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A Swiss Army formula of Palm calculus

Part of: Special processes Stochastic processes

Published online by Cambridge University Press:  14 July 2016

P. Brémaud
P. Brémaud*
Affiliation:
Laboratoire des Signaux et Systèmes, CNRS
*
∗ Postal address: Laboratoire des Signaux et Systèmes, CNRS–ESE, Plateau de Moulon, 91190 Gif-sur-Yvette, France.
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Abstract

We obtain a single formula which, when its components are adequately chosen, transforms itself into the main formulas of the Palm theory of point processes: Little's L = λW formula [10], Brumelle's H = λG formula [5], Neveu's exchange formula [14], Palm inversion formula and Miyazawa's rate conservation law [12]. It also contains various extensions of the above formulas and some new ones.

Keywords

POINT PROCESSESQUEUEING PROCESSESPALM DISTRIBUTIONSL = λWH = λGRATE CONSERVATION LAWINVERSION FORMULANEVEU'S EXCHANGE FORMULA

MSC classification

Primary: 60G55: Point processes
Secondary: 60K25: Queueing theory
Type
Research Papers
Information
Journal of Applied Probability , Volume 30 , Issue 1 , March 1993 , pp. 40 - 51
Copyright
Copyright © Applied Probability Trust 1993 

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References

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