Rate conservation laws: A survey

Rate conservation laws: A survey

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Article ID: iaor19942485
Country: United States
Volume: 15
Start Page Number: 1
End Page Number: 58
Publication Date: Jun 1994
Journal: Queueing Systems
Authors:
Abstract:

The paper surveys the rate conservation law, RCL for short, arising in queues and related stochastic models, RCL was recognized as one of the fundamental principles to get relationships between time and embedded averages such as the extended Little’s formula H=λG, but here it is shown that it has other applications. For example, RCL is one of the important techniques for deriving equilibrium equations for stochastic processes. It is shown that the various techniques, including Mecke’s formula for a stationary random measure, can be formulated as RCL. For this prupose, a new definition of the rate with respect to a random measure is started, and RCL generalized by using it. The paper further introduces the notion of quasi-expectation, which is a certain extension of the ordinary expectation, and derives RCL applicable to the sample average results. It means that the sample average formulas such as H=λG can be obtained as the stationary RCL in the quasi-expectation framework. The paper also surveys several extensions of RCL and discusses examples. Throughout the paper, it should be emphasized how results can be easily obtained by using a simple principle, RCL.

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