Title :
On averages seen by arrivals in discrete time
Author :
Makowski, Armand ; Melamed, Benjamin ; Whitt, Ward
Author_Institution :
Dept. of Electr. Eng., Maryland Univ., College Park, MD, USA
Abstract :
A study is made of the limiting behavior of averages from an embedded stochastic process obtained by sampling a discrete-time stochastic process at points of an associated discrete-time stochastic point process. It is determined when the limit of the averages from the embedded process coincides with the limit of the averages from the original process. In a certain stationary Markov framework, this happens if and only if the point process is a Bernoulli sequence with future points being independent of the state of the Markov process
Keywords :
discrete time systems; queueing theory; stochastic processes; Bernoulli sequence; averages; discrete time; embedded stochastic process; limiting behavior; point process; queueing theory; stationary Markov framework; stochastic process; Educational institutions; Filtration; Markov processes; Queueing analysis; Random variables; Sampling methods; Stability; Stochastic processes; Sufficient conditions; Time measurement;
Conference_Titel :
Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
Conference_Location :
Tampa, FL
DOI :
10.1109/CDC.1989.70300
