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 Harrison, P. G. (2003). "Turning back time in Markovian process algebra". Theoretical Computer Science. 290 (3): 1947–2013. doi:10.1016/S0304-3975(02)00375-4.
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External links
- RCAT: From PEPA to Product form a short introduction to RCAT
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