## Stationary Random Processes Associated with Point ProcessesIn this set of notes we study a notion of a random process assoc- ted with a point process. The presented theory was inSpired by q- ueing problems. However it seems to be of interest in other branches of applied probability, as for example reliability or dam theory. Using developed tools, we work out known, aswell as new results from queueing or dam theory. Particularly queues which cannot be treated by standard techniques serve as illustrations of the theory. In Chapter 1 the preliminaries are given. We acquaint the reader with the main ideas of these notes, introduce some useful notations, concepts and abbreviations. He also recall basic facts from ergodic theory, an important mathematical tool employed in these notes. Finally some basic notions from queues are reviewed. Chapter 2 deals with discrete time theory. It serves two purposes. The first one is to let the reader get acquainted with the main lines of the theory needed in continuous time without being bothered by tech nical details. However the discrete time theory also seems to be of interest itself. There are examples which have no counte~ in continuous time. Chapter 3 deals with continuous time theory. It also contains many basic results from queueing or dam theory. Three applications of the continuous time theory are given in Chapter 4. We show how to use the theory in order to get some useful bounds for the stationary distribution of a random process. |

### What people are saying - Write a review

We haven't found any reviews in the usual places.

### Other editions - View all

### Common terms and phrases

A,SA,Pr actual waiting applied arrival associated assume assumption bounded busy called chapter Clearly completes the proof component condition consecutive Consider continuous Corollary defined Definition demonstrate Denote discipline entry equal equation ergodic Example exists exit fact Fe BF FIFO queue finite fixed follows formula function give given Hence holds i-th identical independent input instants introduced invariant Lemma Loynes mapping mark mean measurable metrically-transitive Moreover namely notes Notice obtain Palm distribution Palm version point process probability problem proof Proposition prove queue size process random process Recall respect to marks Rolski second type relation sequence shift transformations single server solution stable stationary d.f. stationary distribution stationary sequence stochastic kernel suppose Theorem theory values virtual waiting yields zero