On arrivals that see time averages: a martingale approach

DOI10.2307/3214656zbMATH Open0713.60098OpenAlexW4235251642MaRDI QIDQ3198666FDOQ3198666

Ward Whitt, Benjamin Melamed

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

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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)

Cited In (23)

• 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
• Conditional PASTA
• Useful Martingales for Stochastic Storage Processes with Lévy-Type Input
• Relating Time and Customer Averages for Queues Using ‘forward’ Coupling from the Past
• Some EATA properties for marked point processes
• On Arrivals That See Time Averages
• A filtered ASTA property
• 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
• How Nearly do Arriving Customers See Time-Average Behavior?
• Filtration of ASTA: A weak convergence approach
• Palm calculus for a process with a stationary random measure and its applications to fluid queues
• 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

Uses Software

• ASTA

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