Article ID: | iaor2001517 |
Country: | United States |
Volume: | 14 |
Issue: | 2 |
Start Page Number: | 203 |
End Page Number: | 218 |
Publication Date: | Jan 2000 |
Journal: | Probability in the Engineering and Informational Sciences |
Authors: | Alfa Attahiru Sule, Rao T.S.S.S. |
In this article, we formalize the framework for the supplementary variable technique in stochastic models. Specifically, we show that the use of remaining or elapsed times (or any metric) as supplementary variables leads to the notion of forward or backward Chapman–Kolmogorov equations, respectively. We further show that for a class of queueing systems, using remaining time as the supplementary variable makes analysis simpler.