IMBEDDED CONSTRUCTION OF STATIONARY-SEQUENCES AND POINT-PROCESSES WITH A RANDOM MEMORY

被引：12

作者：

BREMAUD, P

MASSOULIE, L

机构：

[1] Laboratoire des Signaux et Systèmes, CNRS-ESE, Plateau de Moulon, Gif-sur-Yvette

来源：

QUEUEING SYSTEMS | 1994年 / 17卷 / 1-2期

关键词：

POINT PROCESSES; STOCHASTIC INTENSITY KERNELS; (A; M)-PROCESSES; ASYMPTOTIC STATIONARITY; COUPLING;

D O I：

10.1007/BF01158695

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

We show convergence in variation to a unique stationary state for a class of point processes (respectively, stochastic sequences) with stochastic intensity kernels (respectively, transition probabilities) including the (A,m)-processes of Lindvall [12]. This is done under two basic conditions: first, the random memory of the processes considered is consistent or non-reusable (that is, past information not used at a given time cannot be recalled at a later time) and secondly, the kernels have a deterministic fixed component for which the memory is almost surely finite.

引用

页码：213 / 234

页数：22

共 14 条

[1]

Baccelli F., 1994, ELEMENTS QUEUEING TH

[2]

Borovkov A.A., 1984, ASYMPTOTIC METHODS Q

[3]

Borovkov A.A., 1992, SIBERIAN ADV MATH, V2, P16

[4]

BRANDT A, 1992, STATIONARY STOCHASTI