EPSTA: The coincidence of time-stationary and customer-stationary distributions

DOI10.1007/BF01149194zbMath0681.60099OpenAlexW1990495495MaRDI QIDQ1823564

Dieter König, Volker Schmidt

Publication date: 1989

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01149194

zbMATH Keywords

processesconditional PASTAcustomer-stationary distributionsEPSTA propertyintensity conservation principlemarked pointtime-stationary distributions

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Related Items

Conditional intensities and coincidence properties of stochastic processes with embedded point processes, Little laws for utility processes and waiting times in queues, A filtered ASTA property, Rate conservation principle for discrete-time queues, Filtration of ASTA: A weak convergence approach, Independent sampling of a stochastic process, A review of \(L=\lambda W\) and extensions

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