Reversed compound agent theorem

Reversed compound agent theorem "Rcat" reindirizza qui. For the usage of redirect categories on Wikipedia, see WP:RCAT.

Nella teoria delle probabilità, the reversed compound agent theorem (RCAT) is a set of sufficient conditions for a stochastic process expressed in any formalism 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] Riferimenti ^ Salta su: 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. ^ Harrison, P. G. (2006). "Process Algebraic Non-product-forms" (PDF). Electronic Notes in Theoretical Computer Science. 151 (3): 61–06. doi:10.1016/j.entcs.2006.03.012. ^ Harrison, P. G. (2004). "Reversed processes, product forms and a non-product form". Algebra lineare e sue applicazioni. 386: 359–381. doi:10.1016/j.laa.2004.02.020. ^ Hillston, J. (2005). "Process Algebras for Quantitative Analysis" (PDF). 20th Annual IEEE Symposium on Logic in Computer Science (LICS' 05). pp. 239–248. doi:10.1109/LICS.2005.35. ISBN 0-7695-2266-1. External links RCAT: From PEPA to Product form a short introduction to RCAT This probability-related article is a stub. Puoi aiutare Wikipedia espandendolo.

Categorie: Probability theoremsProbability stubs