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
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;
Conference_Titel :
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location :
Brighton
Print_ISBN :
0-7803-0450-0
DOI :
10.1109/CDC.1991.261525