• DocumentCode
    3474103
  • Title

    Sample-path analysis of stochastic discrete-event systems

  • Author

    El-Taha, Muhammad ; Stidham, Shaler, Jr.

  • Author_Institution
    Dept. of Math. & Stat., Univ. of Southern Maine, Portland, ME, USA
  • fYear
    1991
  • fDate
    11-13 Dec 1991
  • Firstpage
    1145
  • Abstract
    It is noted that, by examining a single realization (sample path), one can construct simple proofs under very general conditions for many interesting and important properties of queues and other stochastic discrete-event systems. The authors present a unified treatment of the sample-path approach for deriving distribution-free relations between performance measures for stochastic discrete-event systems. In addition to the classic example of LW (Little´s formula), they discuss relations between continuous-time state frequencies and frequencies at the points of an imbedded point process, with particular attention given to the ASTA (arrivals see time average) property and the insensitivity phenomenon
  • Keywords
    discrete time systems; queueing theory; stochastic systems; arrivals see time average; continuous-time state frequencies; imbedded point process; performance measures; queueing theory; sample path analysis; stochastic discrete-event systems; Discrete event systems; Frequency; Queueing analysis; State-space methods; Stochastic processes; Stochastic systems; Terminology;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
  • Conference_Location
    Brighton
  • Print_ISBN
    0-7803-0450-0
  • Type

    conf

  • DOI
    10.1109/CDC.1991.261525
  • Filename
    261525