Conditional PASTA

  • Authors:
  • Erik A Van Doorn;G. J. K Regterschot

  • Affiliations:
  • Faculty of Applied Mathematics, University of Twente, P.O. Box 217, 7500 AE Enschede, The Netherlands;Faculty of Industrial Engineering, Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven, The Netherlands

  • Venue:
  • Operations Research Letters
  • Year:
  • 1988

Quantified Score

Hi-index 0.00

Visualization

Abstract

Let Y be a stochastic process representing the state of a system and N a doubly stochastic Poisson process whose intensity varies with the state of a random environment represented by a stochastic process X. In this context a generalization of ''Pasta'' (Poisson Arrivals See Time Averages) is shown to be valid. Various applications of the result are given.