Reversed compound agent theorem
In probability theory, the reversed compound agent theorem (RCAT) is a set of sufficient conditions for a stochastic process expressed in the PEPA language to have a product form stationary distribution,[1] (assuming that the process is stationary[2][1]). Jackson's theorem is shown to be a special case of RCAT.[1] The extended reversed compound agent theorem (ERCAT) provides more general sufficient conditions for a product form stationary distribution, from which a short proof of the BCMP theorem follows.[3]
The theorem identifies a reversed process using Kelly's lemma, from which the stationary distribution can be computed.[1]
References
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External links
- RCAT: From PEPA to Product form a short introduction to RCAT
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