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 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]
Notes
[edit]- ^ 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". Electronic Notes in Theoretical Computer Science. 151 (3): 61–76. doi:10.1016/j.entcs.2006.03.012.
- ^ Harrison, P. G. (2004). "Reversed processes, product forms and a non-product form". Linear Algebra and Its Applications. 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. S2CID 1236394.
Further reading
[edit]- Bradley, Jeremy T. (28 February 2008). RCAT: From PEPA to product form (PDF) (Technical report DTR07-2). Imperial College Department of Computing. A short introduction to RCAT.
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