A martingale approach to the PASTA property

DOI10.2307/3214637zbMATH Open0787.60113OpenAlexW2330648801MaRDI QIDQ5286012FDOQ5286012

Michael Scheutzow

Publication date: 29 June 1993

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214637

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zbMATH Keywords

Poisson processPASTA property

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Strong limit theorems (60F15) Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited In (8)

• Characteristics of queueing systems observed at events and the connection between stochastic intensity and Palm probability
• Conditional PASTA
• On Wolff's Pasta Martingale
• On arrivals that see time averages: a martingale approach
• Event and time averages: a review
• Martingales associated to peacocks using the curtain coupling
• Extended and conditional versions of the PASTA property
• Little's theorem: A stochastic integral approach

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