Some theorems on conditional Pasta: A stochastic integral approach

DOI10.1016/0167-6377(92)90082-EzbMath0758.60102OpenAlexW2060216676MaRDI QIDQ1197898

Rahul Simha, Walter A. Rosenkrantz

Publication date: 16 January 1993

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(92)90082-e

zbMATH Keywords

Markov modulated Poisson processstochastic integralconditional PASTAdiscrete-time version of PASTA

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Stochastic integrals (60H05) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (3)

A filtered ASTA property ⋮ Little's theorem: A stochastic integral approach ⋮ Filtration of ASTA: A weak convergence approach

Cites Work

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• Conditional PASTA
• Point processes and queues. Martingale dynamics
• Characteristics of queueing systems observed at events and the connection between stochastic intensity and Palm probability
• On arrivals that see time averages: a martingale approach
• On Arrivals That See Time Averages
• Poisson Arrivals See Time Averages

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