Reversed compound agent theorem
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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
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Further reading
[edit | edit source]- Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value). A short introduction to RCAT.
