On arrivals that see time averages: a martingale approach

DOI10.2307/3214656MaRDI QIDQ3198666zbMATH OpenOpenAlexFDO

Authors Benjamin Melamed, Ward Whitt

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

zbMATH Keywords

point processesstochastic intensitymartingale theoryPASTA propertycustomer averages and time averages

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Queueing theory (aspects of probability theory) (60K25)

Recommendations

• Further results on ASTA for general stationary processes and related problems
• On Arrivals That See Time Averages
• A martingale approach to the PASTA property
• Conditional PASTA
• scientific article; zbMATH DE number 879781

Cited in

(24)

• Characteristics of queueing systems observed at events and the connection between stochastic intensity and Palm probability
• On conditional AstA: A Sample-Path Approach
• EPSTA: The coincidence of time-stationary and customer-stationary distributions
• Sample-path analysis of processes with imbedded point processes
• On \textit{BASTA} for discrete-time queues
• Conditional PASTA
• Relating Time and Customer Averages for Queues Using ‘forward’ Coupling from the Past
• A filtered ASTA property
• On Arrivals That See Time Averages
• Some EATA properties for marked point processes
• Rate conservation laws: A survey
• Markovian network processes: Congestion-dependent routing and processing
• ASTA implies an M/G/1-like load decomposition for a server with vacations
• Event and time averages: a review
• Independent sampling of a stochastic process
• Palm calculus for a process with a stationary random measure and its applications to fluid queues
• How Nearly do Arriving Customers See Time-Average Behavior?
• Filtration of ASTA: A weak convergence approach
• Useful martingales for stochastic storage processes with Lévy-type input
• Some theorems on conditional Pasta: A stochastic integral approach
• Non-equilibrium statistical physics of currents in queuing networks
• Conditional intensities and coincidence properties of stochastic processes with embedded point processes
• Asymptotic time averages and frequency distributions
• On the steady state of continuous-time stochastic opinion dynamics with power-law confidence

Describes a project that uses

Uses Software

• ASTA

This page was built for publication: On arrivals that see time averages: a martingale approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3198666)