Some theorems on conditional pasta: A stochastic integral approach

Some theorems on conditional pasta: A stochastic integral approach

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Article ID: iaor1993820
Country: Netherlands
Volume: 11
Issue: 3
Start Page Number: 173
End Page Number: 177
Publication Date: Apr 1992
Journal: Operations Research Letters
Authors: ,
Abstract:

In this note, the ‘conditional pasta theorem’ of van Doorn and Regterschot is proved under more general conditions and via a stochastic integral approach of independent interest. The limit theorems here require less restrictive assumptions and are shown for a wider class of arrival processes. Applications are also presented for particular cases of continuous and discrete-time arrivals.

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