The ASTA property

The ASTA property

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Article ID: iaor1997733
Country: United States
Volume: 0-8493-8074-X
Start Page Number: 195
End Page Number: 224
Publication Date: Oct 1995
Journal: Advances In Queueing: Theory, Methods and Open Problems
Authors: ,
Abstract:

ASTA (Arrivals See Time Averages) is concerned with properties of stochastic systems where ‘event’ averages sampled over certain sequences of time epochs are equal to time averages. The authors present a detailed review of three approaches to ASTA: (i) the elementary approach that treats event averages as stochastic Riemann-Stieltjes integrals; (ii) the martingale approach, which exploits properties of the compensators and intensities of point processes, the Doob-Meyer decomposition, and the martingale strong law of large numbers; and (iii) the Palm calculus approach that focuses on the stationary setting. They also illustrate the applications of ASTA in queueing networks. In particular, the authors demonstrate that for Markovian queues, a key ASTA condition, the lack of bias assumption (LBA), is in fact equivalent to quasi-reversibility, and that LBA is preserved when quasi-reversible queues are connected into a network.

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