On arrivals that see time averages: a martingale approach

DOI10.2307/3214656MaRDI QIDQ3198666zbMATHOpenAlexFDO

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

(23)

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

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)