Some theorems on conditional Pasta: A stochastic integral approach
type: Item
instance of: scholarly article
title: Some theorems on conditional Pasta: A stochastic integral approach
zbMATH Open document ID: 0758.60102
DOI: 10.1016/0167-6377(92)90082-E
author: Walter A. Rosenkrantz
author: Rahul Simha
published in: Operations Research Letters
publication date: 1993-01-16T00:00:00Z
review text: The authors generalize the PASTA result by showing that the conditions under which Lemma 2 in \textit{R. W. Wolff's} famous PASTA paper [Oper. Res. 30, 223-231 (1982; Zbl 0489.60096)] is valid, can be relaxed. They subsequently use their theorem to obtain new proofs for conditional PASTA and the discrete-time version of PASTA.
Mathematics Subject Classification ID: 60K25
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60K30
Mathematics Subject Classification ID: 90B22
zbMATH DE Number: 92013
zbMATH Keywords: stochastic integral
zbMATH Keywords: Markov modulated Poisson process
zbMATH Keywords: conditional PASTA
zbMATH Keywords: discrete-time version of PASTA
reviewed by: Erik A. van Doorn
MaRDI profile type: Publication
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full work available at URL: 0167-6377(92)90082-e
OpenAlex ID: W2060216676
description: scientific article; zbMATH DE number 92013