A filtered ASTA property
Recently, a considerable number of papers appeared where the PASTA (Poisson Arrivals See Time Averages) property, a notion coined by \textit{R. W. Wolff} [Oper. Res. 30, 223-231 (1982; Zbl 0489.60096)], has been extended to a more general framework. In particular, it has been shown that Poissonianity of a point process embedded in a continuous-time process is not necessary for the coincidence of embedded and non-embedded stationary distributions of the continuous-time process. The assumption that certain conditional intensities of the embedded point process are equal to its (unconditional) intensity turns out to be sufficient and necessary for the coincidence property mentioned. In the present paper, conditions are found which ensure that from the coincidence of embedded and non-embedded stationary distributions of the continuous-time process it follows that not only conditional and unconditional intensities are equal, but that, moreover, a certain conditional embedded point process as a whole is a probabilistic replica of the original (unconditional) one. Examples are given (e.g. Cox processes) for which these conditions are satisfied. A discrete-time version of these results has been obtained as well.
- A Note on PASTA and Anti-PASTA for Continuous-Time Markov Chains
- An Anti-PASTA Result for Markovian Systems
- Characteristics of queueing systems observed at events and the connection between stochastic intensity and Palm probability
- Conditional PASTA
- EPSTA: The coincidence of time-stationary and customer-stationary distributions
- Event and time averages: a review
- Extended and conditional versions of the PASTA property
- Further results on ASTA for general stationary processes and related problems
- scientific article; zbMATH DE number 941166 (Why is no real title available?)
- scientific article; zbMATH DE number 3227572 (Why is no real title available?)
- On Arrivals That See Time Averages
- On arrivals that see time averages: a martingale approach
- On the identification of Poisson arrivals in queues with coinciding time-stationary and customer-stationary state distributions
- On the “pasta” property and a further relationship between customer and time averages in stationary queueing systems
- Poisson Arrivals See Time Averages
- Poisson functionals of Markov processes and queueing networks
- Regenerative processes in the theory of queues, with applications to the alternating-priority queue
- Sample-path analysis of processes with imbedded point processes
- Some theorems on conditional Pasta: A stochastic integral approach
- Conditional PASTA
- Sample-path analysis of stochastic discrete-event systems
- EPSTA: The coincidence of time-stationary and customer-stationary distributions
- Conditional intensities and coincidence properties of stochastic processes with embedded point processes
- Extended and conditional versions of the PASTA property
- An Anti-PASTA Result for Markovian Systems
- On the “pasta” property and a further relationship between customer and time averages in stationary queueing systems
- Some EATA properties for marked point processes
- scientific article; zbMATH DE number 879781 (Why is no real title available?)
- State estimation in partially observed stochastic networks with queueing applications
- A new procedure to estimate waiting time in \(GI/G/2\) system by server observation
- Filtration of ASTA: A weak convergence approach
- On \textit{BASTA} for discrete-time queues
- Estimation of the mean waiting time of a customer subject to balking: a simulation study
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