Author:
Alfa Attahiru Sule,Rao T. S. S. Srinivasa
Abstract
In this article, we formalize the framework for the
supplementary variable technique in stochastic models.
Specifically, we show that the use of remaining or elapsed
times (or any metric) as supplementary variables leads
to the notion of forward or backward Chapman–Kolmogorov
equations, respectively. We further show that for a class
of queueing systems, using remaining time as the supplementary
variable makes analysis simpler.
Publisher
Cambridge University Press (CUP)
Subject
Industrial and Manufacturing Engineering,Management Science and Operations Research,Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
15 articles.
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