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]). The theorem shows that product form solutions in Jackson's theorem,[1] the BCMP theorem[3] and G-networks are based on the same fundamental mechanisms.[4]
The theorem identifies a reversed process using Kelly's lemma, from which the stationary distribution can be computed.[1]
References
- ^ a b c d Attention: This template ({{cite doi}}) is deprecated. To cite the publication identified by doi:10.1016/S0304-3975(02)00375-4, please use {{cite journal}} (if it was published in a bona fide academic journal, otherwise {{cite report}} with
|doi=10.1016/S0304-3975(02)00375-4instead. - ^ Attention: This template ({{cite doi}}) is deprecated. To cite the publication identified by doi:10.1016/j.entcs.2006.03.012, please use {{cite journal}} (if it was published in a bona fide academic journal, otherwise {{cite report}} with
|doi=10.1016/j.entcs.2006.03.012instead. - ^ Attention: This template ({{cite doi}}) is deprecated. To cite the publication identified by doi:10.1016/j.laa.2004.02.020, please use {{cite journal}} (if it was published in a bona fide academic journal, otherwise {{cite report}} with
|doi=10.1016/j.laa.2004.02.020instead. - ^ Attention: This template ({{cite doi}}) is deprecated. To cite the publication identified by doi:10.1109/LICS.2005.35, please use {{cite journal}} (if it was published in a bona fide academic journal, otherwise {{cite report}} with
|doi=10.1109/LICS.2005.35instead.
External links
- RCAT: From PEPA to Product form a short introduction to RCAT
 | This probability-related article is a stub. You can help Wikipedia by expanding it. |