On arrivals that see time averages: a martingale approach
From MaRDI portal
Publication:3198666
DOI10.2307/3214656zbMath0713.60098OpenAlexW4235251642MaRDI QIDQ3198666
Publication date: 1990
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214656
point processesstochastic intensitymartingale theoryPASTA propertycustomer averages and time averages
Queueing theory (aspects of probability theory) (60K25) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (18)
Conditional intensities and coincidence properties of stochastic processes with embedded point processes ⋮ Palm calculus for a process with a stationary random measure and its applications to fluid queues ⋮ Useful Martingales for Stochastic Storage Processes with Lévy-Type Input ⋮ ASTA implies an M/G/1-like load decomposition for a server with vacations ⋮ Relating Time and Customer Averages for Queues Using ‘forward’ Coupling from the Past ⋮ Non-equilibrium statistical physics of currents in queuing networks ⋮ On the steady state of continuous-time stochastic opinion dynamics with power-law confidence ⋮ Asymptotic time averages and frequency distributions ⋮ Some theorems on conditional Pasta: A stochastic integral approach ⋮ A filtered ASTA property ⋮ Filtration of ASTA: A weak convergence approach ⋮ Independent sampling of a stochastic process ⋮ Characteristics of queueing systems observed at events and the connection between stochastic intensity and Palm probability ⋮ Markovian network processes: Congestion-dependent routing and processing ⋮ EPSTA: The coincidence of time-stationary and customer-stationary distributions ⋮ Sample-path analysis of processes with imbedded point processes ⋮ How Nearly do Arriving Customers See Time-Average Behavior? ⋮ Rate conservation laws: A survey
Uses Software
This page was built for publication: On arrivals that see time averages: a martingale approach
