hvwdv vrq odv oodpdgdv iupxodv gh Olwwoh1
Fxdqgr odv wdvdv gh oohjdgd vrq frqvwdqwhv +hv ghflu b? ' b sdud wrgr
? ' fc c    ,/ od sulphud iupxod gh Olwwoh hvwdeohfh od ljxdogdg
u ' b  `/
plhqwudv txh od vhjxqgd vh h{suhvd phgldqwh
u^ ' b  `^ 1
Uhdophqwh vor od sulphud gh hoodv ixh rewhqlgd sru Olwwoh hq 4<94/ shur hv
frvwxpeuh uhihuluvh d dpedv frq ho wuplqr sulphud | vhjxqgd iupxod gh
Olwwoh1
Xqd irupd lqwxlwlyd gh hqwhqghu ho srutx gh od ydolgh} gh odv iupxodv gh
Olwwoh hv od vljxlhqwh1 Frqvlguhvh xq folhqwh txh oohjd do vlvwhpd mxvwr dkrud1
Ghvsxv gh xq wlhpsr/ fx|d phgld hv ` / hvh folhqwh vdogu vhuylgr gho vlvwhpd1

134

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

Frpr ho qphur phglr gh folhqwhv txh oohjdq do vlvwhpd sru xqlgdg gh wlhpsr
hv b/ ho qphur phglr gh folhqwhv txh kdeuq oohjdgr ghvgh txh qxhvwur folhqwh
hq fxhvwlq hqwu hq ho vlvwhpd kdvwd txh vdol gh o hv b  ` 1 Sru rwud sduwh/
hv reylr txh glfkr qphur phglr gh folhqwhv hv suhflvdphqwh ho qphur phglr
gh folhqwhv txh kd| hq ho vlvwhpd mxvwr hq ho prphqwr txh vdoh gho vlvwhpd
qxhvwur folhqwh sduwlfxodu/ hv ghflu/ u1 Xq ud}rqdplhqwr dqorjr hv yolgr sdud
od vhjxqgd iupxod gh Olwwoh
Reyldphqwh/ odv iupxodv gh Olwwoh qr sxhghq vhu yolgdv vl odv b? qr vrq
frqvwdqwhv +tx vhud b hqwrqfhvB,/ shur v sxhghq jhqhudol}duvh d hvd vlwxdflq
phgldqwh=
u ' b` |
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b ? R? 1
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Rwud uhodflq lpsruwdqwh +hq hvwh fdvr sdud uhodflrqdu ` | `^ , hv od gdgd

` ' `^ n 1
>
Vx ghgxfflq hv lqphgldwd sxhv ylhqh d ghflu txh ho wlhpsr phglr txh xq
folhqwh hvw hq ho vlvwhpd +` , frlqflgh frq od vxpd gho wlhpsr phglr hq od frod
+`^ , pv ho wlhpsr phglr txh wdugd hq vhu vhuylgr +*>/ |d txh > hv ho qphur
phglr gh folhqwhv txh xq vhuylgru sxhgh dwhqghu sru xqlgdg gh wlhpsr,1

4317 Dojxqdv surslhgdghv lpsruwdqwhv gh odv glv0


wulexflrqhv h{srqhqfldo | jdppd
Od glvwulexflq K E@c R ghshqgh gh grv sduphwurv= @ : f/ sduphwur gh hvfdod/
| R : f/ sduphwur gh irupd1 Hvwd glvwulexflq/ |d lqwurgxflgd frq ghwdooh hq
g
ho fdswxor 8/ jhqhudol}d od h{srqhqfldo/ sxhvwr txh K E@c  ' i T E@1
Hq od vljxlhqwh jufd vh pxhvwudq odv ghqvlgdghv gh xqd K E2c e/ xqd
K E2c S | xqd K E2c  ' i T E21

Conceptos generales de la teora de colas 135

1.5

0.5

4
x

Ghqvlgdghv gh xqd KE2c e +wud}r frqwlqxr,/ xqd KE2c S +wud}r glvfrqwlqxr, |


xqd KE2c  +wud}r d sxqwrv,
g

Hq jhqhudo/ od phgld | od yduldq}d gh xqd yduldeoh f ' K E@c R vrq . Ef '
| T @o Ef ' @R2 1 D frqwlqxdflq yhuhprv dojxqdv surslhgdghv lqwhuhvdqwhv
gh hvwdv glvwulexflrqhv hq uhodflq frq orv prghorv gh frodv gh wlsr **    1
R
@

Sursrvlflq 76 Vl A ' i T Ek/ hqwrqfhv


 Ef  A  {| :  E|  A  | n {| /
sdud wrgr | : f1
Hvwd surslhgdg sxhgh ghgxfluvh iflophqwh gho khfkr gh txh od ixqflq gh
ghqvlgdg gh od h{srqhqfldo vhd hvwulfwdphqwh ghfuhflhqwh hq dfc 41
g

Sursrvlflq 77 +fduhqfld gh phpruld gh od h{srqhqfldo, Vl A ' i T Ek/


hqwrqfhv


 A : | n {|mA :{| '  EA : | / sdud wrgr | : f1
Hvwr lpsolfd txh/ vl A wlhqh glvwulexflq h{srqhqfldo | {| : f/ hqwrqfhv
g

A  {|mA :{| ' A 1


Ghprvwudflq= Judfldv d od ghqlflq gh suredelolgdg frqglflrqdgd/ sdud
fdgd | : f/ vh wlhqh


 EA : | n {|c A : {|
 EA : | n {|
'
 A : | n {|mA :{| '
 EA : {|
 EA : {|
e3kE|n{|
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e3k{|
frq or txh txhgd ghprvwudgd od sulphud dupdflq1 Rwud pdqhud dowhuqdwlyd
gh hvfulelu od ljxdogdg suredgd hv


 A  {| : |mA :{| '  EA : | /

136

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

or fxdo lpsolfd lqphgldwdphqwh txh A  {|mA :{| ' A 1


Od surslhgdg gh fduhqfld gh phpruld gh od h{srqhqfldo +wdpelq frqrflgd
frpr od surslhgdg gh Pdunry, hv px| wlo hq prghorv gh frodv frq glvwulexflq
h{srqhqfldo sdud ho wlhpsr hqwuh oohjdgdv r sdud ho wlhpsr gh vhuylflr1 Dv/ vl
vdehprv txh ho wlhpsr hqwuh od oohjdgd gh grv folhqwhv frqvhfxwlyrv do vlvwhpd hv
h{srqhqfldo/ dxqtxh |d kd|d sdvdgr flhuwr wlhpsr ghvgh txh oohj do vlvwhpd ho
sulphur gh hoorv/ ho wlhpsr txh uhvwd sdud txh oohjxh ho vljxlhqwh vljxh whqlhqgr
glvwulexflq h{srqhqfldo frq ho plvpr sduphwur1 Xq frphqwdulr vhphmdqwh
vhud yolgr sdud xq wlhpsr gh vhuylflr +vl wlhqh glvwulexflq h{srqhqfldo,1
g

Sursrvlflq 78 Vl frqvlghudprv yduldeohv dohdwruldv A ' i T Ek / A2 '


g
dohdwruld
i T Ek2 /    / A? ' i T Ek? / lqghshqglhqwhv/ hqwrqfhv/ od yduldeoh
S
ghqlgd frpr A ' 4?iA c A2 c    c A? j wlhqh glvwulexflq i T E ?' k 1
sru

Ghprvwudflq= Od ixqflq gh glvwulexflq/ 8 / gh od yduldeoh A ylhqh gdgd


8 E| '   EA : | '   E4?iA c A2 c    c A? j : | '
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txh/ hihfwlydphqwh/ hv od ixqflq gh glvwulexflq gh xqd i T E ?' k 1
Hvwd surslhgdg uhflq ghprvwudgd wdpelq vh xwlol}d frq pxfkd iuhfxhqfld
hq prghorv gh frodv gho wlsr **    1 Dv/ vl hq xq suhflvr prphqwr kd| r
vhuylgruhv gdqgr vhuylflr d rwurv wdqwrv folhqwhv | od glvwulexflq gho wlhpsr gh
vhuylflr hv i T E>/ hq yluwxg gh od fduhqfld gh phpruld gh od h{srqhqfldo/ orv
wlhpsrv gh vhuylflr txh uhvwdq sdud fdgd folhqwh vrq ljxdophqwh gh glvwulexflq
i T E> |/ ghelgr do uhvxowdgr uhodwlyr do pqlpr gh h{srqhqfldohv/ ho wlhpsr
txh uhvwd kdvwd txh ho su{lpr folhqwh vdojd vhuylgr +hv ghflu/ ho gh phqru
wlhpsr gh vhuylflr, vljxh xqd glvwulexflq i T Er>1
Sursrvlflq 79 Od glvwulexflq K E@c R hv uhsurgxfwlyd frq uhvshfwr d vx vh0
g
jxqgr sduphwur1 Hq rwudv sdodeudv/ gdgdv yduldeohv lqghshqglhqwhv f '
S
g
g
K E@c R / f2 ' K E@c R2 /S   / f? ' K E@c R? / od yduldeoh dohdwruld f ' ?' f
?
wlhqh glvwulexflq K E@c ' R 1
Od xwlolgdg gh hvwh uhvxowdgr hq ho frqwh{wr gh odv frodv frq oohjdgdv | vhu0
ylflrv h{srqhqfldohv wlhqh txh yhu frq ho khfkr gh txh od surslhgdg dqwhulru/
hq sduwlfxodu/ shuplwh ghgxflu od glvwulexflq gh od vxpd gh yduldeohv h{srqhq0
fldohv lqghshqglhqwhv frq ho plvpr sduphwur1 Sduwlfxodul}dqgr ho uhvxowdgr
dqwhulru sdud R ' R2 '    ' R? ' | @ ' k/ vh wlhqh txh vl f / f2 /    /

Conceptos generales de la teora de colas 137

f? vrq yduldeohvSdohdwruldv lqghshqglhqwhv | frq glvwulexflq lgqwlfd/ i T Ek/


hqwrqfhv f ' ?' f wlhqh glvwulexflq K Ekc ?1 Odv yduldeohv f srgudq
uhsuhvhqwdu orv wlhpsrv ghvgh txh oohjd do vlvwhpd ho folhqwh 0vlpr kdvwd txh
oohjd ho E n 0vlpr1 Hq hvh fdvr f uhsuhvhqwdud ho wlhpsr txh wudqvfxuuh
hqwuh od oohjdgd gh xq folhqwh | od gho txh oohjd ? folhqwhv ghvsxv txh o1
Rwud dsolfdflq lqwhuhvdqwh gh hvwh uhvxowdgr hq whrud gh frodv hv od vljxlhq0
wh1 Vxsqjdvh txh hq xq prghor **r*    xq folhqwh oohjd do vlvwhpd fxdqgr
|d kd| ? folhqwhv ghqwur gho vlvwhpd +? : r,1 Vl ghvhdprv vdehu od glvwulexflq
gh od yduldeoh wlhpsr txh ho folhqwh sdvdu hq od frod/ qr kd| pv txh ud}rqdu
gh od vljxlhqwh irupd1 Ho wlhpsr txh wdugdu hq vdolu vhuylgr ho su{lpr folhqwh
wlhqh glvwulexflq i T Er>/ vhjq or ud}rqdgr hq xqr gh orv frphqwdulrv kh0
fkrv dqwhulruphqwh1 Dkrud elhq/ sdud txh ho folhqwh hq fxhvwlq frplhqfh d vhu
vhuylgr kdq gh vdolu vhuylgrv ?rn folhqwhv gho vlvwhpd/ vlhqgr odv gxudflrqhv
gh wrgrv hvrv wlhpsrv hqwuh grv vdolgdv gh folhqwhv gho vlvwhpd yduldeohv lqgh0
shqglhqwhv | frq glvwulexflq i T Er>1 Dv od owlpd surslhgdg qrv shuplwh
dupdu txh od yduldeoh gh qxhvwur lqwhuv wlhqh glvwulexflq K Er>c ?  r n 1

4318 Hmhuflflrv sursxhvwrv


41 Xwlol}dqgr odv iupxodv gh Olwwoh fdofxodu/ sdud xq prghor **r/ ho
qphur phglr gh vhuylgruhv rfxsdgrv1
51 Hq xq prghor **2 frq > ' 2 folhqwhv sru plqxwr/ oohjd xq folhqwh hq
xq ghwhuplqdgr prphqwr hq ho txh kd| rwurv grv kdflhqgr frod sdud hq0
wudu do phfdqlvpr gh vhuylflr1 Fxo hv ho wlhpsr phglr txh wudqvfxuulu
kdvwd txh ho folhqwh uhflq oohjdgr vdojd vhuylgr gho vlvwhpdB

11
Modelos con tasas de llegada
y servicio de tipo Poisson

Modelos con tasas de llegada y servicio de tipo Poisson 141

441 0
Hq hvwh fdswxor hvwxglduhprv orv prghorv pv kdelwxdohv sdud ho vlvwhpd gh
xqd frod hq od txh vh vxsrqh txh od glvwulexflq gho wlhpsr hqwuh oohjdgdv | od
gho wlhpsr gh vhuylflr vrq h{srqhqfldohv1 Frqfuhwdphqwh vh kdu xq uhfruulgr
sru orv prghorv **/ **r/ ***g/ **r*g/ ***4*M/
**r*4*M +vlq | frq uhsxhvwrv, | ho **41

4414 Ho prghor **Q


Frpr vx qrpeuh lqglfd hv dtxho hq ho txh od glvwulexflq gho wlhpsr hqwuh grv
oohjdgdv frqvhfxwlydv gh folhqwhv do vlvwhpd hv xqd i T Eb/ lqghshqglhqwhphqwh
gho qphur gh folhqwhv txh kd|d ghqwur gho plvpr/ od glvwulexflq gho wlhpsr
gh vhuylflr hv i T E> | vor kd| xq vhuylgru1 Orv ydoruhv sru ghihfwr gh orv
wuhv owlprv sduphwurv lqglfdq txh qr kd| uhvwulfflq uhvshfwr do qphur gh
folhqwhv txh sxhghq hvwdu hq od frod/ txh od sreodflq srwhqfldo hv lqqlwd
+gh dk txh od glvwulexflq gho wlhpsr hqwuh oohjdgdv vhd vlhpsuh od plvpd
h{srqhqfldo, | txh od glvflsolqd gh od frod hv ILIR1
Whqlhqgr hq fxhqwd wrgr hvwr/ uhvxowd lqphgldwr ghgxflu odv wdvdv gh oohjdgd
b? ' b/ sdud wrgr ? ' fc c   
| odv wdvdv gh vhuylflr
>? ' >/ sdud wrgr ? ' c 2c   
Frpr frqvhfxhqfld vh wlhqh txh
b?3 b?32    bf
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v m4m / txh gdgr txh 4 : f/ htxlydoh d 4 1 Hvwd frqglflq/ 4 / hv sru
wdqwr htxlydohqwh d txh ho prghor vhd hvwdflrqdulr1 Rwud irupd gh h{suhvduod hv
b >/ txh wlhqh od lqwhusuhwdflq dglflrqdo gh txh ho qphur phglr gh folhqwhv
txh hqwudq hq ho vlvwhpd sru xqlgdg gh wlhpsr vhd phqru txh ho qphur phglr
gh folhqwhv txh srgudq vhu dwhqglgrv sru ho vhuylgru sru xqlgdg gh wlhpsr/ hq
fdvr gh txh vwh hvwxylhvh devroxwdphqwh wrgr ho wlhpsr dwhqglhqgr d folhqwhv
+frvd txh qr rfxuuh vlhpsuh,1

142

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

Hq or txh vljxh vxsrqguhprv txh ho vlvwhpd gh od frod hv hvwdflrqdulr +hv


ghflu 4 ,1 Or sulphur txh ghehprv fdofxodu hv od vxpd gh od vhulh gh odv S? =
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iupxod qdo lqfoxvr sdud ? ' f,1 Dv sxhv/ od pdvd gh suredelolgdg gh od
yduldeoh qphur gh folhqwhv hq ho vlvwhpd hv
 E ' ? ' R? ' E  4 4? / ? ' fc c   
| dv/  wlhqh glvwulexflq jhrpwulfd gh sduphwur  4 +suredelolgdg gh
{lwr/ hqwhqglhqgr od jhrpwulfd frpr ho qphur gh iudfdvrv dqwhv gho sulphu
{lwr,1 Vxsrqlhqgr frqrflgd od iupxod sdud od phgld gh xqd glvwulexflq
jhrpwulfd/ vh fdofxodud gh irupd lqphgldwd ho ydoru gh u ' . E1 Wdpelq
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Vh wudwd/ sxhv/ gh xqd ixqflq gh 4 frq xqd dvqwrwd yhuwlfdo hq 4 $ 3 1

Modelos con tasas de llegada y servicio de tipo Poisson 143

10
8
6
4
2

0.2

0.4

0.6

0.8

u frpr ixqflq gh 4
Dxqtxh u^ sxhgh fdofxoduvh gh irupd vlplodu/ wdpelq sxhgh rewhqhuvh d
sduwlu gh u1 Yhprvor/
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iupxod txh hv yolgd sdud fxdotxlhu prghor gh od irupd C*C**    1 Hq


qxhvwur fdvr/ gh hvwd iupxod vh ghgxfh
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Dghpv/ sxhgh frpsureduvh iflophqwh txh vh yhulfd od uhodflq ` ' `^ n > 1


Gh khfkr/ hvwd uhodflq mxqwr frq odv grv iupxodv gh Olwwoh shuplwh fdofxodu ho
ydoru gh fxdohvtxlhud wuhv gh odv fdqwlgdghv u/ u^ / ` | `^ / gdgd od fxduwd1
Vl vh ghvhd whqhu pv lqirupdflq vreuh od hvshud gh folhqwhv hq od frod r
hq ho vlvwhpd/ gheh fdofxoduvh od glvwulexflq gh suredelolgdg gh odv yduldeohv

144

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

Z | Z^ 1 Hvwdv glvwulexflrqhv shuplwluq fdofxodu od suredelolgdg gh fxdotxlhu


vxfhvr uhodwlyr do wlhpsr gh hvwdqfld hq od frod r hq ho vlvwhpd1
Sulphudphqwh derugduhprv ho fofxor gh od ixqflq gh glvwulexflq gh Z/
txh ghqrwduhprv sru ` E|1 Sdud hoor dsolfdprv od uhjod gh odv suredelolgdghv
wrwdohv/ frqglflrqdqgr do qphur/  / gh folhqwhv txh kd| hq ho vlvwhpd fxdqgr
g
oohjd ho folhqwh hq fxhvwlq | whqhprv hq fxhqwd txh Zm'? ' K E>c ? n 1 Gh
hvwd irupd/ sdud fdgd |  f/ vh wlhqh
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txh hv od ixqflq gh glvwulexflq gh xqd h{srqhqfldo gh sduphwur >  b1 Dv


sxhv/
g

Z ' i T E>  b 1
Hv reylr/ sru wdqwr/ txh frpr frqfoxvlq gh hvwr wdpelq vh sxhgh yroyhu d

1
rewhqhu ` ' >3b
Od ixqflq gh glvwulexflq gho wlhpsr txh xq folhqwh hvw hq od frod sxhgh
rewhqhuvh gh irupd dqorjd1 Edvwd ghvfrpsrqhu glfkd ixqflq hq grv wuplqrv
gh od irupd=
`^ E| '  EZ^  | '  EZ^ ' f n  Ef Z^  |
| dsolfdu do vhjxqgr gh hoorv orv plvprv dujxphqwrv xvdgrv sdud ho fofxor gh
` E|1 Gh hvd irupd vh rewhqgud=
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b
`^ Ef  `^ f3 '  '  4 ' Rf 1
>

Modelos con tasas de llegada y servicio de tipo Poisson 145

Vh wudwd sru wdqwr gh xqd yduldeoh txh hv ph}fod gh frqwlqxd | glvfuhwd= wrpd ho
ydoru fhur frq suredelolgdg Rf | sdud orv | : f wlhqh xqd frpsrqhqwh frqwlqxd
e3E>3b| 1
frq ixqflq gh vxeghqvlgdg gdgd sru bE>3b
>
Hmhpsor 7: Hq xqd hvwdflq gh wudedmr frq xq qlfr surfhvdgru vh hmhfxwdq
surjudpdv +txh vh vxsrqh sufwlfdphqwh vx qlfd fdujd gh wudedmr, frq wlhpsr
gh FSX gh glvwulexflq h{srqhqfldo gh phgld 6 plqxwrv1 Orv surjudpdv vh
dwlhqghq vhjq xqd glvflsolqd ILIR1 Vdelhqgr txh odv oohjdgdv gh surjudpdv d
od hvwdflq vh surgxfhq vhjq xq surfhvr gh Srlvvrq frq xqd lqwhqvlgdg gh 48
surjudpdv fdgd krud/ sru wuplqr phglr/ vh slgh=
41 Fxo hv od suredelolgdg gh txh kd|d pv gh grv surjudpdv hq hvshud gh
hmhfxflq +dghpv gho txh vh hvw hmhfxwdqgr,B
51 Fdofxodu ho wlhpsr phglr txh wudqvfxuuh ghvgh txh vh hqyd xq surjudpd
do vhuylgru kdvwd txh vh whuplqd vx hmhfxflq1 Fxo hv od uhodflq hqwuh
hvwh wlhpsr | ho wlhpsr phglr gh FSXB
61 Fdofxodu od suredelolgdg gh txh ho surjudpd hvw hq ho vhuylgru +hvshudqgr
r hmhfxwqgrvh, pv gh 43 plqxwrv1
71 Fxo hv ho qphur phglr gh surjudpdv txh hvwq d od hvshud gh frphq}du
d hmhfxwduvhB
81 Rewhqhu odv uhvsxhvwdv d orv dsduwdgrv dqwhulruhv vxsrqlhqgr txh dkrud vh
kd lqfuhphqwdgr od oohjdgd gh surjudpdv kdvwd 4; d od krud/ sru wuplqr
phglr1
Vroxflq= Od h{srqhqfldolgdg gh orv wlhpsrv gh vhuylflr | gh orv wlhpsrv
hqwuh oohjdgdv qrv lqglfd txh vh wudwd gh xq prghor **1 Gh khfkr/ hvwdprv
vxsrqlhqgr +do qr hvshflfdu qlqjq ydoru, txh wdqwr ho oplwh sdud od frod frpr
ho qphur gh folhqwhv gh od sreodflq srwhqfldo vrq lqqlwrv1 Hq yluwxg gh orv
gdwrv gho sureohpd | wudedmdqgr hq krudv vh wlhqh
b ' D/

' / frq or fxdo > ' 2f1


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' f.D | ho prghor hv hvwdflrqdulr1

41 Hq hvwh dsduwdgr vh qrv slgh


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'  ERf n R n R2 n R 


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146

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

51 Dtx vh slgh
` '

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' f2 krudv ' 2 plqxwrv1
>b
2f  D

Vx uhodflq frq ho wlhpsr phglr gh vhuylflr/ `r ' > / hv

2f

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hv ghflu fdgd surfhvr hvw hq od hvwdflq xq wlhpsr htxlydohqwh d fxdwur


yhfhv vx wlhpsr gh FSX1
61 Frpr Z wlhqh xqd glvwulexflq i T E>  b ' i T ED hqwrqfhv


f
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dkrud1
1
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0.6
0.4
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0.2

0.4

0.6

0.8

Glvwulexflq gho wlhpsr +hq krudv, gh hvshud hq ho vlvwhpd sdud ho fdvr b ' D

Modelos con tasas de llegada y servicio de tipo Poisson 147

4415 Ho prghor **r


Hv xqd jhqhudol}dflq gho prghor dqwhulru do fdvr hq txh kd|d r vhuylgruhv1
Vh wudwd sxhv gh xqd frod hq od txh od glvwulexflq gho wlhpsr hqwuh oohjdgdv
frqvhfxwlydv hv xqd i T Eb/ od glvwulexflq gho wlhpsr gh vhuylflr hv i T E>
| kd| r vhuylgruhv1 Frpr hq ho fdvr dqwhulru/ od sreodflq srwhqfldo | od
fdsdflgdg gh od frod vrq lqqlwdv | od glvflsolqd gh od frod hv ILIR1
Odv wdvdv gh oohjdgd ylhqhq gdgdv sru
b? ' b/ sdud wrgr ? ' fc c   
| odv wdvdv gh vhuylflr

>? '
Frq or fxdo

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Sdud dqdol}du fxdqgr ho vlvwhpd hv hvwdflrqdulr edvwd hvwxgldu od frqyhu0


jhqfld gh od vhulh
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yhujhqwh vlhpsuh txh 4 1 Dv sxhv ho vlvwhpd hv hvwdflrqdulr vlhpsuh txh
4 / r or txh hv or plvpr/ vlhpsuh txh b r>1 Hq wdo fdvr/ od vxpd gh glfkd
vhulh hv
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frq or fxdo Rf ylhqh gdgr sru


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Er3->r3 Er>3b

D od krud gh lpsohphqwdu ho fofxor gh Rf gheh whqhuvh suhfdxflq frq od


iupxod dqwhulru sxhv/ vl r hv hohydgr/ orv wuplqrv frq ?- hq ho ghqrplqdgru

148

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

sxhghq surgxflu huuruhv gh wlsr ryhu rz1 Dghpv/ od lpsohphqwdflq gl0


uhfwd gh hvdv h{suhvlrqhv vhud px| lqhflhqwh sru hvwdu uhslwlhqgr pxfkrv
fofxorv vlq uhxwlol}duorv1 Dv/ sru hmhpsor/ vl r ' ff/ hq ho ghqrplqdgru gh
SbH dsduhfhud bH-/ txh/ hq oxjdu gh fdofxoduor gluhfwdphqwh srgud rewhqhuvh
pxfkr pv hflhqwhphqwh pxowlslfdqgr sru bH ho wuplqr b.- txh dsduhfh hq
Sb. 1 Hvwh plvpr dujxphqwr wdpelq sxhgh dsolfduvh d odv srwhqfldv b? | >? 1
Hq uhvxphq/ sduhfh pv hflhqwh ghqlu Sf ' | xwlol}du ho fofxor uhfxuvlyr
S? ' S?3

b?3
b
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>?
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r

b
txh vh ghgxfh gh od ghqlflq gh orv S? 1 Dghpv ho wuplqr Er3->r3
Er>3b
S"
txh uhsuhvhqwd ?'r S? | txh ghqrwduhprv sru SDr / sxhgh wdpelq fdofxoduvh
b
1
iflophqwh d sduwlu gh Sr3 phgldqwh SDr ' Sr3 r>3b
Whqlhqgr hq fxhqwd wrgr or dqwhulru/ vh oohjd d od vljxlhqwh irupd gh lpsoh0
phqwdu hflhqwhphqwh ho fofxor gh Rf =

/ grqgh
?'f S? n SDr
b
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b
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Rf ' Sr3
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Uhvxowd iflo rewhqhu xqd


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h{suhvlq h{soflwd sdud odv R? =


b?
Rf
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b ?3r
4 Rf
r->r

vl ? ' c 2c    c r
vl ? ' r n c r n 2c   

dxqtxh/ gh qxhyr/ hvwdv iupxodv lpsohphqwdgdv gluhfwdphqwh vrq gh px|


hvfdvd hflhqfld frpsxwdflrqdo1 Frpr sdud ho fofxor gh Rf / wdpelq dtx
srghprv surfhghu pv hflhqwhphqwh1
Xqd yh} fdofxodgr Rf | vl vh pdqwlhqhq hq phpruld orv ydoruhv gh orv S? /
ho fofxor gh orv R? vhud px| vhqfloor1 Dv/ vl ? ' c 2c    c r  / vh wlhqh
R? ' S?  Rf +iupxod txh/ dxqtxh wdpelq hv yolgd sdud ?  r/ qr hv px| wlo
sxhv qr vh kdq fdofxodgr orv S? sdud ?  r,1 Vl ?  r orv R? vh sxhghq fdofxodu
uhfxuvlydphqwh |d txh Rr3 hvw fdofxodgr |
R? ' S?  Rf '

b?3
b?3
b
R?3 ' 4  R?3
S?3  Rf '
R?3 '
>?
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r>

sdud wrgr ? ' rc r n c    Dv/ gh irupd uhvxplgd/ vh surfhghud d


fdofxodu gluhfwdphqwh R? ' S?  Rf sdud ? ' c 2c    c r  |
uhfxuvlydphqwh R? ' 4  R?3 sdud ? ' rc r n c   
kdvwd ho qglfh txh vh ghvhh1

Modelos con tasas de llegada y servicio de tipo Poisson 149

Judfldv d od h{suhvlq h{soflwd rewhqlgd sdud odv R? / sxhgh hqfrqwuduvh


iflophqwh ho ydoru gh u^ =

u^ ' . E^  ' f  ERf n R n    n Rr  n


'
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r

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b Rf
brn Rf
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r->r E  42
Er  ->r3 Er>  b2

Hq od sufwlfd/ gdgr txh SDr '


hflhqwh phgldqwh od h{suhvlq

br
/
Er3->r3 Er>3b

u^ ' SDr

u^ sxhgh fdofxoduvh gh irupd

bRf
1
r>  b

D sduwlu gh u^ sxhgh rewhqhuvh ho ydoru gh `^ ' ub^ / phgldqwh od vhjxqgd


iupxod gh Olwwoh1 Dkrud/ vh rewhqgud ` ' `^ n > | oxhjr u ' b` 1 Gh
wrgdv irupdv/ hv srvleoh rewhqhu h{suhvlrqhv h{soflwdv gh hvwdv fdqwlgdghv hq
wuplqrv gh b/ >/ r | Rf =

br Rf
c
Er  ->r3 Er>  b2
br Rf
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n
Er  ->r3 Er>  b2
brn Rf
n
u '
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txh qr hv uhfrphqgdeoh xvdu hq od sufwlfd sru vx pd|ru ohqwlwxg gh fofxor


frq uhvshfwr d odv sursxhvwdv dqwhulruhv1
Gh irupd dqorjd do fdvr gho prghor **/ vh sxhgh oohjdu d h{suhvlrqhv
sdud odv ixqflrqhv gh glvwulexflq gho wlhpsr txh xq folhqwh hvw hq od frod |

150

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

gho wlhpsr txh xq folhqwh hvw hq ho vlvwhpd1 Vrq odv vljxlhqwhv=


;
b r Rf
?

e3Er>3b| vl |  f
`^ E| '
Er  ->r3 Er>  b
= f
vl | f
b
Hq ho fdvr
9' r  vh wlhqh
>
b  r> n >`^ Ef 3>|
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e
r>  b  >
br Rf
e3Er>3b| /
n
r32
Er  -> Er>  b Er>  b  >
vl |  f +f hq rwur fdvr,
b
plhqwudv txh vl
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br Rf |
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vl | f
Odv frqvwdqwhv txh dsduhfhq hq odv h{suhvlrqhv dqwhulruhv vrq hflhqwhphqwh
fdofxodeohv d sduwlu gh or frphqwdgr dqwhulruphqwh1 Dv/ sru hmhpsor/
`^ E| '  SDr  Rf  e3Er>3b| vl |  f1
Judfldv d hvwd owlpd h{suhvlq uhvxowd px| vhqfloor fdofxodu od suredelolgdg gh
txh xq folhqwh qr whqjd txh hvshudu hq od frod +hv ghflu/ txh sdvh gluhfwdphqwh
d vhu vhuylgr,=
 EZ^ ' f '  EZ^  f ' `^ Ef '  SDr  Rf ' 

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txh/ sru rwud sduwh/ uhvxowd wrwdophqwh lqwxlwlyr/ sxhv fruuhvsrqgh frq ho khfkr
gh txh fxdqgr oohjxh ho folhqwh hq fxhvwlq kd|d dojq vhuylgru oleuh1 Frpr
sxhgh revhuyduvh hq od vljxlhqwh jxud/ hv reylr txh od jufd gh od ixqflq
`^ E| hvw vreuh od gh ` E| 
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0.8
0.6
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0.1

0.2

0.3

0.4

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Ixqflrqhv gh glvwulexflq gho wlhpsr hq od frod +wud}r frqwlqxr, | gho wlhpsr


hq ho vlvwhpd +wud}r glvfrqwlqxr,

Modelos con tasas de llegada y servicio de tipo Poisson 151

Hmhpsor 7; Fdofxodu odv fdqwlgdghv shglgdv hq orv dsduwdgrv 4 | 7 gho owlpr


hmhpsor vxsrqlhqgr orv plvprv gdwrv shur frqvlghudqgr xqd hvwdflq gh wudedmr
frq wuhv vhuylgruhv lgqwlfrv do gh glfkr hmhpsor1 Kdoodu wdpelq ho qphur
phglr wrwdo gh surfhvrv hq od hvwdflq1
Vroxflq= Reyldphqwh vh wudwd gh xq prghor **r frq r ' / b ' D |
D
' e / vlhqgr/ sru wdqwr/ ho prghor hvwdflrqdulr1
> ' 2f/ frq or fxdo/ 4 ' u2f
Odv grv sulphudv fdqwlgdghv shglgdv vljxhq vlhqgr/ reyldphqwh/  E^ : 2 |
u^ 1 Hq sulphu oxjdu ghehprv kdoodu Rf =
b
D
D
' / S2 ' S
'
2f e
2  2f 2

D
| SD ' S2
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H

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' 2n2enbn '
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Frpr Sf ' / S ' Sf

Dkrud/
 E^ : 2 '  ERf n R n R2 n R n Re n RD 
'  Rf E n S n S2 n S n Se n SD 


b
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Vh revhuyd sxhv frpr do sdvdu gh xqr d wuhv surfhvdgruhv ho vlvwhpd h{shul0


phqwd xqd ghvfrqjhvwlq pv txh qrwdeoh1 Or owlpr txh vh slgh hv



b
n
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txh lqglfd wdpelq srfd fdujd hq od hvwdflq1

152

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

4416 Ho prghor **Q*g


Vh wudwd gh xq prghor frpr ho **/ |d hvwxgldgr/ shur frq oplwdflq g
sdud ho wdpdr gh od frod1 Hv ghflu/ od glvwulexflq gho wlhpsr hqwuh grv lqwhqwrv
gh oohjdgdv do vlvwhpd gh folhqwhv frqvhfxwlyrv hv xqd i T Eb/ od glvwulexflq
gho wlhpsr gh vhuylflr hv i T E> | vor kd| xq vhuylgru1 Dghpv ho qphur gh
folhqwhv txh sxhghq hvwdu hq od frod hv frpr pxfkr g/ od sreodflq srwhqfldo
hv lqqlwd | od glvflsolqd hv ILIR1 Reyldphqwh/ hq hvwh prghor vh sxhgh gdu ho
fdvr gh txh xq folhqwh txh lqwhqwh hqwudu hq ho vlvwhpd qr or frqvljd/ sru hvwdu
od frod oohqd1
D sduwlu gh odv hvshflfdflrqhv dqwhulruhv vh ghgxfhq iflophqwh odv wdvdv
gh oohjdgd=

b vl ? ' fc c    c g
b? '
f vl ? ' g n c g n 2c   
plhqwudv txh odv wdvdv gh vhuylflr vrq lgqwlfdv d odv gh xq **/
>? ' >/ sdud wrgr ? ' c 2c   
Kdflhqgr xvr gh hvwdv wdvdv vh rewlhqhq lqphgldwdphqwh odv S? =
 ?
4 vl ? ' c 2c    c g n
S? '
f vl ? ' g n 2c g n c   
S
Gdgr txh od vhulh "
?' S? wlhqh wdq vor xq qphur qlwr gh wuplqrv
glvwlqwrv gh fhur/ hv wulyldophqwh frqyhujhqwh vlq qlqjxqd frqglflq dfhufd gh
41 Hvwr sxhgh lqwhusuhwduvh frpr txh/ sru px| iuhfxhqwh txh vhd od oohjdgd gh
folhqwhv do vlvwhpd hq uhodflq frq od fdsdflgdg gho vhuylgru sdud gdu vhuylflr/
od sursld olplwdflq hq ho wdpdr gh od frod ixhu}d d od hvwdflrqdulhgdg/ sxhv
or shru txh srgudprv lpdjlqdu hv txh sufwlfdphqwh wrgr ho wlhpsr hvwxylhvh
ho vlvwhpd vdwxudgr +hv ghflu  E ' g n  ' ,1
Od vxpd gh od vhulh gh orv S? hv uhdophqwh xqd vxpd qlwd | ydoh
; gn2
"
gn
4
? 4
[
[
vl 4 9'
S? '
4? '
4
=
?'
?'
g n
vl 4 '
Hvwd glvwlqflq/ 4 9' 4 ' kdeu txh kdfhuod d or odujr gh wrgrv orv fofxorv
vxfhvlyrv1
Fdvr  9' = Hq sulphu oxjdu fdofxodprv Rf =
Rf '

S"

?' S?

'
n

gn2

4
4

'

4
1


4gn2

Modelos con tasas de llegada y servicio de tipo Poisson 153

Dkrud odv R? vh rewlhqhq iflophqwh/


;
? 4 ?
4 vl ? ' fc c    c g n
R? '
4gn2 
= f
vl ? ' g n 2c g n c   
Ho qphur phglr gh folhqwhv hq ho vlvwhpd sxhgh fdofxoduvh d sduwlu gh vx
ghqlflq=
"
[

gn
[

gn
4 ?
E4   4 [ ?3
4 ' gn2
?  R? '
?  gn2
?4 
u'
4
4

 ?'f
?'f
?'f

Dkrud elhq/ vljxlhqgr odv plvpdv sdxwdv txh odv xvdgdv hq ho ** sdud
fdofxodu od vxpd gh xqd vhulh frqyhuwleoh hq jhrpwulfd/ srghprv dkrud fdofxodu
od vxpd gh xq qphur qlwr gh wuplqrv gh od plvpd1 Dv/ ghqlhqgr
s E% '

gn
[

%? '

?'f

vx ghulydgd ydoh


s E% '

gn
[

?3

?%

'

%gn2 
/ sdud % 9' /
%



Eg n 2 %gn E%    %gn2 

?'f

'

E%  2

Eg n  %gn2  Eg n 2 %gn n
1
E%  2

Gh hvwd irupd
gn
[
?'f

?4?3 '

Eg n  4gn2  Eg n 2 4gn n
E4  2

|/ sru wdqwr/
4
Eg n  4gn  Eg n 2 4gn2 n 4

 4gn2
E  42




4  4gn2  Eg n 2 4gn2  4gn
4
'

 4gn2
E  42
% 
&

4  4gn2
Eg n 2 4gn2 E  4
4
'


 4gn2
E  42
E  42

u '

'

Eg n 2 4gn2
4
1

4
 4gn2

Hq uhvxphq
u'

4
Eg n 2 4gn2
/

4
 4gn2

154

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

fx|r sulphu vxpdqgr hv suhflvdphqwh ho ydoru gh u sdud xq **1


Odv iupxodv gh Olwwoh | od uhodflq hqwuh wlhpsrv phglrv sxhghq xvduvh sdud
fdofxodu odv rwudv wuhv fdqwlgdghv phgldv gh lqwhuv1 Sdud hoor vhu qhfhvdulr
fdofxodu b/ |d txh dkrud odv b? qr vrq frqvwdqwhv=

b '

"
[

b ?  R? '

?'f


' b 

g
[

b  R? ' b

?'f

4  gn
4
gn2
4


g
[

R?
?'f
gn2

'b

' b E  Rgn 


b 4gn 
  E4   4gn
'
1
4gn2 
4gn2 

D sduwlu gh hvwd h{suhvlq vh wlhqh

` '

'
'
'
'

Eg n  4gn  Eg n 2 4gn2 n 4
4

 4gn2
u
E  42

 gn
'
b 4

b
4gn2 
gn
4
Eg n  4
 Eg n 2 4gn2 n 4

 4gn
b E  42
gn2
44
4
 Eg n  E  4 4gn2

 4gn
b E  42
% 
&

4  4gn
4
Eg n  E  4 4gn2


 4gn
b E  42
b E  42

4
Eg n  4gn2
Eg n  4gn2
/
'


gn
b E  4
b E  4

>b
b E  4gn 

oxhjr

` '

Eg n  4gn2
/

>b
b E  4gn 

txh/ gh qxhyr/ hv px| sduhflgd d vx dqorjd sdud ho prghor **1 D sduwlu


gh hvwd owlpd h{suhvlq | whqlhqgr hq fxhqwd txh `^ ' `  > / vh wlhqh

`^ '

b
Eg n  4gn2
1

> E>  b
b E  4gn 

Modelos con tasas de llegada y servicio de tipo Poisson 155

Ilqdophqwh/
u^



b 4gn 
4gn2 

>



4
Eg n 2 4gn2

b
' b`^ ' b ` 
'u '

>
>
4
 4gn2


gn
gn2
4 4
Eg n 2 4
4
'


gn2
4
4
 4gn2
gn2
Eg n 2 4
4  4gn2 n 4gn  4gn
4
'


4
 4gn2
 4gn2


Eg n 2 4gn2 4gn2 E4   4  4gn2
4
'



4
 4gn2
 4gn2
 4gn2
gn2
2
Eg n n 4 4
Eg n n 4 4gn2
4
4
/
'
'
4

4
 4gn2
4
 4gn2

oxhjr/ hq uhvxphq/
u^ '

Eg n n 4 4gn2
42

4
 4gn2

h{suhvlq/ hvwd owlpd/ fx|r sulphu vxpdqgr hv suhflvdphqwh od iupxod sdud


u^ hq xq prghor **1 Reyldphqwh/ vl ho remhwlyr hv fdofxodu odv fxdwur
fdqwlgdghv +u/ u^ / ` | `^ , hv pv hflhqwh rewhqhu ho ydoru gh b |/ xqd
yh} fdofxodgd xqd gh odv fxdwur/ rewhqhu odv wuhv uhvwdqwhv gluhfwdphqwh gh odv
iupxodv gh Olwwoh | od uhodflq hqwuh wlhpsrv phglrv1
Dxqtxh ho prghor ***g qr frqwlhqh do ** frpr fdvr sduwlfxodu/
hq ho fdvr 4 +sdud ho fxdo ho ** hv hvwdflrqdulr, ho prghor ***g
gheh whqghu do ** fxdqgr g $ 4 +txh hv wdqwr frpr ghflu txh ho wdpdr
p{lpr shuplwlgr sdud od frod hv pv | pv judqgh,1 Hq hihfwr/ orv uhvxowdgrv
txh riuhfhq odv irupxodv dqwhulruhv sdud orv R? / u/ u^ / ` | `^ frlqflghq frq
orv txh dsduhfhq hq ho **1 Dv/ d wwxor gh hmhpsor/
4
Eg n 2 4gn2
 *4
 4 g<"  4gn2
*4g<" Eg n 2 4gn2
4
4
'
' u** /
'

4

4

*4 u***g '

g<"

|d txh ho oplwh gho qxphudgru hv fhur +xwlol}dqgr/ sru hmhpsor/ od uhjod gh


O*Kslwdo,1
Fdvr  ' = Hq hvwh fdvr orv fofxorv uhvxowdq edvwdqwh pv vhqfloorv1 Ho ydoru
gh Rf ylhqh gdgr sru
Rf '

S"

?' S?

'

'
1
ng n
g n2

Frpr dghpv S? ' 4? ' / sdud ? ' c 2c    c g n / hqwrqfhv


R? '

/ sdud wrgr ? ' fc c    c g n /


g n2

156

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

hv ghflu/  wlhqh glvwulexflq xqliruph glvfuhwd vreuh vx frqmxqwr gh ydoruhv


srvleohv1
Hq hvwh fdvr/
gn
[

gn
[

Eg n  Eg n 2
g n

'
'
/
g
n
2
g
n
2
2
2
?'f
?'f


"
g
[
[

b Eg n 
/
b '
b?  R? ' b
R? ' b E  Rgn  ' b 
'
g
n
2
g n2
?'f
?'f

u '

` '

?  R? '

u
'
b

gn
2
bEgn
gn2

'

?

g n2
/
2b

g n2
g

'
/
 '
>
2b
b
2b
g Eg n 
b Eg n  g
'
1
' b`^ '

g n2
2b
2 Eg n 2

`^ ' ` 
u^

Sdud fxdotxlhu ydoru gh 4 +ljxdo r glvwlqwr gh ,/ vl vh ghvhd rewhqhu odv


ixqflrqhv gh glvwulexflq gho wlhpsr txh xq folhqwh hvw hq ho vlvwhpd | gho
wlhpsr txh xq folhqwh hvw hq od frod/ hv qhfhvdulr suhyldphqwh ghqlu ^? / frpr
od suredelolgdg gh txh kd|d ? folhqwhv hq ho vlvwhpd mxvwr fxdqgr xqd qxhyd
oohjdgd vh hvw surgxflhqgr1 Ghqrwdqgr/ frpr vlhpsuh/ sru  ho qphur gh
folhqwhv hq ho vlvwhpd | sru A ho wlhpsr txh idowd sdud txh vh surgx}fd od
oohjdgd gho vljxlhqwh folhqwh/ odv ^? uhsuhvhqwdq  E ' ?mA 'f 1 Xvdqgr od
qrwdflq s E|m'?  sdud od ixqflq gh ghqvlgdg gh od yduldeoh A frqglflrqdgd d
txh  ' ?/ vh vljxh txh s E|m'?  fruuhvsrqgh d od ghqvlgdg gh xqd i T Eb? 1
Dv/ dsolfdqgr od uhjod gh Ed|hv/ vh wlhqh=
s Efm '?  R?
b? e3b? f R?
^? '  E ' ?mA 'f  ' Sg
' Sg
3b6 f R
6
6'f s Efm'6  R6
6'f b6 e
b  R?
R?
/ sdud ? ' fc c    c g/ plhqwudv txh
'
'
S
 Rgn
b g
6'f R6
^? ' f sdud ? ' g n c g n 2c   
Hv gljqr gh phqflq txh sdud prghorv frpr ho **r +lqfox|hqgr ho fdvr
r ' ,/ vh yhulfd txh odv yduldeohv A |  vrq lqghshqglhqwhv |/ sru wdqwr
^? '  E ' ?mA 'f  '  E ' ? ' R? 1
Odv ixqflrqhv gh glvwulexflq gh odv yduldeohv Z | Z^ ylhqhq gdgdv sru
` E| '  e3>|
`^ E| '  e3>|

g
[
?'f
g
[
?'

^?
^?

?
[
E>|o
o'f
?3
[
o'f

o-

/ vl |  f +| ` E| ' f hq rwur fdvr,

E>|o
/ vl |  f +| `^ E| ' f vl | f,/
o-

Modelos con tasas de llegada y servicio de tipo Poisson 157

hqwhqglhqgr/ hq odv h{suhvlrqhv dqwhulruhv txh fxdqgr | ' f | o ' f/ hq ho


vxpdwrulr pv lqwhuqr/ od lqghwhuplqdflq ff vh uhvxhoyh frpr 1 Sxhgh sur0
eduvh gh irupd px| vhqflood txh `^ Ef '  EZ^ ' f ' ^f '  E ' fmA 'f 1
Xqd lpsohphqwdflq gluhfwd gh odv ixqflrqhv ` E| | `^ E| sxhgh uhvxowdu
px| ohqwd +vreuh wrgr vl vh hydodq hq pxfkrv ydoruhv gh | | g hv hohydgr,1
Dv/ sdud g ' ff/ ho greoh exfoh txh dsduhfhud hq od lpsohphqwdflq gluhfwd
' DD lwhudflrqhv sdud fdgd
gh ` E| uhtxhulud n 2 n    n f ' fuf2
2
hydoxdflq gh od ixqflq hq xq |1 Hq uhdolgdg/ hvwd lpsohphqwdflq sxhgh ovhu
|
phmrudgd pxfkvlpr hq wuplqrv gh hflhqfld1 Ghqrwdqgr o E| ' E>|
oS? E>|o
S?
7? E| ' o'f o- ' o'f o E|/ vh wlhqh txh 7f E| ' f E| ' | txh vh
yhulfdq odv vljxlhqwhv uhodflrqhv uhfxuvlydv
>|
o3 E| / sdud o ' c 2c    c g
o
7? E| ' 7?3 E| n ? E| / sdud ? ' c 2c    c g1

o E| '

Gh hvwd irupd ho fofxor gh ` E| srgud surjudpduvh frq xq qlfr exfoh/


surfhglhqgr frpr hq ho vljxlhqwh dojrulwpr=
41 Kdfhu  ' / 7 ' |  ' ^f 1
51 Ghvgh ? ' kdvwd g uhshwlu
| 7 ' 7 n 1
5141 Kdfhu  '   >|
?
5151 Kdfhu  '  n ^?  71
61 Ghyroyhu    e3>| 1
Dqorjdphqwh vh sxhgh surfhghu sdud ho fofxor hflhqwh gh `^ E|1
Hv reylr txh ho dkruur frpsxwdflrqdo gho dojruwlpr/ iuhqwh d od lpsoh0
phqwdflq gluhfwd/ hv px| judqgh1 Dv/ sdud ho hmhpsor dqwhulru frq g ' ff/
hvwd lpsohphqwdflq uhtxhulud/ wdq vor/ ff lwhudflrqhv gho exfoh +xqdv 84
yhfhv pv uslgr txh odv DD gho pwrgr gluhfwr,1
Hq hvwh prghor +| hq rwurv srvwhulruhv, ho vljqlfdgr gh 4 frpr lqwhqvlgdg
gh wufr vh ghvyluwd1 Dtx 4 qr sxhgh lqwhusuhwduvh frpr ho frflhqwh hqwuh
qphur phglr gh oohjdgdv gh folhqwhv do vlvwhpd sru xqlgdg gh wlhpsr | ho
qphur phglr gh folhqwhv d orv txh ho vhuylgru whqgud fdsdflgdg gh gdu vhuylflr
sru xqlgdg gh wlhpsr/ vlq pv elhq frpr xq frflhqwh vhphmdqwh/ shur grqgh
ho qphudgru uhsuhvhqwd ho qphur phglr gh lqwhqwrv gh oohjdgd/ pv txh gh
oohjdgdv hihfwlydv do vlvwhpd1 Gh khfkr/ sru hvwh prwlyr 4 sxhgh vhu pd|ru r
ljxdo txh / dq vlhqgr ho vlvwhpd hvwdflrqdulr1
Ho ydoru gh b v uhsuhvhqwd ho qphur phglr gh hqwudgdv hihfwlydv gh folhqwhv
hq ho vlvwhpd sru xqlgdg gh wlhpsr |/ dv/ od yhugdghud lqwhqvlgdg gh wufr
srgud phgluvh d wudyv gh
; bEgn
A
g n
A
A gn2 '
vl 4 '
b ?
>
g n2
gn
4' '
3
bE4
> A
gn2
A
gn2
4
A
= 4 3 ' 4
vl 4 9'
>
4gn2 
txh hihfwlydphqwh v hv vlhpsuh phqru txh 1

158

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

4417 Ho prghor **r*g


Vh wudwd gh od h{whqvlq gho prghor dqwhulru do fdvr hq txh h{lvwd xq qphur
hqwhur fxdotxlhud/ r/ gh vhuylgruhv1 Odv wdvdv gh oohjdgd vrq fdvl lgqwlfdv d odv
gho prghor **/ plhqwudv txh odv gh vhuylflr vrq h{fwdphqwh ljxdohv d odv
gh xq **r=

b vl ? ' fc c    c g n r 
b? '
f vl ? ' g n rc g n r n c   

?> vl ? ' c 2c    c r
>? '
r> vl ? ' r n c r n 2c   
Frpr frqvhfxhqfld vh rewlhqh=
;
b?
A
A
vl ? ' c 2c    c r
A ?->?
?
?
b
S? '
vl ? ' r n c r n 2c    c g n r
A
?3r
A
A r-r >?
=
f
vl ? ' g n r n c g n r n 2c   
S
Gh qxhyr od vhulh "
?' S? wlhqh vor xq qphur qlwr gh wuplqrv glvwlqwrv gh
fhur |/ sru wdqwr/ vlhpsuh hv frqyhujhqwh1 Dv sxhv ho vlvwhpd hv hvwdflrqdulr
vlhpsuh +lqghshqglhqwhphqwh gho ydoru gh 4,1 Sdud fdofxodu Rf qhfhvlwdprv
hqfrqwudu xqd h{suhvlq/ or pv vhqflood srvleoh sdud od vxpd gh od vhulh=
"
[
?'

S? '

gnr
[

S? '

gnr
r3
gnr
r3
[
[
[
br [ ?3r
b?
b?
b?
n
'
n
4
?->? ?'r r-r?3r >? ?' ?->? r->r ?'r
?'

?'
;
r3
[
A
br  4gn
b?
A
A
n

A
?
?->? r->r
4
?'
'
r3
?
r
[
A
b Eg n 
b
A
A
n
A
=
?
?->
r->r

vl 4 9'
vl 4 '

?'

Frpr frqvhfxhqfld/

A
A
A
r3
A
?
[
A
br  4gn
b
A
A
n

A
?
?->? r->r
4
?'f
Rf '

A
A
A
r3
A
[
A
br Eg n 
b?
A
A
n
A
=
?->?
r->r
?'f

vl 4 9'

vl 4 '

Wdo | frpr |d vh frphqw sdud ho prghor **r/ od lpsohphqwdflq gl0


uhfwd gh odv irupxodv dqwhulruhv qr hv suhflvdphqwh od pdqhud pv hflhqwh gh

Modelos con tasas de llegada y servicio de tipo Poisson 159

fdofxodu Rf 1 Dv/ hpsohdqgr iupxodv uhfxuvlydv sxhgh fdofxoduvh Rf phgldqwh

/ grqgh
?'f S? n SDr
b
' / S? ' S?3 / sdud ? ' c 2c    c r 
?>
4  4gn2
vl 4 9' |
' Sr3
4
' Sr3 Eg n  vl 4 ' 1

Rf ' Sr3
Sf
vlhqgr SDr
SDr

D sduwlu gh Rf / | orv sduphwurv gh hqwudgd gho prghor/ sxhghq rewhqhuvh


h{suhvlrqhv h{soflwdv sdud odv R? =
;
A
?

b?
Rf
?->r ?
R? ' S?  Rf '
A
= b 4?3r Rf
r->r

vl ? ' c 2c    c r
vl ? ' r n c r n 2c    c g n r

Qxhydphqwh/ odv iupxodv lpsohphqwdgdv gluhfwdphqwh d sduwlu gh hvwdv h{suh0


vlrqhv vrq px| srfr hflhqwhv | uhvxowd suhihuleoh surfhghu gh irupd dqorjd
d or khfkr sdud ho **r1
Uhxwlol}dqgr orv ydoruhv S? / qhfhvdulrv sdud od lpsohphqwdflq gho fofxor
hflhqwh gh Rf / orv R? vh rewlhqhq gh pdqhud px| vhqflood= R? ' S? Rf / sdud ? '
c 2c    c r  1 Sru rwud sduwh/ vl ?  r/ ho wuplqr R? vh fdofxod uhfxuvlydphqwh
frphq}dqgr hq Rr3 txh |d hvw fdofxodgr=
R? '

b?3
R?3 ' 4  R?3 / sdud wrgr ? ' rc r n c    c g n r
>?

Iupxod txh/ dq vlhqgr yolgd sdud wrgr ydoru gh 4/ vh wulyldol}d vl 4 ' /


gdqgr frpr uhvxowdgr Rgnr ' Rgnr3 '    ' Rr ' Rr3 sdud 4 ' 1
Odv fxdwur fdqwlgdghv phgldv gh lqwhuv +u/ u^ / ` | `^ , sxhghq fdofxoduvh
d sduwlu gh orv ydoruhv gh odv R? uhflq hqfrqwudgdv1 Srvleohphqwh ho fofxor
pv vhqfloor hv ho gh u^ / sru ho fxdo frphq}duhprv1 Vl 4 9' / d sduwlu gh od
ljxdogdg
gn
[
?'f

?%?3 '

Eg n  %gn2  Eg n 2 %gn n
E%  2

160

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

ghprvwudgd | xwlol}dgd |d sdud ho ***g/ vh wlhqh


u^ '

rng
[

E?  r  R? '

?'rn

'

rng
[

E?  r 

?'r

b?
r-r?3r >?

 Rf

rng
g
[
[
br
br
?3r3
R
4
R
4
E?
r
4
'
  43






f
f
r
r->r
r->
?'r
'f

g4gn  Eg n  4g n
br
R
4



f
r->r
E4  2


r
b  Rf  4 n g4gn  Eg n  4g
'

r->r E  42
'

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frod hv


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pxodv gh Olwwoh | fdofxodu/ sulphudphqwh/ b=
b'

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txh hv od lpsohphqwdflq d xvdu sdud xq fofxor hflhqwh1 Xqd iupxod pv


h{soflwd sdud hvwh ydoru hv


br g
b'b 
4
R
f /
r->r

Modelos con tasas de llegada y servicio de tipo Poisson 161


txh vh vlpsolfd d b ' b 


br3
Rf vl 4 ' 1 Gh qxhyr/ hq hvwh
Er  ->r3
prghor yxhoyh d rfxuulu txh 4 qr uhsuhvhqwd od lqwhqvlgdg gh wufr hihfwlyd1
Hvh ydoru sxhgh fdofxoduvh phgldqwh


br g
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D sduwlu gh orv ydoruhv gh u^ | b/ fdofxodgrv gh irupd hflhqwh/ sxhghq


xvduvh odv iupxodv gh Olwwoh sdud rewhqhu=
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Hq hvwh prghor uhvxowd edvwdqwh frpsolfdgd od glvwulexflq gho wlhpsr txh
xq folhqwh hvw hq ho vlvwhpd/ dxqtxh qr or hv wdqwr od gho wlhpsr txh xq folhqwh
sdvd hq od frod=
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grqgh odv ^? wlhqhq ho plvpr vljqlfdgr txh hq ho prghor ***g/ hv ghflu/


suredelolgdg gh txh kd|d ? folhqwhv hq ho vlvwhpd mxvwr fxdqgr xqd oohjdgd vh
hvw surgxflhqgr/ | ylhqhq gdgdv sru
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Orv frphqwdulrv khfkrv vreuh od irupd gh lpsohphqwdu odv ixqflrqhv ` E| |


`^ E| hq xq prghor ***g/ vrq yolgrv sdud od lpsohphqwdflq gh `^ E|
hq hvwh prghor1 Dv ho dsduhqwh greoh exfoh +hq ? | hq o,/ hq od h{suhvlq sdud
`^ E|/ sxhgh uhgxfluvh d xq exfoh vlpsoh xwlol}dqgr xqd wfqlfd wrwdophqwh
dqorjd d od gh hqwrqfhv1
Xq fdvr sduwlfxodu gh hvwh prghor hv ho **r*f/ txh hv xqr gh orv
sulphurv prghorv txh hvwxgl Huodqj/ hq orv doeruhv gh od Whrud gh Frodv/
sdud dqdol}du od suredelolgdg gh ? oqhdv rfxsdgdv hq xqd fhqwudo whohiqlfd
txh glvsrqh gh r oqhdv1 Hq ho prghor od fdsdflgdg gh od frod hv g ' f/ sxhv
vh vxsrqh txh/ vl xqd oodpdgd oohjd d od fhqwudo fxdqgr wrgdv odv oqhdv hvwq
rfxsdgdv/ qr shupdqhfh hq hvshud vlqr txh uhfleh od vhdo gh vdwxudflq hq
od uhg deruwdqgr od srvlelolgdg gh frpxqlfdflq hq hvh prphqwr1 Frpr fdvr
sduwlfxodu gh or ylvwr hq ho prghor **r*g/ vh wlhqh txh od suredelolgdg gh

162

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

? oqhdv rfxsdgdv hq od fhqwudo ylhqh gdgd sru


b?
?->?
/ sdud ? ' fc c    c r/
R? ' r
[ b
->
'f
txh hv od idprvd iupxod gh Huodqj/ txlhq sure txh wdpelq hv yolgd sdud
fxdotxlhu glvwulexflq gho wlhpsr gh vhuylflr/ hqwhqglhqgr hqwrqfhv txh > hv od
lqyhuvd gh od phgld gh glfkd glvwulexflq1
Hmhpsor 7< Frqvlguhvh od hvwdflq gh wudedmr dqdol}dgd hq orv grv owlprv
hmhpsorv | vxsqjdvh txh dq whqlhqgr wuhv surfhvdgruhv/ vor hv srvleoh pdq0
whqhu xq qlfr surfhvr hq frod gh hvshud1 Fdofxodu odv wuhv fdqwlgdghv shglgdv
hq ho owlpr hmhpsor1
Vroxflq= Ho prghor sdvd d vhu dkrud xq **r*g frq r ' / g ' /
b ' D | > ' 2f1 Hq sulphu oxjdu/ uhvxowd reylr txh  E^ : 2 ' f/ |d txh ho
oplwh sdud od frod hv g ' 1 Sru rwud sduwh/ dxqtxh srgudprv xwlol}du wrgdv
odv iupxodv rewhqlgdv dqwhulruphqwh sdud ho fofxor gh u | u^ / gdgr txh vor
kd| flqfr hvwdgrv srvleohv hq ho vlvwhpd + ' fc c 2c c e, txl} vhd pv uslgr
fdofxoduodv gluhfwdphqwh=
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Vh revhuyd hqwrqfhv txh ho vlvwhpd hvw wrgdyd phqrv fdujdgr txh dqwhv1 Od
ud}q hv txh od olplwdflq hq ho wdpdr gh od frod lpslgh xq qphur hohydgr
gh folhqwhv hq ho vlvwhpd +dxqtxh dqwhv glfkr qphur |d hud px| lpsuredeoh,1

Modelos con tasas de llegada y servicio de tipo Poisson 163

4418 Ho prghor **Q*4*M


Hvwxglduhprv dkrud xq prghor hq ho txh od sreodflq srwhqfldo hv qlwd/ irupd0
gd sru M lqglylgxrv1 Gdgr txh dkrud hv reylr txh od glvwulexflq gho wlhpsr
hqwuh grv oohjdgdv gh folhqwhv frqvhfxwlyrv do vlvwhpd ghshqghu gh fxqwrv
folhqwhv hvwq hq ho vlvwhpd/ xqd irupd ud}rqdeoh gh whqhu hvwr hq fxhqwd hv
frqvlghudu txh/ sdud fdgd folhqwh txh dfded gh vdolu gho vlvwhpd/ od glvwulexflq
gh suredelolgdg gho wlhpsr txh idowd sdud txh yxhoyd d hqwudu hq o hv xqd
i T Eb1 Wdo frpr lqglfd od qrphqfodwxud lqwurgxflgd/ vh vxsrqgu xq qlfr
vhuylgru +txh dwlhqgh orv folhqwhv vhjq xqd glvflsolqd ILIR, | txh qr kd|
oplwh sdud ho wdpdr gh od frod1
Hq yluwxg gh od fduhqfld gh phpruld gh od glvwulexflq h{srqhqfldo | gh od
suredelolgdg txh qrv gded od glvwulexflq gho pqlpr gh yduldv h{srqhqfldohv
lqghshqglhqwhv/ srghprv ud}rqdu fxo vhu od glvwulexflq gho wlhpsr txh idowd
sdud txh ho su{lpr folhqwh hqwuh ho vlvwhpd fxdqgr |d kd| ? folhqwhv ghqwur
gh o1 Dv/ vl  ' ?/ ho qphur gh folhqwhv hq od sreodflq srwhqfldo vhu
M  ? | ho wlhpsr kdvwd od su{lpd hqwudgd hq ho vlvwhpd vhu ho pqlpr gh
M  ? h{srqhqfldohv gh sduphwur b/ lqghshqglhqwhv hqwuh v1 Vh wudwd sru
wdqwr gh xqd i T EEM  ? b1 Gdgr txh orv wlhpsrv gh vhuylflr vrq wdpelq
h{srqhqfldohv/ ho vlvwhpd sxhgh prghol}duvh phgldqwh xq surfhvr gh qdflplhqwr
| pxhuwh frq wdvdv gh oohjdgd

EM  ? b vl ? ' fc c    c M
b? '
f
vl ? ' Mc M n c   
| wdvdv gh vhuylflr
>? ' >/ vl ? ' c 2c   
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;
M?
4? vl ? ' c 2c    c M
S? '
EM  ?= f
vl ? ' M n c M n 2c   
uhvxowd pxfkr pv hflhqwh rewhqhu Rf phgldqwh xq fofxor uhfxuvlyr

Rf ' SM

?'f S?

/ grqgh

Sf ' / S? ' EM  ? n   4  S?3 / sdud ? ' c 2c    c M


Dghpv/ ho uhvwr gh suredelolgdghv vh fdofxodq d sduwlu gh R? ' S?  Rf / sdud
? ' c 2c    c M/ |d txh R? ' f vl ? : M1 Reyldphqwh ho prghor hv vlhpsuh
hvwdflrqdulr1

164

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

Hq hvwh fdvr qr uhvxowd vhqfloor rewhqhu xqd iupxod h{soflwd gh u u^ /


sxhv od vxpd uhvxowdqwh qr fruuhvsrqgh d xqd vhulh jhrpwulfd r frqyhuwleoh hq
jhrpwulfd1 Sru hvwh prwlyr/ ghehprv fdofxodu gluhfwdphqwh
u'

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u
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4'

b  EM  u
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ulruhv/ vh wlhqh
s Efm '?  R?
b? e3b? f R?
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` E| '  e3>|
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Gh qxhyr/ hvwdv iupxodv vh sxhghq lpsohphqwdu gh pdqhud pxfkr pv h0


flhqwh gh or txh srgud sduhfhu d sulphud ylvwd/ judfldv d xq qlfr exfoh frq
fofxorv uhfxuvlyrv1

Modelos con tasas de llegada y servicio de tipo Poisson 165

4419 Ho prghor **r*4*M


Jhqhudol}d ho dqwhulru d xq qphur hqwhur/ r/ fxdotxlhud gh vhuylgruhv1 Do ljxdo
txh hq dtxho/ od sreodflq srwhqfldo hv qlwd/ frq M hohphqwrv |/ sru wdqwr/ od
glvwulexflq gho wlhpsr hqwuh grv oohjdgdv gh folhqwhv frqvhfxwlyrv do vlvwhpd
ghshqghu gh fxqwrv folhqwhv hvwq hq ho vlvwhpd/ vxsrqlhqgr/ gh qxhyr/ txh
fdgd folhqwh txh dfded gh vdolu gho vlvwhpd/ yxhoyh d hqwudu hq o do fder gh xq
wlhpsr dohdwrulr frq glvwulexflq i T Eb1 Ljxdo txh hq ho prghor dqwhulru od
glvflsolqd hv ILIR | od fdsdflgdg gh od frod lolplwdgd1 Hq hvwh prghor vxsrq0
guhprv r  M1 Hvwd uhvwulfflq/ dghpv gh vhu edvwdqwh uhdolvwd/ qr vxsrqh
qlqjxqd suglgd gh jhqhudolgdg sxhv xq prghor frq r : M sxhgh uhvroyhuvh
kdflhqgr ho qphur gh vhuylgruhv ljxdo d M1 Gh hvwd irupd/ fdqwlgdghv frpr u/
u^ / ` / `^ / r odv R? / fdofxodgdv d sduwlu gho prghor prglfdgr/ vhudq odv plv0
pdv txh sdud ho prghor ruljlqdo1 Wdq vor dojxqdv fxhvwlrqhv frpr ho qphur
phglr gh vhuylgruhv rfxsdgrv qhfhvlwdudq dojq uhdmxvwh srvwhulru sdud whqhu
hq fxhqwd ho yhugdghur ydoru gh r : M1
Orv ud}rqdplhqwrv uhdol}dgrv sdud ho prghor ***4*M/ vreuh odv wdvdv
gh oohjdgd vrq shuihfwdphqwh yolgrv dkrud/ rewhqlhqgr/ frpr frqvhfxhqfld/

EM  ? b vl ? ' fc c    c M
b? '
f
vl ? ' Mc M n c   
Sru vx sduwh/ odv wdvdv gh vhuylflr vrq ljxdo txh sdud orv prghorv **r
**r*g/

?> vl ? ' c 2c    c r
>? '
r> vl ? ' rc r n c   
Xqd h{suhvlq h{soflwd sdud odv frqvwdqwhv S? hv
;
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vl ? ' c 2c    c r

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r
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vl ? ' M n c M n 2c   
Frqvhfxhqwhphqwh ho prghor hv hvwdflrqdulr vlhpsuh1 Gh qxhyr/ uhvxowd pxfkr
pv hflhqwh xq fofxor uhfxuvlyr gh odv S? sdud rewhqhu Rf =

Rf ' SM

?'f S?

/ frq

b
 S?3 / vl ? ' c 2c    c rc
?>
' EM  ? n   4  S?3 / sdud ? ' r n c r n 2c    c M1

Sf ' / S? ' EM  ? n  
S?

Frpr vlhpsuh odv ghpv suredelolgdghv vh rewlhqhq frpr R? ' S?  Rf / sdud


? ' c 2c    c M/ | R? ' f vl ? : M1

166

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

Frpr fdeh hvshudu +sxhv |d rfxuud hq ho prghor dqwhulru frq r ' ,/ qr


srghprv rewhqhu xqd iupxod h{soflwd sdud u u^ 1 Dv/ vh fdofxod gluhfwd0
phqwh
u'

M
[

?  R? /

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ghprvwudqgr/ ljxdo txh hq ho prghor dqwhulru/ txh b ' bEM  u1 Odv iupxodv
gh Olwwoh | od uhodflq hqwuh wlhpsrv phglrv shuplwhq dkrud rewhqhu ` / `^ |
u^ 1 Wdpelq dkrud od lqwhqvlgdg gh wufr hihfwlyd hv 4 ' 4  EM  u1
Od h{suhvlq sdud ` E|/ hq hvwh prghor/ hv px| frpsolfdgd1 Vhjxlgd0
phqwh vh lqfox|h od gh `^ E|/ txh yxhoyh d ghshqghu gh ^? '  E ' ?mA 'f  '
EM3?uR?
+? ' fc c    c M  ,/
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Frpr hq rfdvlrqhv dqwhulruhv/ ho dsduhqwh greoh exfoh txh frqoohyd od lpsoh0


phqwdflq gh `^ E| hv hylwdeoh | sxhgh surjudpduvh sru phglr gh xq qlfr
exfoh frq fofxorv uhfxuvlyrv1
Hmhpsor 83 Vh glvsrqh gh xq vlvwhpd lqirupwlfr frq 8 hvwdflrqhv txh fdgd
flhuwr wlhpsr ghehq uhdol}du xq edfn0xs/ lpslghqgr gxudqwh hvh wlhpsr vx xwl0
ol}dflq sru sduwh gh orv xvxdulrv gho vlvwhpd1 Ghelgr d odv fdudfwhuvwlfdv gho
vlvwhpd orv edfn0xs qr vh surgxfhq d xqd krud md vlqr fdgd yh} txh vh dofdq0
}d flhuwr oplwh gh fdsdflgdg1 Vh kd frpsuredgr txh ho wlhpsr txh wudqvfxuuh
ghvgh txh xqd gh hvwdv hvwdflrqhv whuplqd xq edfn0xs kdvwd txh or yxhoyh d
uhdol}du hv dohdwrulr | frq glvwulexflq h{srqhqfldo gh phgld gh 5 krudv1 Sru
vx sduwh/ od gxudflq gho surfhvr gh edfn0xs wdpelq hv dohdwruld | frq glv0
wulexflq h{srqhqfldo gh phgld 8 plqxwrv1 Dghpv h{lvwhq grv xqlgdghv gh
flqwd frqwud odv txh sxhgh uhdol}duvh ho surfhvr gh edfn0xs/ shupdqhflhqgr od
hvwdflq hq hvshud vl dpedv hvwxylhvhq vlhqgr xwlol}dgdv sru rwudv hvwdflrqhv1
Vh slgh=
41 Fdofxodu od suredelolgdg gh txh xqd hvwdflq whqjd txh hvshudu sdud lql0
fldu vx edfn0xs1
51 Fxo hv ho qphur phglr gh hvwdflrqhv glvsrqleohv sdud orv xvxdulrvB
61 Hqfrqwudu ho wlhpsr phglr txh fdgd hvwdflq hvw ixhud gh vhuylflr frq
prwlyr gh xq edfn0xs1
71 Gxudqwh tx srufhqwdmh gh wlhpsr hv xwlol}dgd fdgd xqlgdg gh flqwdB
Vroxflq= Vh wudwd gh xq prghor **r*4*M/ frq r ' 2 +xqlgdghv gh
D
/ h{suhvdqgr ho wlhpsr hq krudv1
flqwd,/ M ' D +hvwdflrqhv,/ b ' 2 | > ' Sf

Modelos con tasas de llegada y servicio de tipo Poisson 167

Gh hvwr vh rewlhqh txh b '


frqvwdqwhv S? | ho ydoru Rf =

| > ' 21 Hq sulphu oxjdu vh fdofxoduq odv

D  2
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41 Vh wudwd gh ^2 n ^ n ^e 1 Frpr ^? '
fdofxodu

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M  u ' e .bb hvwdflrqhv1

168

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

61 Hq sulphu oxjdu/ revuyhvh txh


b ' b EM  u '

2Defff DS2.fff
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S 

 R n f  ER2 n R n Re n RD  ' Rf n
2
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Rghvrfxsdgd '  Rf n

Rrfxsdgd

Dv/ vh wlhqh txh ho srufhqwdmh gh wlhpsr hq ho txh fdgd xqlgdg hvw


rfxsdgd hv oljhudphqwh lqihulru do fI +frqfuhwdphqwh ho bbbHI,1

441: Ho prghor **r*4*M frq uhsxhvwrv


Hv xqd prglfdflq gho prghor dqwhulru txh uhvsrqgh d od lghd gh rfxsdu ho
hvsdflr ydfr txh ghmd xq folhqwh hq od sreodflq srwhqfldo/ do hqwudu hq ho
vlvwhpd/ frq xq qxhyr folhqwh xq wdqwr hvshfldo +oodpdgr uhsxhvwr,/ txh hq xq
sulqflslr qr vh hqfrqwuded hq hood1 Hvwr vh kdu hq wdqwr h{lvwdq uhsxhvwrv
glvsrqleohv1
Ho prghor **r*4*M frq t uhsxhvwrv vxhoh xwlol}duvh hq vlwxdflrqhv
grqgh orv folhqwhv hvwq uhdol}dqgr flhuwr wlsr gh frphwlgr fxdqgr vh kdoodq hq
od sreodflq srwhqfldo | hqwudq hq ho vlvwhpd fxdqgr vh dyhudq +uhsuhvhqwdqgr/
sru wdqwr/ ho vlvwhpd ho phfdqlvpr gh uhsdudflq,1 Hmhpsorv uhdohv gh hvwd
vlwxdflq sxhghq vhu
 M ptxlqdv gh xqd idfwrud txh hvwq ixqflrqdqgr hq xqd fdghqd gh
prqwdmh +hq od fxdo qr srghprv lqvwdodu pv gh M ptxlqdv, sdud odv
fxdohv whqhprv t ptxlqdv gh uhsxhvwr sru vl vh dyhud dojxqd gh hoodv1
 ho surslhwdulr gh M olfhqfldv gh ptxlqdv wudjdshuudv/ txh glvsrqh gh
xq vwrfn gh rwudv t ptxlqdv pv/ sdud qr ghmdu gh rewhqhu uhfdxgdflq
fxdqgr xqd gh odv M ptxlqdv vh dyhud | kd gh sdvdu flhuwr wlhpsr
vlhqgr uhsdudgd1

Modelos con tasas de llegada y servicio de tipo Poisson 169

Gh irupd vlplodu d or txh rfxuud hq ho prghor dqwhulru/ vxsrqguhprv r 


t n M/ dxqtxh ho fdvr r : t n M srgud fxeuluvh/ hq fdvl wrgr/ frq dtxo hq
ho txh vh gd od ljxdogdg1
Plhqwudv h{lvwdq uhsxhvwrv vxflhqwhv/ odv wdvdv gh oohjdgdv gh folhqwhv gh od
sreodflq srwhqfldo vhuq frqvwdqwhphqwh ljxdohv d M  b/ sxhv kdeu vlhpsuh
M folhqwhv ixhud gho vlvwhpd1 D sduwlu gho fdvr  ' t n / odv wdvdv ghfuhfhuq
frpr |d or kdfdq hq ho prghor vlq uhsxhvwrv1 Frpr frqvhfxhqfld gh wrgr hoor/
odv wdvdv gh oohjdgd vrq
;
vl ? ' fc c    c t
? Mb
EM n t  ? b vl ? ' tc t n c    c t n M
b? '
=
f
vl ? ' t n Mc t n M n c   
Odv wdvdv gh vhuylflr vrq h{dfwdphqwh ljxdohv txh hq ho prghor vlq uhsxhvwrv=

>? '

?> vl ? ' c 2c    c r
r> vl ? ' rc r n c   

Hv lqphgldwr suredu txh ho prghor hv hvwdflrqdulr vlhpsuh +|d txh kd|


vor xq qphur qlwr gh frqvwdqwhv S? qr qxodv,1 Dghpv/ sxhghq rewhqhuvh
h{suhvlrqhv h{soflwdv gh odv S? glvwlqjxlhqgr grv fdvrv= vl r  t /
; ? ?
M b
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A
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= EM n t  ?-r-r >
f

vl ? ' c 2c    c r
vl ? ' rc r n c    c t
vl ? ' tc t n c    c t n M
vl ? ' t n M n c t n M n 2c   

| vl t  r  t n M/
; ? ?
M b
A
A
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A
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M t M-b?
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EM n t  ?-?->?
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EM n t  ?-r-r?3r >?
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f

vl ? ' c 2c    c t
vl ? ' tc t n c    c r
vl ? ' rc r n c    c t n M
vl ? ' t n M n c t n M n 2c   

Frpr hq prghorv dqwhulruhv/ hv pxfkr pv hflhqwh fdofxodu uhfxuvlydphqwh

170

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

hvwdv frqvwdqwhv1 Sdud hoor vh kdfh Sf ' 1 Dghpv/


Mb
 S?3 / sdud ? ' c 2c    c r/
?>
M  4  S?3 / sdud ? ' r n c r n 2c    c t /
EM n t  ? n   4  S?3 / vl ? ' t n c t n 2c    c t n M1
Mb
r  t n M/ kdfhu S? '
 S?3 / sdud ? ' c 2c    c t /
?>
EM n t  ? n  b
 S?3 / sdud ? ' t n c t n 2c    c r/
?>
EM n t  ? n   4  S?3 / vl ? ' r n c r n 2c    c t n M1

Vl r  t / kdfhu S? '
S? '
S? '
Vl t

S? '
S? '

Frq hvwrv ydoruhv vh fdofxodud

Rf ' SMnt
?'f

S?

| ho uhvwr gh suredelolgdghv qr qxodv vh rewhqgudq d sduwlu gh R? ' S?  Rf /


sdud ? ' c 2c    c S
t n M1 Ho ydoru gh u kdeu gh fdofxoduvh gluhfwdphqwh gh
nM
?  R? / plhqwudv txh
vx ghqlflq/ u ' t?'
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Judfldv d odv iupxodv gh Olwwoh | od uhodflq hqwuh orv wlhpsrv phglrv gh


hvshud hq ho vlvwhpd | hq od frod/ vh rewlhqhq iflophqwh
` / `^ | u^ 1 Dghpv/


S nM
b
od lqwhqvlgdg gh wufr hihfwlyd hv 4 ' r>
' 4  M  t?'t
E?  t   R? 1
Od h{suhvlq sdud `^ E| ylhqh gdgd sru
`^ E| '  e3r>|

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/ vl |  f +| `^ E| ' f vl | f,/

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EM n t  ?  R?
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vl ? ' tc    c t n M 

Modelos con tasas de llegada y servicio de tipo Poisson 171

Do ljxdo txh hq prghorv suhfhghqwhv `^ E| sxhgh lpsohphqwduvh gh pdqhud


pxfkr pv hflhqwh txh frq ho exfoh dqlgdgr txh vxjlhuh vx h{suhvlq1 Sru vx
sduwh od ixqflq gh glvwulexflq gho wlhpsr gh xq folhqwh hq ho vlvwhpd/ ` E|/
hv gh h{suhvlq pxfkr pv frpsolfdgd | od reylduhprv1

441; Ho prghor **4


Frpr vx qrpeuh lqglfd/ vh wudwd gh xq prghor frq lqqlwrv vhuylgruhv/ glv0
wulexflq gho wlhpsr hqwuh oohjdgdv i T Eb/ glvwulexflq gho wlhpsr gho vhuylflr
i T E>/ vlq olplwdflq sdud od frod/ sreodflq srwhqfldo lqqlwd | glvflsolqd
ILIR1 Hq uhdolgdg/ ho khfkr gh txh kd|d lqqlwrv vhuylgruhv lpsolfd txh wdqwr
od fdsdflgdg gh od frod frpr od glvflsolqd vrq sduphwurv luuhohydqwhv1 Xqd gh
odv vlwxdflrqhv sufwlfdv hq od txh sxhgh whqhu vhqwlgr ho frqvlghudu xq qphur
lqqlwr gh vhuylgruhv hv dtxhood hq od txh fdgd folhqwh vh gd vhuylflr d v plv0
pr1 Sru hvh prwlyr hvwh prghor vh ghqrplqd/ hq rfdvlrqhv/ prghor gh vhuylflr
dpsolr r gh dxwrvhuylflr1
Vlq uhdol}du fofxor dojxqr/ hv lqwxlwlyr txh/ sdud hvwh prghor/ ^ | Z^
vhuq yduldeohv dohdwruldv txh wrpdq ho ydoru fhur frq suredelolgdg 4/ sxhv
qxqfd kdeu folhqwhv txh hvshuhq hq od frod +wrgrv sdvdq gluhfwdphqwh d vhu
vhuylgrv, |/ frpr frqvhfxhqfld/ u^ ' f | `^ ' f1 Sru ho prwlyr dqwhv flwdgr/
g
vh wlhqh wdpelq txh Z ' i T E> |/ hq sduwlfxodu/ ` ' > 1 Sru owlpr/ od
sulphud iupxod gh Olwwoh qrv oohyd d txh u ' >b 1
Gh pdqhud xq srfr pv suhflvd/ odv wdvdv gh oohjdgd vrq
b? ' b/ sdud wrgr ? ' fc c   
plhqwudv txh odv wdvdv gh vhuylflr ylhqhq gdgdv sru
>? ' ?>/ sdud ? ' c 2c   
Frpr frqvhfxhqfld vh wlhqh/
S? '

b?
/ vl ? ' c 2c   
?->?

Gdgr txh od vhulh


"
[
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S? '

"
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b
>

?-

hv vlhpsuh frqyhujhqwh/ hqwrqfhv ho prghor vlhpsuh dofdq}d xq hvwdgr hvwd0


flrqdulr1 Dghpv/
Rf '

S"

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' b ' e3 > /
b ?
E

"
>
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e>

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?-

172

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

plhqwudv txh fxdotxlhu rwud suredelolgdg ylhqh gdgd sru


 ?
b
e3 > >b
/ ? ' c 2c   
R? ' S?  Rf '
?D od ylvwd gh hvwr vh ghgxfh txh od yduldeoh dohdwruld  wlhqh glvwulexflq
gh Srlvvrq gh sduphwur >b 1 Hq sduwlfxodu vx phgld hv u ' >b / wdo | frpr |d
kdedprv dqwlflsdgr1 Sru owlpr/ od lqwhqvlgdg gh wufr hv/ hq vhqwlgr hvwulfwr/
fhur/ sxhv od fdsdflgdg gh vhuylflr hv lqqlwdphqwh pd|ru txh od oohjdgd gh
folhqwhv do vlvwhpd1

441< Hmhuflflrv sursxhvwrv


41 Ho vlvwhpd gh od frod gh xq vxuwlgru gh jdvrolqd vh dghfd d xq prghor
** hvwdflrqdulr1 Vh vdeh txh hv grv yhfhv pv suredeoh txh vh kdooh
wdq vor xqd shuvrqd hvshudqgr sdud kdfhu xvr gho vxuwlgru txh txh hvwq
grv hvshudqgr1 Ho qphur phglr gh folhqwhv txh dfxghq sru krud hv gh
731 Vh slgh=
+d, Fxo hv od suredelolgdg gh txh ho vxuwlgru gh jdvrolqd hvw ydfrB
+e, Fxo hv ho wlhpsr phglr txh xq folhqwh qhfhvlwd sdud oohqdu ho gh0
svlwr gh vx yhkfxor ghvgh txh oohjd d od jdvrolqhudB
51 Xqd vxfxuvdo edqfduld glvsrqh gh 6 fdmhurv dxwrpwlfrv1 Gh yh} hq fxdq0
gr ho sdsho gh dojq fdmhur vh dwdvfd | ho dsdudwr ghmd gh ixqflrqdu kdvwd
txh xqr gh orv hpsohdgrv +hvshfldophqwh dglhvwudgr sdud oohydu d fder
hvwd wduhd, frqvljxh duuhjodu od dyhud1 Vh vdeh txh ho wlhpsr txh xwl0
ol}d glfkr hpsohdgr vljxh xqd glvwulexflq h{srqhqfldo frq phgld gh 43
plqxwrv/ plhqwudv txh od glvwulexflq gho wlhpsr txh xq fdmhur hvw ixq0
flrqdqgr kdvwd txh vh dwdvfd ho sdsho hv wdpelq h{srqhqfldo shur frq
phgld gh 5 krudv1 Fdofxodu=
+d, Od suredelolgdg gh txh ixqflrqhq orv wuhv fdmhurv1
+e, Ho qphur phglr gh fdmhurv dyhuldgrv1
+f, Ho wlhpsr phglr txh xq fdmhur hvw dyhuldgr1
+g, Vl hq xq prphqwr gdgr ixqflrqdq orv wuhv fdmhurv/ fxo hv ho wlhpsr
phglr kdvwd od su{lpd dyhudB
61 D q gh hylwdu ho hqyr pdvlyr gh surfhvrv d xqd frod gh hmhfxflq/ xq
fhqwur gh fofxor hvwdeohfh ho oplwh p{lpr gh wuhv surfhvrv hq hvshud
gh frphq}du d vhu hmhfxwdgrv +d sduwh gho surfhvr txh vh hqfxhqwuh hq hvh

Modelos con tasas de llegada y servicio de tipo Poisson 173

prphqwr dfwlyr, edmr xqd glvflsolqd ILIR1 Orv surfhvrv vh hqydq vhjq
xq surfhvr gh Srlvvrq/ d ud}q gh 7 sru plqxwr1 Ho wlhpsr gh FSX gh xq
surfhvr vljxh xqd glvwulexflq h{srqhqfldo gh phgld 4 plqxwr1 Vh slgh=
+d, Od suredelolgdg gh txh xq surfhvr hqyldgr d frod vhd uhfkd}dgr sru
hvwdu vwd oohqd1
+e, Ho qphur phglr gh surfhvrv hq hvshud gh frphq}du d hmhfxwduvh1
+f, Ho wlhpsr phglr txh wudqvfxuuh hqwuh od hqwudgd hq frod gh xq sur0
fhvr | ho q gh vx hmhfxflq1
+g, Ho srufhqwdmh gh wlhpsr hq ho txh od FSX hvw lqdfwlyd1
71 D xqd fhqwudolwd whohiqlfd oohjdq oodpdgdv/ vhjq xq surfhvr gh Srlvvrq/
d ud}q gh 7 sru plqxwr1 Ho wlhpsr txh hpsohd od qlfd whohirqlvwd hq
gluhfflrqdu fdgd oodpdgd vljxh xqd glvwulexflq h{srqhqfldo frq phgld
gh 43 vhjxqgrv1 Vxsrqlhqgr txh odv oodpdgdv uhflelgdv plhqwudv od rsh0
udgrud hvw rfxsdgd vh pdqwlhqhq hq hvshud sdud vhu dwhqglgdv vhjq vx
rughq gh oohjdgd/ fdofxodu=
+d, Ho qphur phglr gh oodpdgdv hq hvshud +vlq whqhu hq fxhqwd odv txh
vh hvwq dwhqglhqgr,1
+e, Od suredelolgdg gh txh xqd oodpdgd whqjd txh hvshudu pv gh xq
plqxwr kdvwd txh vhd gluhfflrqdgd1
+f, Dvxplhqgr dkrud txh qr hv srvleoh pdqwhqhu oodpdgdv hq hvshud
fxdqgr od whohirqlvwd hvw rfxsdgd/ fdofxodu od suredelolgdg gh txh
xqd oodpdgd uhdol}dgd rewhqjd od vhdo gh frpxqlfdqgr1
81 Rewhqhu xqd iupxod/ or pv vlpsoh srvleoh/ sdud ho fofxor gh od sured0
elolgdg gh txh kd|d pv r ljxdo txh & folhqwhv hq xq prghor **1
91 Xqd hvwdflq gh wudedmr frq grv surfhvdgruhv/ fdgd xqr gh orv fxdohv hv
fdsd} gh dwhqghu 93 surfhvrv sru krud/ gd vhuylflr gh irupd txh xq plvpr
surfhvr vor hv dwhqglgr sru xq qlfr vhuylgru | vhjq xq uljxurvr rughq
gh oohjdgd1 Ho wlhpsr gh vhuylflr gh xq surfhvr vljxh xq glvwulexflq
h{srqhqfldo | dghpv/ orv surfhvrv oohjdq vhjq xq surfhvr gh Srlvvrq/
d ud}q gh 433 fdgd krud1 Vh slgh=
+d, Od suredelolgdg gh txh hvwq pv gh wuhv surfhvrv hq od hvwdflq1
+e, Od suredelolgdg gh txh kd|d dojq surfhvdgru oleuh1
+f, Ho qphur phglr gh surfhvdgruhv rfxsdgrv1
:1 Xq oderudwrulr gh lqirupwlfd frqvwd gh 8 hvwdflrqhv gh wudedmr1 Fdgd
hvwdflq vh dyhud/ sru wuplqr phglr/ xqd yh} fdgd 63 gdv/ vlhqgr ho
wlhpsr kdvwd od su{lpd dyhud/ gh glvwulexflq h{srqhqfldo1 Ho oder0
udwrulr glvsrqh gh grv shuvrqdv txh/ hq fdvr gh vhu qhfhvdulr/ sxhghq

174

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

duuhjodu hvwdv dyhudv1 Ho wlhpsr gh uhsdudflq +sdud fdgd xqr gh orv


wfqlfrv, hv h{srqhqfldo/ frq phgld gh 6 gdv1 Fdofxodu=
+d, Ho qphur phglr gh hvwdflrqhv ixqflrqdqgr1
+e, Ho srufhqwdmh gh wlhpsr txh fdgd xqr gh orv wfqlfrv sxhgh ghglfdu
d rwudv wduhdv dmhqdv d od uhsdudflq gh odv hvwdflrqhv1
;1 D xqd FSX oohjdq surfhvrv/ d ud}q gh 8 sru plqxwr/ txh vrq dwhqglgrv
vreuh od edvh gh txh ho sulphur txh oohjd hv ho sulphur hq vhu hmhfxwdgr
hq vx wrwdolgdg1 Ho wlhpsr hqwuh od oohjdgd gh grv surfhvrv frqvhfxwlyrv
hv gh glvwulexflq h{srqhqfldo | ho wlhpsr gh hmhfxflq gh orv surfhvrv
wdpelq hv h{srqhqfldo/ whqlhqgr frpr phgld 8 vhjxqgrv1
+d, Hv ho vlvwhpd hvwdflrqdulrB Sru txB
+e, Fxqwr wlhpsr wudqvfxuuh/ sru wuplqr phglr/ ghvgh txh oohjd xq
surfhvr d od FSX kdvwd txh whuplqd gh hmhfxwduvhB Tx uhodflq
jxdugd frq ho wlhpsr phglr gh hmhfxflqB
+f, Fdofxodu od suredelolgdg gh txh xq surfhvr txh oohjd sxhgd vhu hmh0
fxwdgr vlq hvshud suhyld | ho qphur phglr gh surfhvrv hq hvshud
gh hmhfxflq r hq hmhfxflq sursldphqwh glfkd1
<1 D xqd ptxlqd shuirudgrud gh xqd fdghqd gh surgxfflq oohjdq phfdqlv0
prv gh lqwhuuxswruhv glihuhqfldohv vhjq xq surfhvr gh Srlvvrq/ frq phgld
gh 43 sru plqxwr1 Ho wlhpsr/ hq plqxwrv/ qhfhvdulr sdud oohydu d fder od
shuirudflq gho phfdqlvpr hv gh glvwulexflq h{srqhqfldo frq sduphwur
451 Fxdqgr xq qxhyr phfdqlvpr oohjd d od ptxlqd shuirudgrud | v0
wd hvw rfxsdgd/ djxdugd/ vhjq ho wxuqr txh oh fruuhvsrqgd/ kdvwd txh
sxhgd vhu shuirudgr1 D wdo hihfwr/ vh vxsrqh txh od }rqd gh hvshud hq od
txh vh ydq dopdfhqdqgr orv phfdqlvprv dqwhv gh vhu shuirudgrv hv or vx0
flhqwhphqwh dpsold sdud txh qr h{lvwdq djorphudflrqhv txh vreuhsdvhq
hvwdv glphqvlrqhv1
+d, Fxo hv ho srufhqwdmh gh wlhpsr gxudqwh ho fxdo od shuirudgrud hvw
oleuhB
+e, Fxo hv ho qphur phglr gh phfdqlvprv hq wrgd od }rqd gh shu0
irudflq +shuirudgrud | }rqd gh hvshud,B
+f, Fdofxodu ho wlhpsr phglr txh xq phfdqlvpr sdvd hq wrgr ho surfhvr
gh shuirudflq +ghvgh txh oohjd d hvd }rqd kdvwd txh vdoh shuirudgr,
| od suredelolgdg gh txh sdud xq phfdqlvpr vh hpsohh pv gh xq
plqxwr hq wrgr hvh surfhvr1
+g, Vl dkrud vh vxsrqh txh od }rqd gh hvshud wlhqh vor fdsdflgdg sdud
6 phfdqlvprv | txh fxdqgr xq phfdqlvpr txh oohjd | vh hqfxhqwud
glfkd }rqd frpsohwd/ vh ghvyd d rwud udpd gh od fdghqd gh surgxf0
flq/ fdofxodu od suredelolgdg gh txh vh surgx}fd glfkr ghvyr1

Modelos con tasas de llegada y servicio de tipo Poisson 175

+h, Edmr ho vxsxhvwr gho dsduwdgr dqwhulru/ fxo hv dkrud ho wlhpsr


phglr ghvgh od oohjdgd gh xq phfdqlvpr kdvwd vx shuirudflqB
431 Xq fhqwur gh fofxor glvsrqh gh 7 hvwdflrqhv gh wudedmr1 Gh yh} hq fxdqgr
dojxqd gh odv hvwdflrqhv txhgd ixhud gh vhuylflr | xqr gh orv grv dqdovwdv
gho flwdgr fhqwur kd gh vxevdqdu ho sureohpd srqlhqgr gh qxhyr hq ixq0
flrqdplhqwr glfkd hvwdflq1 Vh vdeh txh ho wlhpsr txh wdugd fxdotxlhud
gh orv dqdolvwdv hq ohydqwdu ho vlvwhpd gho vhuylgru vljxh xqd glvwulex0
flq h{srqhqfldo frq phgld gh 43 plqxwrv/ plhqwudv txh od glvwulexflq
gho wlhpsr txh xq vhuylgru hvw ixqflrqdqgr/ kdvwd txh txhgd ixhud gh
vhuylflr/ hv wdpelq h{srqhqfldo shur frq phgld gh 5 krudv1 Fdofxodu=
+d, Od suredelolgdg gh txh ixqflrqhq odv fxdwur hvwdflrqhv1
+e, Ho qphur phglr gh hvwdflrqhv dyhuldgdv1
+f, Ho wlhpsr phglr txh xqd hvwdflq hvw dyhuldgd1
+g, Vl hq xq prphqwr gdgr ixqflrqdq odv fxdwur hvwdflrqhv/ fxo hv ho
wlhpsr phglr kdvwd od su{lpd dyhudB
+h, Fdofxodu ho srufhqwdmh gh wlhpsr txh fdgd dqdolvwd ghglfd d vxevdqdu
dyhudv1
441 Xq vlvwhpd lqirupwlfr gh xqd eleolrwhfd glvsrqh gh 6 ohfwruhv gh FG
txh ixqflrqdq lqlqwhuuxpslgdphqwh1 Qr revwdqwh/ gh yh} hq fxdqgr vh
surgxfh dojq huuru gh ohfwxud hq dojxqr gh hoorv | ghmd gh ixqflrqdu kdv0
wd txh xqr gh orv hqfdujdgrv gh od eleolrwhfd +txh hv txlhq vlhpsuh oohyd
d fder hvwd wduhd, frqvljxh duuhjodu od dyhud1 Vh vdeh txh ho wlhpsr txh
hvwd shuvrqd xwlol}d hq glfkd uhsdudflq vljxh xqd glvwulexflq h{srqhq0
fldo frq phgld gh 8 plqxwrv/ plhqwudv txh od glvwulexflq gho wlhpsr txh
xq ohfwru hvw ixqflrqdqgr kdvwd txh vh surgxfh dojq huuru gh ohfwxud
hv wdpelq h{srqhqfldo shur frq phgld gh 4 krud1 Fdofxodu=
+d, Od suredelolgdg gh txh ixqflrqhq orv wuhv ohfwruhv1
+e, Ho qphur phglr gh ohfwruhv dyhuldgrv1
+f, Ho wlhpsr phglr txh xq ohfwru hvw dyhuldgr1
+g, Vl hq xq prphqwr gdgr ixqflrqdq grv ohfwruhv/ fxo hv ho wlhpsr
phglr kdvwd od su{lpd dyhudB
451 Flqfr hvwdflrqhv gh wudedmr PRRQ vh hqfxhqwudq ixqflrqdqgr hq xq
fhqwur gh fofxor1 Sru sureohpdv frq ho vlvwhpd rshudwlyr Oxqdulv 615/
odv ptxlqdv sxhghq txhgdu ixhud gh vhuylflr whpsrudophqwh kdvwd txh
ho wfqlfr hqfdujdgr yxhoyh d kdfhuodv ixqflrqdu1 Ho wlhpsr txh wdugd
xqd hvwdflq gh wudedmr hq dyhulduvh vljxh xqd glvwulexflq h{srqhqfldo
frq phgld gh 43 gdv1 Ho wlhpsr gh uhsdudflq hv wdpelq h{srqhqfldo |
frq phgld gh flqfr krudv1 Odv ptxlqdv dyhuldgdv vrq dwhqglgdv vhjq
xqd glvflsolqd ILIR1 Fdofxodu=

176

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

+d, Od suredelolgdg gh txh dojxqd hvwdflq hvw dyhuldgd1


+e, Ho qphur phglr gh hvwdflrqhv ixqflrqdqgr1
+f, Fxdqgr xqd ptxlqd vh dyhud/ fxqwdv krudv sdvdq/ sru wuplqr
phglr/ kdvwd txh yxhoyh d ixqflrqduB
+g, Vl wrgdv odv hvwdflrqhv hvwq ixqflrqdqgr/ fxo hv od suredelolgdg
gh txh hq ho wudqvfxuvr gh odv su{lpdv 73 krudv vh dyhuh dojxqdB
461 Xq frpsxwdgru gh surfhvdplhqwr hq sdudohor glvsrqh gh vhlv xqlgdghv gh
surfhvdplhqwr lgqwlfdv1 Ho wlhpsr txh xqd gh hvwdv xqlgdghv shupdqhfh
hq ixqflrqdplhqwr kdvwd txh vh dyhud vljxh xqd glvwulexflq h{srqhqfldo
gh phgld 45 gdv1 Odv xqlgdghv dyhuldgdv vrq uhsdudgdv +sru rughq gh
dyhud, sru xq wfqlfr/ do fxdo oh oohyd xq wlhpsr h{srqhqfldo gh phgld
phglr gd uhdol}du vx wduhd sdud fdgd xqlgdg1 Vh slgh=
+d, od suredelolgdg gh txh ho wfqlfr hvw ghvrfxsdgr1
+e, ho qphur phglr gh xqlgdghv gh surfhvdplhqwr hq ixqflrqdplhqwr1
471 Sru ud}rqhv wfqlfdv/ xqd fhqwudolwd frq grv rshudgrudv vor shuplwh pdq0
whqhu wuhv oodpdgdv hq hvshud +gh wdo irupd txh fxdotxlhu oodpdgd sur0
gxflgd fxdqgr |d kd| grv vlhqgr dwhqglgdv sru odv rshudgrudv | rwudv wuhv
hq hvshud/ uhfleh ho wrqr gh oqhd rfxsdgd,1 Odv oodpdgdv oohjdq vhjq
xq surfhvr gh Srlvvrq/ d ud}q gh 9 sru plqxwr/ vlhqgr 48 vhjxqgrv od
phgld gho wlhpsr txh wdugd fdgd rshudgrud hq gluhfflrqdu xqd oodpdgd
| glfkr wlhpsr gh glvwulexflq h{srqhqfldo1 Fdofxodu=
+d, Ho srufhqwdmh gh wlhpsr hq txh fdgd rshudgrud hvw rfxsdgd1
+e, Ho qphur phglr gh oodpdgdv hq hvshud1
+f, Od suredelolgdg gh txh xqd oodpdgd rewhqjd od vhdo gh oqhd rfx0
sdgd1
+g, Fdofxodu odv wuhv fdqwlgdghv dqwhulruhv edmr ho vxsxhvwr gh txh vor
kxelhvh xqd rshudgrud1
481 Xqd idfwrud glvsrqh gh fxdwur htxlsrv gh jhqhudflq gh fruulhqwh hofwul0
fd txh vxplqlvwudq judq sduwh gh od hqhujd txh qhfhvlwd glfkd hpsuhvd1
Od glvwulexflq gho wlhpsr txh wudqvfxuuh ghvgh txh xq jhqhudgru frplhq0
}d d ixqflrqdu kdvwd txh vh dyhud hv h{srqhqfldo/ frq phgld gh 73 gdv1
Ho wlhpsr gh uhsdudflq gh xq jhqhudgru hv xqd yduldeoh dohdwruld gh
glvwulexflq h{srqhqfldo | phgld 43 gdv1 Vdelhqgr txh h{lvwh xq qlfr
wfqlfr fdsd} gh uhsdudu orv jhqhudgruhv/ vh slgh=
+d, Od suredelolgdg gh txh ho wfqlfr hvw rfxsdgr1
+e, Ho srufhqwdmh phglr gh wlhpsr hq ho txh wrgrv orv htxlsrv gh jhqh0
udflq hvwq dyhuldgrv1

Modelos con tasas de llegada y servicio de tipo Poisson 177

+f, Ho qphur phglr gh dyhudv gh htxlsrv hq xq phv1


+g, Ho wlhpsr phglr txh wudqvfxuuh ghvgh od dyhud gh xq htxlsr kdvwd
vx uhsdudflq1
+h, Ho qphur phglr gh htxlsrv ixqflrqdqgr1
491 Gdu xqd iupxod/ or pv vhqflood srvleoh/ sdud ho fofxor gh od suredelol0
gdg gh txh flhuwr vhuylgru hvw rfxsdgr hq xq prghor gh frodv **r1
Ghprvwudu od ydolgh} gh glfkd h{suhvlq1
4:1 Xqd hvwdflq gh wudedmr frq fxdwur surfhvdgruhv uhfleh surfhvrv txh vrq
hmhfxwdgrv hq xqr gh orv surfhvdgruhv vhjq xqd glvflsolqd ILIR1 Od
oohjdgd gh surfhvrv rehghfh xq surfhvr hvwrfvwlfr gh Srlvvrq frq lq0
whqvlgdg gh 8 surfhvrv sru plqxwr1 Ho wlhpsr gh FSX gh xq surfhvr
+wlhpsr gxudqwh ho fxdo hvw surfhvqgrvh/ ghvfrqwdqgr ho wlhpsr gh hv0
shud suhyld, hohjlgr do d}du vljxh xqd glvwulexflq h{srqhqfldo frq phgld
gh 63 vhjxqgrv1 Vh suhjxqwd=
+d, Hv ho surfhvr hvwdflrqdulrB Sru txB
+e, Fxo hv ho qphur phglr gh surfhvrv wrwdohv hq od hvwdflqB
+f, Fxqwr wlhpsr wudqvfxuuh ghvgh txh vh hqyd xq surfhvr kdvwd txh
vx hmhfxflq whuplqd +wlhpsr phglr uhdo,B H{suhvduor frpr frflhqwh
hqwuh ho wlhpsr phglr gh FSX1
+g, Fdofxodu ho qphur phglr gh surfhvdgruhv rfxsdgrv1
+h, Fxo hv od suredelolgdg gh txh/ do hqyldu xq surfhvr/ vwh frplhqfh
d vhu hmhfxwdgr vlq ghprudB
4;1 D xq fdmhur dxwrpwlfr +frq xq qlfr whuplqdo, oohjdq xvxdulrv vhjq xq
surfhvr gh Srlvvrq d ud}q gh 48 sru plqxwr1 Ho wlhpsr gh xvr gho fdmhur/
sru sduwh gh fdgd lqglylgxr/ hv xqd fdqwlgdg dohdwruld frq glvwulexflq
h{srqhqfldo | phgld gh 6 plqxwrv1 Vh slgh=
+d, Hv ho vlvwhpd hvwdflrqdulrB Sru txB
+e, Fxo hv ho qphur phglr gh xvxdulrv kdflhqgr frod ixhud gho fdmhurB
+f, Fxqwr wlhpsr wudqvfxuuh/ sru wuplqr phglr/ ghvgh txh xq xvxdulr
vh dfhufd do fdmhur kdvwd txh whuplqd vx wudqvdfflq hq ho plvprB
H{suhvduor hq uhodflq frq ho wlhpsr phglr gh xvr gho fdmhur sru
fdgd folhqwh1
+g, Fdofxodu od suredelolgdg gh txh ho fdmhur hvw ghvrfxsdgr1
+h, Fxqwr wlhpsr sdvdu/ sru wuplqr phglr/ ghvgh txh xq folhqwh
oohjd do fdmhur kdvwd txh whuplqd gh xwlol}duor/ vdelhqgr txh hq ho
prphqwr gh vx oohjdgd kd| xqd shuvrqd kdflhqgr xvr gho fdmhur |
grv pv hvshudqgr ixhudB

178

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

4<1 Od qlfd oqhd whohiqlfd gh dwhqflq do folhqwh gh xqd shtxhd hqwlgdg


uhfleh oodpdgdv/ vhjq xq surfhvr gh Srlvvrq/ d ud}q gh 8 sru krud
+hq frqglflrqhv qrupdohv gh wudedmr,1 Od gxudflq gh odv oodpdgdv hv
gh glvwulexflq h{srqhqfldo frq xqd phgld gh 5 plqxwrv1 Fxdqgr vh
surgxfh xqd oodpdgd hq ho prphqwr hq txh ho rshudgru hvw dwhqglhqgr
rwud/ hvwd qxhyd oodpdgd shupdqhfh hq hvshud sdud vhu dwhqglgd/ vdoyr
txh |d h{lvwd rwud oodpdgd hq hvshud/ hq fx|r fdvr rewlhqh ho wrqr gh
oqhd rfxsdgd1 Fdofxodu=
+d, Od suredelolgdg gh txh xqd oodpdgd vhd dwhqglgd vlq ghprud1
+e, Od suredelolgdg gh txh xqd oodpdgd qhfhvlwh hvwdu hq hvshud1
+f, Od suredelolgdg gh txh xqd oodpdgd vh slhugd sru hvwdu od oqhd
rfxsdgd1
+g, Fxqwr ydogud od suredelolgdg shglgd hq ho dsduwdgr dqwhulru vl
vxsrqhprv txh hvwdprv hq xq shurgr sxqwd fruuhvsrqglhqwh d 8
oodpdgdv sru plqxwrB
531 Sdud ho vlvwhpd gh xqd frod frq oohjdgdv | vhuylflrv h{srqhqfldohv shur vlq
uhsxhvwrv +prghorv **r/ **r*g/ **r*4*M vlq uhsxhvwrv |
**4, hqfrqwudu xqd h{suhvlq txh shuplwd kdoodu ho qphur phglr
gh vhuylgruhv rfxsdgrv hq wuplqrv gh u | u^ 1 Hq ho fdvr frqfuhwr gh
xq prghor **r*g/ h{suhvdu glfkd fdqwlgdg hq ixqflq gho qphur
gh vhuylgruhv | od lqwhqvlgdg gh wufr hihfwlyd1 Sru owlpr/ d sduwlu
gh od h{suhvlq hqfrqwudgd/ mxvwlfdu txh od suredelolgdg gh eortxhr/
RM*L^iL / gh xq vlvwhpd **r sxhgh dfrwduvh lqihulruphqwh phgldqwh
RM*L^iL :  4 1

12
Redes de colas

Redes de colas 181

451 0
Vh hvwxglduq dtx orv prghorv evlfrv gh uhghv gh frodv delhuwdv | fhuudgdv frq
glvwulexflq gho wlhpsr gh vhuylflr | glvwulexflq gho wlhpsr hqwuh oohjdgdv +vl
hv ho fdvr, h{srqhqfldo1 Dghpv vh lpsrqgu od uhvwulfflq gh txh orv folhqwhv
txh vdohq vhuylgrv gh xqd gh odv frodv txh frpsrqh od uhg vh pxhyhq/ lqvwdq0
wqhdphqwh | frq flhuwdv suredelolgdghv suhmdgdv/ d fxdotxlhu rwud srvleoh frod
gh od uhg1 Hvwrv prghorv gdq oxjdu d odv oodpdgdv uhghv gh Mdfnvrq +delhuwdv |
fhuudgdv,1 Wdpelq vh hvwxglduq hq ho fdswxor rwurv prghorv sduwlfxoduhv gh
uhghv gh frodv frpr odv frodv hq vhulh +vlq | frq eortxhr, | odv uhghv flufxoduhv
gh frodv1

4514 Lqwurgxfflq d odv uhghv gh frodv


Xqd uhg gh frodv qr hv pv txh xqd uhg hq od txh fdgd qrgr hvw frqvwlwxlgr
sru ho vlvwhpd gh xqd frod1 Vh wudwd/ sru wdqwr/ gh xq judir rulhqwdgr hq ho
txh vh sxhghq surgxflu wudqvlflrqhv gh folhqwhv txh vdohq vhuylgrv gh xq qrgr
+txh hv xqd frod, kdfld rwur qrgr1 Od irupd pv kdelwxdo +dxqtxh qr od qlfd,
sdud prghol}du ho prgr hq txh orv folhqwhv vhuylgrv hq xq qrgr vh gluljhq d rwur
hv frqvlghudqgr txh or kdfhq gh dfxhugr d xqd glvwulexflq gh suredelolgdg
glvfuhwd1
Do ljxdo txh hq orv prghorv gh xqd qlfd frod/ hq odv uhghv gh frodv wdpelq
sxhghq surgxfluvh oohjdgdv gh folhqwhv ghvgh ixhud gho vlvwhpd +ghvgh ixhud
gh od uhg/ hq hvwh fdvr, | vdolgdv gh folhqwhv vhuylgrv kdfld ixhud gh od uhg1
D glihuhqfld gh dtxo fdvr/ hq odv uhghv gh frodv v wlhqh vhqwlgr ho sodqwhdu
vlwxdflrqhv hq odv txh qr kd| oohjdgdv gh folhqwhv ghvgh ixhud gh od uhg ql
vdolgdv kdfld ixhud gh od uhg1 Hvwr gd oxjdu d odv oodpdgdv uhghv fhuudgdv/ txh
wlhqhq od shfxoldulgdg gh txh ho qphur wrwdo gh folhqwhv hq od uhg hv mr | or
qlfr txh ghvfrqrfhprv hv gqgh vh hqfxhqwudq +hq tx qrgrv frqfuhwrv, | hq
tx hvwdgr gh vhuylflr vh kdoodq1 Sru vx sduwh/ odv uhghv delhuwdv vrq dtxhoodv
hq txh v vh surgxfhq oohjdgdv gh folhqwhv | vdolgdv kdfld ixhud gh od uhg1
Frpr vh frphqwded frq dqwhulrulgdg/ ghqrwdqgr sru c 2c    c g/ orv qrgrv
txh irupdq od uhg +hv ghflu odv hwltxhwdv frq odv txh ghqrwdprv fdgd frod,
od pdqhud pv iuhfxhqwh gh prghol}du odv wudqvlflrqhv gh folhqwhv frqvlvwh hq
vxsrqhu txh fxdqgr xq folhqwh vdoh vhuylgr gh od frod gho qrgr  +vlhqgr  5
ic 2c    c gj, vh ghvsod}d lqvwdqwqhdphqwh do vlvwhpd gh od frod gh fxdotxlhu
rwur qrgr  5 ic 2c    c gj/ frq suredelolgdg R 1 Hylghqwhphqwh/ hq odv frodv
delhuwdv wdpelq hv srvleoh txh ghvgh dojxqrv qrgrv vh sxhgd dedqgrqdu od
uhg1 Ghqrwdqgr frq ho qglfh f ho h{whulru gh od uhg/ od suredelolgdg gh txh xq

182

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

folhqwh dedqgrqh od uhg fxdqgr vdoh vhuylgr gho qrgr  vh ghqrwdu sru Rf |
sxhgh fdofxoduvh d sduwlu gh odv dqwhulruhv phgldqwh
Rf ' 

g
[

R 

'

Hvwh wlsr gh hvtxhpd gh wudqvlflq gh folhqwhv vh ghqrwdu sru hvtxhpd gh


wudqvlflrqhv lqvwdqwqhdv dohdwruldv gh folhqwhv1
Hq xqd vlwxdflq frpr od dqwhulru/ odv suredelolgdghv gh wudqvlflq gh
folhqwhv gh xqrv qrgrv d rwurv vh sxhghq h{suhvdu gh irupd pdwulfldo=
4
3
R R2    R    Rg
E R2 R22    R2    R2g F
E 1
11
11
11 F
111
111
F
E 1
1
1
1 F
E 1
 'E
F
E R R2    R    Rg F
E 1
11 F
11
11
111
111
C 11
1 D
1
1
Rg Rg2    Rg    Rgg
Hvwd hv od oodpdgd pdwul} gh wudqvlflq gh od uhg1
Qrupdophqwh ghqrwduhprv sru b od wdvd gh hqwudgd ghvgh ixhud gho vlv0
whpd d od frod gho qrgr  5 ic 2c    c gj1 Dvlplvpr > ghqrwdu od wdvd
gh vhuylflr gh fdgd xqr gh orv vhuylgruhv gho vxevlvwhpd gho qrgr 1 Gh hvwd
irupd/ edmr od klswhvlv gh txh orv wlhpsrv hqwuh oohjdgdv ghvgh ixhud gho vlv0
whpd vhdq gh glvwulexflq h{srqhqfldo gh sduphwur bA | ghqrwdqgr sru Rf
od suredelolgdg gh txh fxdqgr xq folhqwh hqwud do vlvwhpd or kdjd d wudyv gho
qrgr / vh wlhqh txh od glvwulexflq gho wlhpsr hqwuh grv hqwudgdv frqvhfxwlydv
gh folhqwhv do vxevlvwhpd gho qrgr  hv wdpelq h{srqhqfldo | frq sduphwur
b ' bA  Rf 1 Reyldphqwh orv ydoruhv b wdpelq sxhghq lqwhusuhwduvh frpr
ho qphur phglr gh folhqwhv txh hqwudq do vlvwhpd/ sru ho qrgr / sru xqlgdg
gh wlhpsr1 Ho qphur hihfwlyr gh oohjdgdv gh folhqwhv do vxevlvwhpd gho qrgr 
+vhdq surfhghqwhv gh ixhud gho vlvwhpd r gh rwur qrgr gho plvpr, vh ghqrwdu
frq od ohwud odpegd pd|vfxod \ 1 Sdud hylwdu od frqixvlq hqwuh odv fdqwlgdghv
flwdgdv hq hvwh suudir | od wdvdv gh oohjdgdv | vhuylflrv hq ixqflq gho qphur
gh folhqwhv txh kd| hq ho vlvwhpd +wudglflrqdophqwh ghqrwdgdv sru b? | >? ,/
E?
E?
sdvduhprv d ghqrwdu hvwdv owlpdv sru \ | > / txhulhqgr h{suhvdu vwdv odv
wdvdv gh oohjdgdv | vhuylflrv do vxevlvwhpd gho qrgr / fxdqgr kd| ? folhqwhv hq
glfkr vxevlvwhpd1

4515 Uhghv gh Mdfnvrq delhuwdv


Xqd uhg gh Mdfnvrq delhuwd qr hv pv txh xqd uhg gh frodv delhuwd +hv ghflu/
hq od txh kd| oohjdgdv gh folhqwhv ghvgh ixhud gh od uhg | vdolgdv gh folhqwhv d
ixhud gh od uhg, txh yhulfd odv wuhv surslhgdghv vljxlhqwhv=

Redes de colas 183

41 Fdgd qrgr  ' c 2c    c g wlhqh xq phfdqlvpr gh vhuylflr frqvlvwhqwh hq


r vhuylgruhv frq wlhpsr gh vhuylflr gh lgqwlfd glvwulexflq/ h{srqhqfldo
gh sduphwur > 1
51 Orv folhqwhv txh oohjdq do qrgr  ghvgh ixhud gho vlvwhpd or kdfhq vhjq xq
surfhvr gh Srlvvrq gh lqwhqvlgdg b 1 Hvwr htxlydoh d ghflu txh orv wlhpsrv
hqwuh grv oohjdgdv gh folhqwhv frqvhfxwlyrv ghvgh ixhud gho vlvwhpd do qrgr
/ vljxhq xqd glvwulexflq h{srqhqfldo gh glfkr sduphwur1
61 Ho xmr gh folhqwhv vljxh ho hvtxhpd gh wudqvlflrqhv lqvwdqwqhdv dohdwr0
uldv1 Hv ghflu/ fdgd folhqwh txh vdoh vhuylgr gho phfdqlvpr gh vhuylflr
gho qrgr  yd lqvwdqwqhdphqwh d fxdotxlhu rwur qrgr  frq suredel0
olgdg R / r elhq vlq vdoh gho vlvwhpd +or fxdo rfxuuh frq suredelolgdg
S
Rf '  g
' R ,1
Od irupd gh srghu hqfrqwudu odv glvwlqwdv fdqwlgdghv gh lqwhuv hq xqd
uhg gh Mdfnvrq delhuwd ylhqh gdgd sru ho Whruhpd gh Mdfnvrq txh sdvdprv d
hqxqfldu1
Whruhpd 84 +Whruhpd gh Mdfnvrq, Frqvlghuhprv xqd uhg gh Mdfnvrq delhu0
wd frq g qrgrv1 Hqwrqfhv/ odv wdvdv gh oohjdgd d fdgd qrgr  gh od uhg
+\ , yhulfdq=
\ ' b n

g
[

\ R / sdud  ' c 2c    g1

'

Dghpv/ ghqrwdqgr sru R E? c ?2 c    c ?g  od suredelolgdg gh txh kd|d h{dfwd0


phqwh ? folhqwhv hq ho qrgr / ?2 folhqwhv hq ho qrgr 2/    / ?g folhqwhv hq
ho qrgr g/ | vl \ r > / sdud  ' c 2c    c g/ hqwrqfhv vh wlhqh=
R E? c ?2 c    c ?g  ' R E?   R2 E?2       Rg E?g  /
vlhqgr R E?  od suredelolgdg gh txh kd|d ? folhqwhv hq ho qrgr / fdofxodgd
frpr vl ho qrgr  vh wudwdvh gh xq prghor **r dlvodgr/ frq wdvd gh oohjdgd
\ | wdvd gh vhuylflr > 1 Pv dq/ ho vxevlvwhpd gh fdgd qrgr vh frpsruwd/ hq
jhqhudo/ frpr vl ixhvh xq vlvwhpd dlvodgr fruuhvsrqglhqwh d xq prghor **r
lqghshqglhqwh gh orv ghpv1
Frpr frqvhfxhqfld gho Whruhpd gh Mdfnvrq uhvxowd iflo rewhqhu odv sulq0
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dqwhulru/ ghqrwduhprv hvdv fdqwlgdghv sru u / u^c / ` | `^c fxdqgr vh uh0
hudq do vxevlvwhpd gho qrgr 1 Sdud kdfhu phqflq d odv fruuhvsrqglhqwhv
fdqwlgdghv vreuh wrgr ho vlvwhpd +wrgd od uhg, xvduhprv od qrwdflq uA / u^cA /
`A | `^cA 1
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184

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

41 Xqd yh} hvwdeohflgdv od wdvd gh hqwudgd ghvgh ho h{whulru d fdgd vxe0


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suredelolgdghv gh wudqvlflq +R ,/ sodqwhdu | uhvroyhu ho vlvwhpd gh hfxd0
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51 Xwlol}dqgr orv ydoruhv hqfrqwudgrv hq ho sdvr dqwhulru sxhghq kdooduvh
wrgrv orv ydoruhv uhohydqwhv gh fdgd vxevlvwhpd +u / u^c / ` | `^c ,/ vlq
pv txh frqvlghuduor frpr xq prghor **r / sru vhsdudgr/ frq wdvd
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wudqvlflrqhv lqvwdqwqhdv/ orv sduphwurv gh qphur phglr gh folhqwhv hq
wrgd od uhg | qphur gh folhqwhv hq frod hq wrgd od uhg sxhghq fdfxoduvh
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od uhg | gh shupdqhqfld hq od frod sdud wrgd od uhg qrq vrq gh fofxor
wdq gluhfwr/ sxhv od wud|hfwruld gh xq folhqwh d or odujr gh od uhg gh frodv
hv dohdwruld1 Hvwdprv sxhv dqwh xqd vlwxdflq hq od txh ho wlhpsr gh
xq folhqwh hq od uhg hvw vxmhwr d grv wlsr gh dohdwrulhgdg1 Hq sulphu
oxjdu ghvfrqrfhprv tx qrgrv ylvlwdu +dojxqrv txl} uhshwlgdphqwh, ho
folhqwh/ sxhv vx hyroxflq hq od uhg hv dohdwruld1 Hq vhjxqgr oxjdu/ dq
frqrflhqgr fxohv kdq vlgr orv qrgrv sru orv txh kd sdvdgr +| ho qphur
gh yhfhv txh kd sdvdgr sru fdgd xqr, hv dohdwrulr ho wlhpsr txh yd d hvwdu
hq fdgd vxevlvwhpd +dxqtxh hq hvwh fdvr v hv frqrflgd vx phgld= ` sdud
fdgd yh} txh sdvd sru ho qrgr ,1 Od irupd pv vhqflood gh uhvroyhu ho

Redes de colas 185

sureohpd hv xwlol}du odv iupxodv gh Olwwoh


S jhqhudol}dgdv do vlvwhpd gh
wrgd od uhg1 Sdud hoor ghqlprv bA ' g
' b / txh hv ho qphur phglr
gh folhqwhv txh hqwudq hq od uhg sru xqlgdg gh wlhpsr +sru fxdotxlhu
qrgr, | rewhqhprv
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1
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Hmhpsor 85 Grv vhuylgruhv lqirupwlfrv uhflehq surfhvrv gh xvxdulrv d ud}q


gh 53 surfhvrv sru plqxwr ho sulphur | 63 surfhvrv sru plqxwr ho vhjxqgr1 Od
oohjdgd gh surfhvrv rehghfh xq surfhvr gh Srlvvrq1 Gdgd vx pd|ru udslgh}/
ho qlfr surfhvdgru gho vhuylgru 4 sxhgh dwhqghu xqd phgld gh 433 surfhvrv
sru plqxwr plhqwudv txh fxdotxlhud gh orv grv surfhvdgruhv gho 5 vor hv fdsd}
gh dwhqghu kdvwd 58/ vlhqgr orv wlhpsrv gh surfhvdgr h{srqhqfldohv1 Vh vdeh
txh dperv vhuylgruhv dwlhqghq orv surfhvrv vhjq xqd glvflsolqd ILIR | txh
fxdqgr xq surfhvr hvw d sxqwr gh dfdedu vx hmhfxflq hq ho vhuylgru 5 fuhd
rwur qxhyr surfhvr klmr hq ho 4 frq xqd suredelolgdg gho 58(/ whuplqdqgr
wrwdophqwh od hmhfxflq hq rwur fdvr1 Sru vx sduwh/ orv surfhvrv txh hvwq
whuplqdqgr vx hmhfxflq hq ho qrgr 4 fuhdq rwur qxhyr hq ho plvpr vhuylgru
hq xq 53( gh orv fdvrv/ pdqgdq rwur surfhvr do vhuylgru 5 xq 43( gh odv yhfhv/
whuplqdqgr wrwdophqwh od hmhfxflq hq fdvr frqwudulr1 Fdofxodu ho qphur
phglr gh surfhvrv hq fdgd vhuylgru | ho wlhpsr phglr txh wdugd xq surfhvr |
wrgd vx ghvfhqghqfld hq whuplqdu gh hmhfxwduvh1
Vroxflq= Vh wudwd gh xqd uhg gh Mdfnvrq delhuwd frq g ' 2 qrgrv/ sdud
od fxdo kd| r ' vhuylgru hq ho qrgr 4 | r2 ' 2 vhuylgruhv hq ho vhjxqgr1
Odv wdvdv gh oohjdgd | vhuylflr +hq qphur gh surfhvrv sru plqxwr, ghvgh ixhud
gho vlvwhpd vrq b ' 2f/ b2 ' f/ > ' ff/ >2 ' 2D1 Odv suredelolgdghv gh
wudqvlflq gh xqrv hvwdgrv d rwurv ylhqhq gdgdv/ hq irupd pdwulfldo/ sru


f2 f
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1
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\ ' 2f n f2  \ n f2D  \2
\2 ' f n f  \
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\ ' 2f n f2\ n f2D E f n f\  ' 2f n f2\ n .D n ff2D\
' 2.D n f22D\ /

186

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

2.D
frq or fxdo f..D\ ' 2.D |/ sru wdqwr/ \ ' f..D
' D eHe1 Sru rwud
sduwh \2 ' f n f\ ' DeH1 Sulphudphqwh ghehprv hqfrqwudu orv ydoruhv
u | u2 xwlol}dqgr odv iupxodv glvsrqleohv sdud ho prghor ** frq \ '
D eHe | > ' ff | sdud ho prghor **2 frq \2 ' DeH | >2 ' 2D1 Fpr
eHe
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Dv sxhv kd|/ sru wuplqr phglr/ f DD surfhvrv +hq hmhfxflq r hq frod, hq


ho vhuylgru 4 | 2 ee hq ho vhuylgru 51 Frpr frqvhfxhqfld whqguhprv uA '
u n u2 ' 2 bbf. surfhvrv hq phgld hq wrgr ho vlvwhpd |/ xvdqgr od sulphud
iupxod gh Olwwoh sdud wrgd od uhg vh rewlhqh
`A '

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Hv ghflu/ ho wlhpsr phglr txh wudqvfxuuh ghvgh txh xq surfhvr vh hqyd do


vlvwhpd lqirupwlfr +vlq suhmx}jdu sru tx vhuylgru hqwud, kdvwd txh o | wrgd
vx ghvfhqghqfld hvw hmhfxwdgd hv f fDbH plqxwrv '  DHH vhjxqgrv1

4516 Uhghv gh Mdfnvrq fhuudgdv


Xqd uhg gh Mdfnvrq fhuudgd hv xqd uhg gh frodv fhuudgd frq g qrgrv r vxevlv0
whpdv/ hq od fxdo fdgd  ' c 2c    c g wlhqh r vhuylgruhv hq vx phfdqlvpr gh
vhuylflr/ vlhqgr wrgrv orv gho qrgr  frq wlhpsr gh vhuylflr gh glvwulexflq h{sr0
qhqfldo gh sduphwur > 1 Frpr hq fxdotxlhu uhg fhuudgd/ do qr kdehu hqwudgdv
ql vdolgdv gh folhqwhv gh od uhg/ uhvxowd lqglvshqvdeoh hvshflfdu ho qphur gh
folhqwhv ghqwur gh od uhg/  / txh shupdqhfhu frqvwdqwh vlhpsuh1 Sru hvwh pr0
wlyr/ uA '  | fdqwlgdghv frpr `A r `^cA / fduhfhq gh vhqwlgr1 Or uhdophqwh

Redes de colas 187

lpsruwdqwh dtx hv ghwhuplqdu odv suredelolgdghv gh txh kd|d ? folhqwhv hq


ho qrgr  sdud  ' c 2c    c g/ txh vh ghqrwduq sru R? c?2 cuuu c?g 1 Reyldphqwh
vwdv suredelolgdghv vrq glvwlqwdv gh fhur vor vl ? n ?2 n    n ?g '  1
Odv suredelolgdghv gh orv glvwlqwrv hvwdgrv gh od uhg sxhghq fdofxoduvh sru
phglr gh od vljxlhqwh iupxod=
\ 4? 
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odv wdvdv gh hqwudgd b vrq fhur1 Or txh rfxuuh dkrud hv txh glfkr vlvwhpd qr
wlhqh vroxflq qlfd +|d txh vh wudwd gh xq vlvwhpd krprjqhr,1 Gh khfkr/ sdud
hqfrqwudu xqd vroxflq gho vlvwhpd dqwhulru edvwd mdu do ydoru 4 fxdotxlhud gh
odv \ +sru hmhpsor \ ' , | uhvroyhu ho vlvwhpd ljqrudqgr xqd fxdotxlhud gh
odv hfxdflrqhv +frpelqdflq olqhdo gho uhvwr,1
Od lpsohphqwdflq gluhfwd gh C E  vhjq od iupxod dqwhulru sxhgh uhvxo0
wdu wuhphqgdphqwh lqhflhqwh fxdqgr  hv judqgh |d txh ho qphur gh hvwdgrv
glvwlqwrv gho vlvwhpd +txh
 ylhqhfrlqflglhqgr frq ho qphur gh vxpdqgrv hq od
1 Sdud hylwdu glfkr fofxor gluhfwr h{lvwh xqd
h{suhvlq gh C E , hv ng3

iupxod uhfxuvlyd txh shuplwh od rewhqflq gh
}6 E? '

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s E? '

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@ E?

Revuyhvh txh hvwr uhvxhoyh ho sureohpd/ sxhv C E ' }g E1

188

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

Od uhfxuvlylgdg flwdgd vh rewlhqh iflophqwh whqlhqgr hq fxhqwd=


[

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frphq}du d dsolfdu od hfxdflq uhfxuvlyd1 Dghpv/ uhvxowd lqphgldwr frpsur0
edu txh }6 Ef ' sdud wrgr 6 ' c 2c    c g1
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wdgdv hqwuh v1 Sdud frqwuro | vhjxulgdg gho vlvwhpd kd| wuhv surfhvrv hq frq0
wlqxd hmhfxflq hq dojxqd gh odv hvwdflrqhv1 Xqd yh} whuplqdgd od hmhfxflq
gh xq surfhvr hq xqd gh odv hvwdflrqhv vwh fuhd xqd frsld gh o plvpr txh
vh hqyd d hmhfxwdu d od sursld hvwdflq r d dojxqd gh odv rwudv wuhv1 Hq od
vljxlhqwh wdeod vh uhfrjhq odv suredelolgdghv gh txh ho surfhvr klmr vh hqyh d
od hvwdflq / vdelhqgr txh ho txh whuplqd vx hmhfxflq or kdfh hq od hvwdflq
=
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vdgruhv gh dperv wlhqh xq wlhpsr gh surfhvdgr frq glvwulexflq h{srqhqfldo |
fdsdflgdg gh 8 surfhvrv sru plqxwr1 Sru vx sduwh/ odv hvwdflrqhv 6 | 7 vrq
dpedv prqrsurfhvdgrudv | sxhghq dwhqghu uhvshfwlydphqwh d 43 | 48 surfhvrv
sru plqxwr1 Fdofxodu od suredelolgdg gh txh hvw dojxqr gh orv wuhv surfhvrv hq
ho vhuylgru 71 Fxo hv ho qphur phglr gh surfhvrv hq ho vhuylgru 7B Fxo hv
ho wlhpsr phglr txh wudqvfxuuh ghvgh txh oohjd xq surfhvr do vhuylgru 7 kdvwd
txh whuplqd vx hmhfxflqB
Vroxflq= Whqlhqgr hq fxhqwd orv gdwrv gho hmhpsor/ vh sxhgh prghol}du
phgldqwh xqd uhg gh Mdfnvrq fhuudgd frq  ' / g ' e/ > ' D/ >2 ' D/
> ' f | >e ' D1 Orv folhqwhv vrq sxhv fdgd xqr gh orv wuhv surfhvrv txh
hvwq uhfruulhqgr ho vlvwhpd lqirupwlfr1 Gdgd od pdwul}  / hq sulphu oxjdu
wudwduhprv gh hqfrqwudu orv \ 1 Sdud hoor ghehprv kdoodu xqd vroxflq gho

Redes de colas 189

vlvwhpd=
\
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\ R n \2 R2 n \ R n \e Re
\ R2 n \2 R22 n \ R 2 n \e Re2
\ R n \2 R2 n \ R n \e Re
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txh hq qxhvwur fdvr vh uhgxfh d


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fD\ n f D\2 n f2D\ n f f\e
f2f\ n f2f\2 n fD\ n f2D\e
fef\ n f f\2 n ff\ n ffD\e

Wrpdqgr/ sru hmhpsor/ \ ' / vh rewlhqh xqd gh odv lqqlwdv vroxflrqhv


gho vlvwhpd krprjqhr= \ ' D S2HS/ \2 ' 2.SD/ \ ' | \e '
D SH21 Gh hvwd irupd/ whqlhqgr hq fxhqwd odv fdsdflgdghv gh vhuylflr gh
fdgd surfhvdgru gh odv glvwlqwdv hvwdflrqhv/ vh rewlhqhq orv ydoruhv=
D S2HS
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D
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frq or fxdo
s E? ' 23? 4? / sdud  ' c 2 | s E? ' 4? /
sdud  ' c e/ vlhpsuh txh ?  /
plhqwudv txh s Ef ' sdud  ' c 2c c e1
Hq sduwlfxodu
} Ef ' s Ef ' / } E ' s E ' f f.2D.2/
Ef f.2D.22
' e .2f eb  f32 /
} E2 ' s E2 '
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22

190

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

Dkrud surfhghprv uhfxuvlydphqwh/ hqfrqwudqgr orv ydoruhv }2 E?=


}2 Ef ' / }2 E ' s2 Ef } E n s2 E } Ef
' f f.2D.2 n f2De 22 ' fDSD.bD/
}2 E2 ' s2 Ef } E2 n s2 E } E n s2 E2 } Ef
' e.2f eb  f32 n f2De 22  f f.2D.2 n

Ef2De 22 2
2

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}2 E  ' s2 Ef } E  n s2 E } E2 n s2 E2 } E n s2 E  } Ef
' .2DHfSS  f3 n f2De 22  e.2f eb  f32
Ef 2De 22 
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n
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} Ef '
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fDSD.bD n f ' f SSD.bD/
s Ef }2 E2 n s E }2 E n s E2 }2 Ef
fD.SHD.. n f  fDSD.b D n Ef 2
f22 He .2/
s Ef }2 E  n s E }2 E2 n s E2 }2 E n s E  }2 Ef
 fD.S  f32 n f  fD.SHD.. n Ef2  fDSD.bD n Ef
DDSbf  f32 1

Ilqdophqwh/
C E  ' }e E  ' se Ef } E  n se E } E2 n se E2 } E n se E  } Ef
' D DSbf  f32 n ff.Sb2  f22 He .2
n Eff.Sb22  fSSD.bD n Ef f.Sb2
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Ho qphur phglr gh surfhvrv hq ho vhuylgru 7 uhvxowd
ue ' f  Rf n  R n 2  R2 n  R
' R n 2  R2 n  R / vlhqgr
[
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? c?2 c? c? n?2 n? '3?e

R ' R2ff n Rf n Rf n Rf2f n Rf n Rff2 /


R2 ' Rff2 n Rff2 n Rff2 /
R ' Rfff 1

Redes de colas 191

Hq oxjdu gh fdofxodu hvwrv 43 wuplqrv/ srghprv whqhu hq fxhqwd od irupd gh


fdgd xqr gh hoorv=
\ 4? 
C E  ' @ E? 
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sdud ghgxflu
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fofxor gh C E  ' }g E 1 Hv gljqr gh phqflq txh sdud rewhqhu od hflhqfld
gh fofxor gh hvwh surfhglplhqwr +iuhqwh do gh rewhqhu odv 43 suredelolgdghv
dqwhv sodqwhdgdv, uhvxowd gh vxpd lpsruwdqfld txh hq orv fofxorv deuhyldgrv
suhylrv vh kd|d ghmdgr gh owlpr ho qrgr 7 +sdud dv srghu xvdu } E?,1 Hq
fdvr gh txh vh ghvhdvhq fdofxodu hvwdv suredelolgdghv pdujlqdohv sdud rwur qrgr/
uhvxowdud pv dghfxdgr uhqrpeudu orv qrgrv gh irupd txh ho qrgr gh lqwhuv
ixhvh ho owlpr gho fofxor deuhyldgr/ |d txh ho dkruur hvw edvdgr hq od iupxod
uhfxuvlyd gh fofxor gh orv }6 E?1 Hq qxhvwur fdvr/ uhvxowd px| iflo fdofxodu
odv suredelolgdghv pdujlqdohv uhodwlydv do qrgr 7=
se Ef } E 
C E 
se E } E2
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se E2 } E
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se E  } Ef
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..2.ebeb  f32
'

Dv sxhv/ od suredelolgdg gh txh hvw dojq surfhvr hq ho vhuylgru 7 hv


 Rf '  f.2fS.D2 ' f2.b 2eHH1
Dghpv/ hv lqphgldwr ho fofxor gho qphur phglr gh surfhvrv hq od hvwdflq
7=
ue ' f222.b2SD n 2  DfSeeDe2  f32 n  DHH.Sbe.  f3
' f e.eeH21

192

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

Sdud fdofxodu ho wlhpsr phglr txh sdvd xq surfhvr hq ho vhuylgru qphur 7


srghprv xwlol}du odv iupxodv gh Olwwoh/ vl elhq/ ghehprv fdofxodu suhyldphqwh
ho ydoru \e dghfxdgr1 Dqwhulruphqwh |d vh kded hqfrqwudgr xqd gh odv lqql0
wdv vroxflrqhv qr qxodv gho vlvwhpd gh hfxdflrqhv txh uhodflrqd odv wdvdv gh
hqwudgd1 Ho sureohpd hv txh hvd vrxoflq hqfrqwudgd qr wlhqh srutx riuhfhu ho
ydoru fruuhfwr gh odv \ +vlq pv elhq ydoruhv txh vrq sursruflrqdohv d orv \
yhugdghurv,1 Ho sureohpd sxhgh uhvroyhuvh iflophqwh xwlol}dqgr txh ho qphur
phglr gh folhqwhv txh hqwudq d xq qrgr hohjlgr +\ , kd gh vhu ljxdo do qphur
phglr gh folhqwhv txh vdohq vhuylgrv gh glfkr qrgr1 Dsolfdqgr hvwd frqglflq
do qrgr 7 rewhqhprv=
\e ' f  Rf n >e  ER n R2 n Re 


' D  f 222.b2SD n D fSeeDe2  f32 n D HH.Sbe.  f3
' D  f 2.b 2eHb ' e HbH. e1
Dxqtxh hq hvwh fdvr qr uhvxowd gh qxhvwur lqwhuv/ hvwr shuplwlud hqfrqwudu
odv wdvdv gh oohjdgd do uhvwr gh orv qrgrv gh od uhg/ sxhv |d frphqwdprv txh
\ ' S\ / sdud  ' c 2c c e | flhuwr S : f/ frq or fxdo
e HbH. e
\e
'  S .ef | dv
S '
'
\e
 D SH2
\ '  S .ef   D S2HS ' D D.b bH/
\2 '  S .ef  2.SD ' e SHS2./
\ '  S .ef  '  S .ef 1
Ilqdophqwh/ od iupxod gh Olwwoh jhqhudol}dgd dsolfdgd do qrgr 7 shuplwh fdo0
fxodu ho wlhpsr phglr gh shupdqhqfld gh xq surfhvr hq glfkr qrgr=
`e '

ue
f e.eeH2
' ffHDSe plqxwrv ' eHb vhjxqgrv1
'
e HbH. e
\e

4517 Rwurv prghorv gh frodv hq uhg


Frpr fdvrv sduwlfxoduhv gh uhghv gh frodv hvwxglduhprv odv frodv hq vhulh | odv
uhghv flufxoduhv gh frodv1

451714 Frodv hq vhulh


Vh wudwd gh xqd frohfflq gh g frodv txh vh vxfhghq xqdv d rwudv gh wdo pdqhud
txh vor hv srvleoh od hqwudgd gh folhqwhv ghvgh ixhud gho vlvwhpd d od sulphud

Redes de colas 193

gh hoodv/ surgxflqgrvh od vdolgd gh hoorv wudv ho vhuylflr gho owlpr qrgr1 Frq
qxhvwud whuplqrorjd dqwhulru/ vh wlhqh txh
b ' b : f/ b ' f ; ' 2c c    c g/

vl  '  n
R '
f vl  9'  n
Gh or txh vh ghgxfh txh
Rf ' / Rgf ' / Rf ' f sdud  ' 2c c    c g/
Rf ' f sdud  ' c 2c    c g  1
Dghpv gh wrgr hvwr/ ho phfdqlvpr gh vhuylflr gho qrgr  hvw frpsxhvwr sru r
vhuylgruhv frq lgqwlfd fdsdflgdg gh vhuylflr d ud}q gh > folhqwhv sru xqlgdg
gh wlhpsr +frq gxudflq gh vhuylflr h{srqhqfldo, | od fdsdflgdg gh od frod hv
lolplwdgd1
Vh wudwd/ sru wdqwr/ gh xqd uhg gh Mdfnvrq delhuwd px| sduwlfxodu/ d od fxo
oh hv dsolfdeoh ho Whruhpd gh Mdfnvrq1 Odv hfxdflrqhv txh shuplwhq hqfrqwudu
odv wdvdv hihfwlydv gh oohjdgd vh uhgxfhq d=
\ ' b
\2 ' \
11
1
\g ' \g3
frq or fxdo
\ ' \2 '    ' \g ' b/
gh pdqhud txh vh sxhghq uhvroyhu orv prghorv gh fdgd qrgr frpr vl vh wudwdvh
gh vxevlvwhpdv gh frodv **r lqghshqglhqwhv frq wdvd gh hqwudgd b | wdvd
gh vhuylflr > 1 Gdgr txh hq hvwh fdvr ho xmr gh xq folhqwh d wudyv gh od uhg
hv vhfxhqfldo/ ghvgh ho qrgr kdvwd ho qrgr g/ v vhu flhuwr txh orv wlhpsrv
phglrv gh xq folhqwh hq ho vlvwhpd r hq od frod vrq vxpd gh orv fruuhvsrqglhqwhv
d fdgd vxevlvwhpd1 Pdwhpwlfdphqwh hvwr vh vxvwhqwd hq txh
uA
'
`A '
bA

Sg

'

u

'

g
[
u
'

'

g
[
u
'

\

'

g
[

` 1

'

451715 Uhg gh frodv ffolfd


Hq hvwh fdvr vh wlhqhq g vxevlvwhpdv gh frodv/ wlsr **r / frpr hq ho fdvr
dqwhulru/ shur frqhfwdgdv gh irupd flufxodu1 Vh wudwd/ sru wdqwr/ gh xqd uhg
gh Mdfnvrq fhuudgd hq od txh fdgd folhqwh txh vdoh vhuylgr gho qrgr  +frq
 ' c 2c    c g  , vh gluljh do qrgr  n frq suredelolgdg 1 Vl ho folhqwh vdoh

194

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

vhuylgr gho qrgr g hqwrqfhv yd do qrgr frq wrgd suredelolgdg1 Hv qhfhvdulr


hvshflfdu ho qphur wrwdo gh folhqwhv hq od uhg/  / | d sduwlu gh odv wdvdv gh
vhuylflr/ > / sxhghq hqfrqwuduvh odv glvwlqwdv suredelolgdghv gh lqwhuv1 Dv/ ho
vlvwhpd gh hfxdflrqhv olqhdohv krprjqhr uhvxowd=
\ ' \g
\2 ' \
11
1
\g ' \g3
or fxdo lpsolfd txh
\ ' \2 '    ' \g3 ' \g ' S/
vlhqgr S xqd frqvwdqwh srvlwlyd duelwuduldphqwh hohjlgd1 Gh hvwr vh ghgxfh txh
4 ' >S | sxhgh surfhghuvh wdo | frpr |d vh ghwdoo sdud xqd uhg gh Mdfnvrq

fhuudgd jhqulfd1
Hq ho fdvr sduwlfxodu hq ho txh kd|d xq vor vhuylgru hq fdgd qrgr +r '
sdud  ' c 2c    c g, | odv wdvdv gh vhuylflr gh wrgrv orv qrgrv frlqflgdq
+> ' >2 '    ' >g ' >,/ holjlhqgr od frqvwdqwh S ' > vh whqgud txh wrgrv
orv 4 ydohq 1 Frpr @ E? ' sdud wrgr  ' c 2c    c g | wrgr ?  f/ uhvxowd
px| iflo rewhqhu odv suredelolgdghv gh orv glvwlqwrv hvwdgrv gho vlvwhpd/ |d
txh wrgdv vrq ljxdohv=
R? c?2 cuuu c?g '
grqgh
C E '

[
? n?2 nuuun?g

C E 



 ng 
'
1

'

Hq xq fdvr frpr hvh/ wdpelq hv px| iflo rewhqhu odv suredelolgdghv pdujlqdohv/
srqjdprv sru fdvr gho qrgr 4=
[
[

R? c?2 cuuu c?g '

R? ccuuu c '
C E  ? n? nuuun? ' 3?
?2 n? nuuun?g '3?
2

g
3? ng32
'

3?
ng3
 / sdud ? ' fc c    c  1


451716 Frodv hq vhulh frq eortxhr


Hq dojxqdv vlwxdflrqhv odv uhghv gh frodv txh vh h{dplqdq wlhqh fdsdflgdg
olplwdgd sdud dojxqdv r wrgdv odv frodv1 Hq wdo fdvr uhvxowd lqglvshqvdeoh hv0
shflfdu fodudphqwh tx frqvhfxhqfldv whqgu sdud ho ixwxur xmr gh folhqwhv

Redes de colas 195

txh xqd gh hvdv frodv vh hqfxhqwuh vdwxudgd1 Wslfdphqwh hvwh wlsr gh vlwxd0
flrqhv vxhohq prghol}duvh phgldqwh orv oodpdgrv eortxhrv txh frqvlvwhq hq
txh fxdotxlhu folhqwh txh ixhvh d vdolu vhuylgr gh rwur vxevlvwhpd txh frpsrqh
od uhg shur txh vh hqfxhqwud vx frod gh ghvwlqr vdwxudgd/ pdqwlhqh eortxhdgr
ho phfdqlvpr gh vhuylflr vlq txh rwur folhqwh sxhgd dffhghu d o1 Hq hvwh wlsr
gh prghorv | hq pxfkvlprv rwurv uhvxowd shuihfwdphqwh srvleoh sodqwhdu ghvgh
ho sulqflslr odv hfxdflrqhv gh edodqfh gh od uhg | uhvroyhuodv/ rewhqlhqgr dv odv
suredelolgdghv gh orv glihuhqwhv hvwdgrv gho vlvwhpd1 Yhdprv xq hmhpsor1
Frqvlguhvh xq vlvwhpd irupdgr sru grv frodv gh wlsr ***f hq vhulh1
Ghqwhvh sru b od wdvd gh oohjdgd gh folhqwhv sru xqlgdg gh wlhpsr ghvgh ixhud
gho vlvwhpd do sulphu qrgr +qr kd| hqwudgdv ghvgh ixhud do vhjxqgr, | sru >
| >2 odv wdvdv gh vhuylflr gho qlfr vhuylgru gho qrgr 4 | 5/ uhvshfwlydphqwh1
Gdgr txh qr hvw shuplwlgr kdfhu frod hq qlqjxqr gh orv grv vxevlvwhpdv/
fxdqgr d xq folhqwh vh oh whuplqh ho vhuylflr hq ho sulphur gh hoorv | hqfxhqwuh
txh ho vhuylgru gho vhjxqgr vxevlvwhpd hvw rfxsdgr/ shupdqhfhu eortxhdqgr
ho vhuylgru gho sulphur1 Gh hvwd irupd ghqrwdqgr sru Ec  xq hvwdgr jhqulfr
gho vlvwhpd/ frq ho txh vh lqglfd txh kd|  folhqwhv hq ho qrgr 4 |  folhqwhv hq
ho qrgr 5/ whqgudprv orv hvwdgrv=
Efc f c Efc  c Ec f c Ec  1
Frpr dghpv hv srvleoh txh kd|d xq folhqwh hq ho sulphu qrgr/ |d vhuylgr/
shur eortxhdqgr ho qlfr vhuylgru gh glfkr qrgr +or fxdo rfxuuh fxdqgr/ d vx
yh}/ kd|d xq folhqwh vluylqgrvh hq ho vhjxqgr qrgr, hqwrqfhv whqguhprv xq
hvwdgr pv txh ghqrwduhprv sru EKc 1 Sru or frphqwdgr dqwhulruphqwh/ vh yh
txh EKc  hv xq hvwdgr glihuhqwh gh Ec 1
Dxqtxh srgudprv surfhghu sdvr d sdvr sdud od rewhqflq gh odv hfxdflrqhv
gh edodqfh +wdo | frpr vh kl}r frq xq surfhvr gh qdflplhqwr | pxhuwh hvwd0
flrqdulr duelwudulr, uhvxowd pv vhqfloor h lqwxlwlyr ghgxfluodv gluhfwdphqwh gh
od lghd gh ljxdodu/ sdud fdgd srvleoh hvwdgr/ od suredelolgdg gh glfkr hvwdgr
pxowlsolfdgd sru od vxpd gh odv wdvdv fruuhvsrqglhqwhv d irupdv gh vdolu gh hvwh
hvwdgr kdfld rwur glvwlqwr frq od vxpd gh od suredelolgdghv gh dtxhoorv hvwdgrv
ghvgh orv fxdohv vh sxhgh oohjdu do hvwdgr hq fxhvwlq +hq xq qlfd wudqvlflq,/
pxowlsolfdgdv sru odv wdvdv fruuhvsrqglhqwhv d glfkd wudqvlflq1 Dv vh rewlhqhq
bRff
Eb n >2  Rf
> Rf
E> n >2  R
>2 RK
Ghqlhqgr 4 '

b
>

| 42 '

b
>2

'
'
'
'
'

>2 Rf
> Rf n >2 RK
bRff n >2 R
bRf
> R

h lpsrqlhqgr od frqglflq gh txh wrgdv odv

196

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

suredelolgdghv vxphq 4 vh oohjd do vljxlhqwh vlvwhpd gh hfxdflrqhv=


42 Rff
E n 42  4 Rf
42 Rf
E42 n 4  R
4 RK
Rff n Rf n Rf n R n RK

'
'
'
'
'
'

Rf
42 Rf n 4 RK
4 42 Rff n 4 R
4 42 Rf
42 R

Dv vh rewlhqh=
Rf ' 42 Rff
4 42
4 42
R '
Rf ' 2 Rff
42 n 4
42 n 4

42
42
RK '
R '
Rff
4
42 n 4
4
42 4
Rf ' 4 Rff n R ' 4 Rff n 2 Rff
42
42 n 4
4 42 n 42 n 42 42
'
Rff
42 n 4
' Rff n Rf n Rf n R n RK


4 42 n 42 n 42 42
4 422
4 2
Rff
'
n 42 n
n
n
42 n 4
42 n 4 42 n 4
4 n 4 n 422 n 24 42 n 42 n 42 42 n 4 422 n 4 2
Rff
/ ' 2
42 n 4
Gh hvwd irupd/ ghqrwdqgr sru  ' 42 n 4 n 422 n 24 42 n 42 n 42 42 n 4 422 n 4 2 /
vh wlhqh=
Rff '
Rf '
Rf '
R '
RK '

4 n 42

4 42 n 422

4 42 n 42 n 42 42

4 422

4 2


Hq ho fdvr sduwlfxodu hq txh orv vhuylgruhv gh dperv qrgrv whqjdq od plvpd

Redes de colas 197

fdsdflgdg gh vhuylflr +> ' >2 ' >, hqwrqfhv/ ghqrwdqgr 4 '
Rff '
Rf '
Rf '
R '
RK '

b
>

vh wlhqh=

2
2 n e4 n 42
24
2 n e4 n 42
24 n 42
2 n e4 n 42
42
2 n e4 n 42
42
2 n e4 n 42

D sduwlu gh hvwdv fdqwlgdghv sxhgh rewhqhuvh xqd iupxod sdud ho qphur phglr
gh folhqwhv hq ho vlvwhpd=
u ' fRff n ERf n Rf  n 2 ER n RK  '

e4 n D42
1
2 n e4 n 42

Frpr sxhgh yhuvh/ vl 4 wlhqgh d fhur/ glfkr qphur wdpelq wlhqgh d fhur
+frpr hud gh hvshudu,1 Sru ho frqwudulr/ vl 4 $ 4 hqwrqfhv u $ D 21 Od
h{solfdflq gh hvwh khfkr hv txh/ dxqtxh od hqwudgd gh folhqwhv vhd ghvphvxudgd
uhvshfwr do vhuylflr/ ho khfkr gh txh odv wdvdv gh vhuylflr vhdq ljxdohv hq dperv
vhuylgruhv suryrfd txh/ fxdqgr 4 $ 4/ Rf $ | sru wdqwr qr wlhqgh d hvwdu
vlhpsuh ho vlvwhpd oohqr1 Ho wlhpsr phglr gh xq folhqwh hq wrgr ho vlvwhpd
sxhgh kdooduvh iflophqwh phgldqwh od iupxod gh Olwwoh jhqhudol}dgd1 Dv/
b ' b ERff n Rf  ' b

2 n 24
2 n e4 n 42

|/ sru wdqwr/
` '

u
Db n e>
e4 n D42
1
'
'
b
E2
n
24
2b>
n 2>2
b

4518 Hmhuflflrv sursxhvwrv


41 Do vhuylflr wfqlfr gh od fdvd gh rughqdgruhv pdufd DFPH oohjdq dsdudwrv
dyhuldgrv vhjq xq surfhvr gh Srlvvrq d ud}q gh 49 fdgd gd +mruqdgd
oderudo gh ; krudv,1 Hq ho 58( gh orv fdvrv/ ghelgr do wlsr gh dyhud
ghvfulwd sru ho xvxdulr/ orv rughqdgruhv vrq uhplwlgrv gluhfwdphqwh +shu0
glhqgr xq wlhpsr ghvsuhfldeoh, do vhuylflr fhqwudo/ grqgh vhuq uhsdudgrv
sru xqr gh orv fxdwur hpsohdgrv dvljqdgrv do hihfwr1 Hq wdo fdvr/ ho wlhp0
sr gh uhsdudflq hv h{srqhqfldo frq phgld gh 7 krudv1 Hq ho :8( uhvwdqwh

198

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

gh orv fdvrv orv rughqdgruhv vrq h{dplqdgrv +| srvleohphqwh uhsdudgrv,


sru xqr gh orv grv wfqlfrv gho surslr vhuylflr wfqlfr/ txlhqhv hpsohdq
sdud hoor xq wlhpsr h{srqhqfldo/ vlhqgr fdsdfhv gh dwhqghu fdgd xqr d
xqd phgld gh ; fdgd mruqdgd oderudo1 Dq dv/ xq 58( gh orv dsdudwrv
txh vrq uhylvdgrv hq ho vhuylflr wfqlfr qr sxhghq duuhjoduvh doo | kdq
gh lu ghqlwlydphqwh do vhuylflr fhqwudo1 Fdofxodu=
+d, Ho qphur phglr gh gdv oderudeohv txh xq dsdudwr hohjlgr do d}du
wdugdu hq vhu duuhjodgr1
+e, Od plvpd fdqwlgdg txh dqwhv sdud dtxhoorv rughqdgruhv txh vrq
hqyldgrv gluhfwdphqwh do vhuylflr fhqwudo1
+f, Ho qphur phglr gh rughqdgruhv dyhuldgrv txh vh hqfxhqwudq hq ho
vhuylflr fhqwudo hq hvshud gh vhu dwhqglgrv1
+g, Ho srufhqwdmh gh wlhpsr txh fdgd uhsdudgru hvwdu ghvrfxsdgr hq
ho vhuylflr wfqlfr | hq ho vhuylflr fhqwudo uhvshfwlydphqwh1
51 Xq vlvwhpd lqirupwlfr hqyd phqvdmhv txh oohjdq/ vhjq xq surfhvr gh
Srlvvrq gh sduphwur b/ phgldqwh xq qlfr vhuylgru1 Ho wlhpsr txh wdugd
hq wudqvplwluvh ho phqvdmh | uhflelu/ ho vhuylgru/ dfxvh gh uhfhsflq/ vh
dmxvwd d xqd h{srqhqfldo gh sduphwur >1 Vh vxsrqh txh frq flhuwd
suredelolgdg/ S/ ho phqvdmh kd vlgr fruuhfwdphqwh wudqvplwlgr | vljxh vx
fdplqr/ plhqwudv txh hq fdvr frqwudulr/ ho phqvdmh yxhoyh d kdfhu frod
hq ho vhuylgru sdud vhu hqyldgr qxhydphqwh1 Vdelhqgr txh od glvflsolqd
hq ho vhuylgru hv ILIR/ fxo gheh vhu od frqglflq sdud txh hvwh vlvwhpd
vhd hvwdflrqdulrB Gdu xqd h{suhvlq/ or pv vhqflood srvleoh/ hq ixqflq
gh b/ > | S/ sdud ho qphur phglr gh phqvdmhv txh hvshudq d frpsohwdu
wrwdophqwh vx wudqvplvlq1
61 Xq vlvwhpd lqirupwlfr hvw frpsxhvwr sru grv hvwdflrqhv gh wudedmr
prqrsurfhvdgrudv lgqwlfdv/ frqhfwdgdv hqwuh v1 D od hvwdflq 4 oohjdq
surfhvrv ruljlqdgrv ixhud gho vlvwhpd/ d ud}q gh b sru xqlgdg gh wlhpsr/
dv frpr wdpelq rwurv surfhghqwhv gh od hvwdflq 51 Fdgd yh} txh vh
whuplqd od hmhfxflq gh xq surfhvr gh od hvwdflq 4/ frq suredelolgdg gh
xq <3(/ vwh jhqhud xq qxhyr surfhvr d hmhfxwdu hq od hvwdflq 51 Hq ho
43( gh fdvrv uhvwdqwhv/ ho surfhvr whuplqd vlq fuhdu pv surfhvrv kl0
mrv1 Fxdqgr xq surfhvr +klmr gh rwur, dfded vx hmhfxflq hq od hvwdflq
5/ sxhgh fuhdu rwur klmr hq od hvwdflq 4 +frq suredelolgdg gh xq 43(, r
h{wlqjxluvh frpsohwdphqwh +hq ho <3( gh fdvrv,1 Vdelhqgr txh ho wlhpsr
gh hmhfxflq gh orv surfhvrv +hq dpedv ptxlqdv, vh dmxvwd d xqd glv0
wulexflq h{srqhqfldo gh sduphwur > | txh ho wlhpsr hqwuh oohjdgdv gh
grv surfhvrv d od hvwdflq 4 hv wdpelq h{srqhqfldo gh sduphwur b/ vh
slgh=
+d, Sdud tx ydoruhv gh 4 hv ho vlvwhpd hvwdflrqdulrB

Redes de colas 199

+e, Wrpdqgr 4 ' fb/ fxo hv ho qphur phglr gh surfhvrv wrwdohv hq


fdgd hvwdflq gh wudedmrB
+f, Hq odv klswhvlv gho dsduwdgr dqwhulru | wrpdqgr b ' D surfhvrv
sru plqxwr/ fxo hv ho wlhpsr phglr txh wudqvfxuuh ghvgh txh oohjd
xq surfhvr d od hvwdflq 4 kdvwd txh o | wrgrv vxv ghvfhqglhqwhv vh
h{wlqjxhqB
71 Xqd hvwdflq gh wudedmr uhfleh shwlflrqhv vhjq xq surfhvr gh Srlvvrq/
d ud}q gh 53 fdgd krud1 Orv wlhpsrv gh FSX gh orv wudedmrv vljxhq
xqd glvwulexflq h{srqhqfldo frq phgld gh grv plqxwrv1 Vh vdeh txh/ do
qdol}du fdgd surfhvr/ hq xq 53( gh orv fdvrv vwh fuhd rwur surfhvr klmr/
frq lgqwlfdv fdudfwhuvwlfdv txh orv wudedmrv txh uhfleh ruljlqdophqwh od
hvwdflq/ | txh kd gh surfhvduvh qxhydphqwh sru od plvpd1 Fdofxodu
+d, ho wlhpsr phglr txh wdugd xq wudedmr hq vhu surfhvdgr1
+e, ho wlhpsr phglr txh wdugd xq wudedmr | wrgd vx ghvfhqghqfld +sur0
fhvrv klmr/ qlhwr/ hwf1, hq vhu surfhvdgrv1
+f, ho qphur phglr gh wudedmrv txh hvshudq hq wuplwh gh surfhvduvh
+lqfox|hqgr ho txh hvw vlhqgr surfhvdgr,1
+g, od suredelolgdg gh txh xq surfhvr sxhgd hmhfxwduvh gluhfwdphqwh vlq
ghprud1
81 D xqd frod/ / gh wlsr ** oohjdq folhqwhv vhjq xqd wdvd b 1 Gl0
fkrv folhqwhv vrq dwhqglgrv sru xq vhuylgru hq xq wlhpsr dohdwrulr frq
glvwulexflq h{srqhqfldo gh sduphwur > 1 Fdgd folhqwh txh vdoh vhuyl0
gr gho vlvwhpd  vh dghqwud hq xqd qxhyd frod/ / od fxdo glvsrqh gh
xq phfdqlvpr gh vhuylflr frq xq vor vhuylgru txh wdugd hq gdu vhuylflr
xq wlhpsr h{srqhqfldo | hv fdsd} gh dwhqghu > folhqwhv sru xqlgdg gh
wlhpsr1 Fxohv vrq odv frqglflrqhv sdud txh h{lvwd hvwdflrqdulhgdg hq
wrgr ho vlvwhpd irupdgr sru dpedv frodvB Vxsrqlhqgr txh vh dofdq}d
xqd frqglflq gh hvwdgr hvwdflrqdulr/ fdofxodu +hq ixqflq gh b / > / b
| > , ho wlhpsr phglr txh xq folhqwh slhugh hq ho vlvwhpd frqmxqwr1
91 Grv hvwdflrqhv gh wudedmr frqhfwdgdv hq uhg hmhfxwdq surfhvrv txh oohjdq
ghvgh ixhud gho vlvwhpd +vhjq xq surfhvr gh Srlvvrq, d ud}q gh 9 sur0
fhvrv sru plqxwr d od hvwdflq 4 | ; surfhvrv sru plqxwr d od hvwdflq
51 Ho wlhpsr gh hmhfxflq gh orv surfhvrv hq fdgd hvwdflq vh dmxvwd d
xqd glvwulexflq h{srqhqfldo frq phgld gh 6 vhjxqgrv sdud od hvwdflq
4 | gh 2D vhjxqgrv sdud od hvwdflq 51 Fxdqgr xq surfhvr whuplqd vx
hmhfxflq hq od hvwdflq 4/ hq xq <3( gh orv fdvrv vwh qr jhqhud qlqjq
qxhyr surfhvr klmr/ ho 9( gh odv yhfhv fuhd xq qxhyr surfhvr txh vh hq0
yd +lqvwdqwqhdphqwh, d od hvwdflq 5 | ho 7( uhvwdqwh vh fuhd xq qxhyr
surfhvr txh vh hmhfxwdu hq od hvwdflq 41 Dojr vhphmdqwh rfxuuh frq orv
surfhvrv hmhfxwdgrv hq od hvwdflq 5/ vlhqgr xq <8( od suredelolgdg gh

200

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

txh qr vh jhqhuh xq qxhyr surfhvr/ xq 6( od gh txh vh hqyh xq qxhyr


surfhvr d od hvwdflq 4 | xq 5( od gh txh vh fuhh xq qxhyr surfhvr d
hmhfxwdu hq od hvwdflq 51 Vh slgh=
+d, Ho wlhpsr phglr txh wudqvfxuuh ghvgh txh xq surfhvr vh hqyd d od
hvwdflq 5 kdvwd txh whuplqd vx hmhfxflq1
+e, Ho qphur phglr gh surfhvrv hq fdgd hvwdflq1
+f, Od suredelolgdg gh txh/ hqwuh odv grv hvwdflrqhv/ kd|d pv gh fxdwur
surfhvrv qr wrwdophqwh hmhfxwdgrv1
+g, Gdgr xq surfhvr hohjlgr do d}du/ fdofxodu ho wlhpsr phglr txh wudqv0
fxuuh ghvgh vx hqwudgd hq ho vlvwhpd kdvwd ho q gh od hmhfxflq
gh wrgrv orv surfhvrv txh/ gluhfwdphqwh r lqgluhfwdphqwh/ ixhurq
fuhdgrv d sduwlu gh o1
:1 Frqvlguhvh xqd uhg gh frodv ffolfd irupdgd sru wuhv frodv/ hv ghflu/ xq
wrwdo gh frodv gh wdo irupd txh fxdqgr xq folhqwh vdoh vhuylgr gho qrgr
 + ' c 2, sdvd d od frod gho qrgr  n | txh fxdqgr ho folhqwh vdoh
gho qrgr / vh gluljlu do qrgr 1 Hq ho fdvr gh txh orv phfdqlvprv
gh vhuylflr hq wrgrv orv qrgrv frqvwhq gh xq qlfr vhuylgru | gh txh ho
wlhpsr gh vhuylflr gho plvpr vhd h{srqhqfldo/ hqfrqwudu odv hfxdflrqhv
gh edodqfh hq ho fdvr gh txh h{lvwdq 2 folhqwhv hq wrgd od uhg1 Fdofxodu odv
suredelolgdghv gh orv glvwlqwrv hvwdgrv hq ho fdvr gh txh orv sduphwurv
gh odv glvwulexflrqhv h{srqhqfldohv gh orv uhvshfwlyrv wlhpsrv gh vhuylflr
ixhvhq > ' c >2 ' 2c > ' e
;1 Sru xq shtxhr vlvwhpd gh frpxqlfdflrqhv frq wuhv rughqdgruhv hq uhg
flufxodq frqvwdqwhphqwh grv sdtxhwhv gh elwv txh wdugdq hq vhu surfh0
vdgrv hq fdgd rughqdgru +frq xq qlfr surfhvdgru, xq wlhpsr frq glv0
wulexflq h{srqhqfldo1 Orv wlhpsrv phglrv gh surfhvdgr +hq vhjxqgrv,
sdud fdgd rughqdgru ylhqhq gdgrv sru od vljxlhqwh wdeod=
Rughqdgru
4 5 6
Wlhpsr phglr gh surfhvdgr +vhj1, 43 53 63
Ho <3( gh odv yhfhv txh xq sdtxhwh whuplqd gh vhu surfhvdgr sru ho
rughqdgru 4/ vh gluljh oxhjr do rughqdgru 6/ plhqwudv txh hq fdvr frq0
wudulr yxhoyh d surfhvduvh hq ho rughqdgru 41 Xqd gh fdgd fxdwur yhfhv
txh xq sdtxhwh hv surfhvdgr hq ho rughqdgru 5/ yxhoyh d vhu surfhvdgr
qxhydphqwh hq ho plvpr rughqdgru plhqwudv txh odv rwudv wuhv gh fdgd
fxdwur yhfhv vh glulmh do rughqdgru 61 Ilqdophqwh/ ho 73( gh odv yhfhv
txh xq sdtxhwh vh surfhvd hq ho rughqdgru 6/ yxhoyh d glfkr rughqdgru/
uhsduwlqgrvh ho 93( uhvwdqwh gh irupd htxlsuredeoh hqwuh orv rwurv grv
rughqdgruhv1 Vh slgh=
+d, Fxo hv od suredelolgdg gh txh kd|d dojq sdtxhwh surfhvqgrvh
hq ho rughqdgru 4B

Redes de colas 201

+e, Fdofxodu ho qphur phglr gh sdtxhwhv surfhvqgrvh hq ho rughqdgru


61
+f, Fxo hv ho wlhpsr phglr txh wudqvfxuuh ghvgh txh oohjd xq sd0
txhwh do rughqdgru 6 kdvwd txh whuplqd gh surfhvduvh +vlq lqfoxlu
uhdolphqwdflq,B
<1 Xq vlvwhpd lqirupwlfr frqvwd gh grv hvwdflrqhv gh wudedmr prqrsurfh0
vdgrudv1 Orv wlhpsrv gh surfhvdgr gh orv wudedmrv vrq gh glvwulexflq
h{srqhqfldo | phgld gh 9 | 48 vhjxqgrv sdud odv hvwdflrqhv 4 | 5 uhvshf0
wlydphqwh1 Vh vdeh txh ho 93( gh orv wudedmrv surfhvdgrv hq od sulphud
hvwdflq vrq hqyldgrv d od vhjxqgd/ uhdolphqwqgrvh od sulphud hvwdflq
hq xq 53( gh orv fdvrv | vdolhqgr wrwdophqwh hmhfxwdgrv orv surfhvrv hq
ho 53( uhvwdqwh1 Sru vx sduwh/ rfkr gh fdgd glh} surfhvrv hmhfxwdgrv hq
od hvwdflq 5 vrq hqyldgrv d od hvwdflq 4/ vlhqgr whuplqdgd od hmhfxflq
hq vx wrwdolgdg hq ho 53( uhvwdqwh gh orv fdvrv1 Vdelhqgr txh odv oohjdgdv
gh surfhvrv do vlvwhpd rehghfhq xq surfhvr gh Srlvvrq frq phgld gh
453 surfhvrv sru krud/ gh tx pdqhud gheh glvwulexluvh glfkd hqwudgd
gh surfhvrv hqwuh odv grv hvwdflrqhv sdud txh ho qphur phglr wrwdo gh
surfhvrv hq ho vlvwhpd vhd pqlprB Fxqwr ydoh glfkr qphur phglr
pqlprB Kdfh hvwr pqlpr ho wlhpsr phglr wrwdo hq ho vlvwhpdB Sru
txB
431 Hq xq vlvwhpd lqirupwlfr/ txh frqvwd gh wuhv hvwdflrqhv gh wudedmr/ vh
glvsrqh gh xq phfdqlvpr gh vhjxulgdg frqvlvwhqwh hq od hmhfxflq vxfhvl0
yd gh grv surjudpdv lgqwlfrv gh ghwhfflq gh lqwuxvrv hq odv glvwlqwdv
ptxlqdv1 Dv/ sdud xq surjudpd mr/ sulphur vh hmhfxwd frpsohwdphqwh
hq od hvwdflq 4/ oxhjr vh hmhfxwd hq od 5/ xqd yh} whuplqdgd vx hmhfxflq
vh hmhfxwd hq od hvwdflq 6/ oxhjr sdvd d hmhfxwduvh gh qxhyr hq od 4 |
dv vxfhvlydphqwh1 Ghelgr d odv fdudfwhuvwlfdv gho vlvwhpd vh vdeh txh
orv grv surjudpdv qr sxhghq hmhfxwduvh vlpxowqhdphqwh hq xqd plvpd
hvwdflq/ hvshudqgr/ ho owlpr hq oohjdu/ d txh whuplqh od hmhfxflq ho
sulphur1 Reyldphqwh/ fxdqgr orv surjudpdv vh hqfxhqwudq hq glvwlq0
wdv ptxlqdv/ od hmhfxflq hv vlpxowqhd1 Ho wlhpsr gh hmhfxflq gh fdgd
surjudpd hv dohdwrulr | frq glvwulexflq h{srqhqfldo gh phgld 4 vhjxqgr/
sdud odv hvwdflrqhv 4 | 5/ | 5 vhjxqgrv sdud od hvwdflq 6 +frq surfhvdgru
pv ohqwr,1 Fdofxodu=
+d, Od suredelolgdg gh txh qr kd|d qlqjq ghwhfwru gh lqwuxvrv hq od
hvwdflq 41
+e, Ho qphur phglr gh ghwhfwruhv gh lqwuxvrv hq od hvwdflq 61
+f, Ho wlhpsr phglr txh wudqvfxuuh ghvgh txh xq ghwhfwru gh lqwuxvrv
oohjd d od hvwdflq 6 kdvwd txh whuplqd wrwdophqwh vx hmhfxflq1
+g, Ho wlhpsr phglr txh wdugd xq ghwhfwru gh lqwuxvrv hq gdu xqd
yxhowd frpsohwd gh frpsuredflq hq ho vlvwhpd1

202

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

441 Grv lpsuhvrudv gh xq fhqwur gh fofxor vh dyhudq frq pxfkd iuhfxhqfld1


Sdud fdgd lpsuhvrud/ ho wlhpsr kdvwd od su{lpd dyhud wlhqh glvwulexflq
h{srqhqfldo frq phgld gh 48 gdv1 Fdgd yh} txh xqd gh hoodv hvw ixhud
gh vhuylflr/ hq xq :8( gh orv fdvrv od lqwhqwd uhsdudu xq wfqlfr gho
surslr fhqwur gh fofxor/ vlhqgr ho wlhpsr txh hpsohd/ h{srqhqfldo frq
phgld gh 9 gdv1 Hq ho 58( uhvwdqwh gh orv fdvrv od lpsuhvrud hv hqyldgd
gluhfwdphqwh d xq vhuylflr wfqlfr/ hq ho txh kd| xq rshudulr txh wdugd
hq vxevdqdu od dyhud xq wlhpsr h{srqhqfldo frq phgld gh 6 gdv1 Hq
uhdolgdg/ ghvsxv gh txh xqd lpsuhvrud dyhuldgd kd|d vlgr uhylvdgd hq
ho fhqwur gh fofxor/ h{lvwh od srvlelolgdg +hq od whufhud sduwh gh fdvrv,
gh qhfhvlwdu wrgdyd ho vhu uhsdudgd sru ho vhuylflr wfqlfr1 Fxo hv od
suredelolgdg gh txh odv grv lpsuhvrudv hvwq ixhud gh vhuylflrB

13
Colas con distribuciones
arbitrarias de llegada y servicio

Colas con distribuciones arbitrarias de llegada y servicio 205

461 0
Hq hvwh fdswxor vh hvwxglduq dojxqdv vlwxdflrqhv hq odv txh od glvwulexflq gho
wlhpsr hqwuh oohjdgdv r od gho wlhpsr gh vhuylflr ghmd gh vhu h{srqhqfldo1 Hq
od sufwlfd kdelwxdo ududphqwh hvwdv glvwulexflrqhv vh dmxvwdq d xqd h{srqhq0
fldo shur/ frpr vh yhu ho khfkr gh ghvkdfhuqrv gh hvwd uhvwulfflq dfduuhdu
qrwdeohv sureohpdv gh fofxor sdud ghgxflu orv ydoruhv gh orv sduphwurv gh
frpsruwdplhqwr gho vlvwhpd1 D or odujr gh hvwh whpd qrv fhqwuduhprv wdq vor
hq ho hvwxglr gh xqr gh orv prghorv pv vlpsohv txh srghprv lpdjlqdu/ ho
*C*/ hv ghflu ho fdvr gh xqd frod frq xq vor vhuylgru/ wlhpsrv hqwuh ooh0
jdgdv h{srqhqfldohv | wlhpsrv gh vhuylflr frq glvwulexflq jhqhudo/ C1 Frpr
froriq lqfoxluhprv dojxqdv lghdv px| jhqhudohv vreuh fpr xwlol}du od vlpx0
odflq d prgr gh khuudplhqwd sdud srghu dsur{lpdu odv vroxflrqhv d sureohpdv
gh whrud gh frodv fxdqgr qrv ghvyldprv gh odv klswhvlv gh h{srqhqfldolgdg1

4614 Ho prghor P2J24


Frpr vx qrpeuh lqglfd/ vh wudwd gho vlvwhpd gh xqd frod frq xq qlfr vhuylgru/
frq wlhpsr hqwuh oohjdgdv gh folhqwhv frqvhfxwlyrv frq glvwulexflq h{srqhqfldo
| frq wlhpsr gh vhuylflr gh glvwulexflq duelwuduld/ C1 Hq hvwh frqwh{wr/ b
vhjxlu vlhqgr ho sduphwur gh od h{srqhqfldo txh uljh orv wlhpsrv hqwuh grv
oohjdgdv gh folhqwhv frqvhfxwlyrv1 Hvwr vljqlfd txh ho qphur gh folhqwhv txh
oohjdq do vlvwhpd sru xqlgdg gh wlhpsr vhu wdpelq b1 Frpr od glvwulexflq
C qr wlhqh srutx vhu h{srqhqfldo/ ho sduphwur > sdvdu dkrud d vljqlfdu ho
lqyhuvr gho wlhpsr phglr gh vhuylflr/ hv ghflu
>'

1
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Lqwxlwlydphqwh jxdugd xqd uhodflq gluhfwd frq ho qphur phglr gh folhqwhv


txh hv fdsd} gh vhuylu ho vhuylgru sru xqlgdg gh wlhpsr +dxqtxh sxhghq qr
frlqflglu h{dfwdphqwh,1
Hq or txh vljxh wudwduhprv gh ghgxflu odv iupxodv txh qrv shuplwdq rewhqhu
orv ydoruhv gh orv sduphwurv gh lqwhuv hq xq vlvwhpd frpr hvwh1 Sdud hoor/
ghqrwduhprv sru f? od yduldeoh dohdwruld txh frqwdelol}d ho qphur gh folhqwhv
hq ho vlvwhpd fxdqgr ho ?0vlpr folhqwh or dedqgrqd1 Ghqwhvh sru ? ho
qphur gh folhqwhv txh oohjdq gxudqwh ho wlhpsr gh vhuylflr gho ?0vlpr folhqwh1
Uhvxowd iflo uhodflrqdu dpedv fdqwlgdghv gh od vljxlhqwh irupd=
f?n ' f?  L Ef?  n ?n /

206

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

grqgh


L Ef?  '

vl f? : f
f vl f? ' f

Wrpdqgr hvshudq}dv hq od h{suhvlq dqwhulru | vxsrqlhqgr hvwdflrqdulhgdg


+l1h1/ u ' . Ef?  ' . Ef?n , vh wlhqh=
u ' u  . EL Ef?  n . E?n  /
frq or fxdo=
. EL Ef?  ' . E?n  '  Ef? : f 1
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uld 7?n / txh ghqrwd ho wlhpsr gh vhuylflr gho E? n 0vlpr folhqwh/ txh hq hvwh
fdvr wlhqh glvwulexflq jhqhudo/ txh vxsrqguhprv frqwlqxd | frq ghqvlgdg }=
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' f?2 n L Ef?  n 2?n  2f? n 2f? ?n  2L Ef?  ?n 1

Wrpdqgr gh qxhyr hvshudq}dv | whqlhqgr hq fxhqwd od lqghshqghqfld hqwuh f?


| ?n vh vljxh=
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 h{suhvlq fhuudgd gh u ghehprv rewhqhu rwud txh shuplwd
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h{suhvdu . ?n hq wuplqrv gh fdqwlgdghv frqrflgdv=


. 2?n ' T @o E?n  n . E?n 2 ' T @o E?n  n 42 /

Colas con distribuciones arbitrarias de llegada y servicio 207

shur/ d vx yh}/

l
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n b2 j 27 ' 4 n b2 j 27 /
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srghprv oohjdu d od h{suhvlq


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txh qrv shuplwh qdophqwh rewhqhu od gho qphur phglr gh folhqwhv hq ho vlv0
whpd=
24  242 n 42 n b2 j 27
4  242 n 4 n b2 j 27 n 42
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u '

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hqwuh wlhpsrv phglrv hq ho vlvwhpd | hq od frod1
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dqorjr sdud xq
txh ho hihfwr gh
gh folhqwhv hq ho
Dv/ sru hmhpsor/

208

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

frqvlghudqgr sdud ho wlhpsr gh vhuylflr/ 7/ xqd glvwulexflq glvfuhwd frq pdvd


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Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

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Colas con distribuciones arbitrarias de llegada y servicio 211

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212

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

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Colas con distribuciones arbitrarias de llegada y servicio 213

71 Frpsdudu dperv wlhpsrv sdud vdehu fxo gh dpedv frvdv vxfhghu dqwhv
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vh dfwxdol}dud  gqgroh ho ydoru f | whqlhqgr hq fxhqwd ho wlhpsr gx0
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214

Introduccin a la Simulacin y a la Teora de Colas


Ricardo Cao Abad

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Colas con distribuciones arbitrarias de llegada y servicio 215

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14
Bibliografa

Bibliografa 219

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