Characteristics of queueing systems observed at events and the connection between stochastic intensity and Palm probability. (English) Zbl 0686.60096
A new elegant proof of the PASTA (“Poisson arrivals see averages”) theorem is given. It uses the concept of stochastic intensity in connection with Palm probabilities. This approach, which requires no martingale arguments and no stochastic integration, allows useful extensions of the PASTA property.
Reviewer: H.Wegmann
MSC:
| 60K25 | Queueing theory (aspects of probability theory) |
| 60G55 | Point processes (e.g., Poisson, Cox, Hawkes processes) |
References:
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