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 L =λW (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
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