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Poisson Arrivals See Time Averages

Ronald W. Wolff
Operations Research
Vol. 30, No. 2 (Mar. - Apr., 1982), pp. 223-231
Published by: INFORMS
Stable URL: http://www.jstor.org/stable/170165
Page Count: 9
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Poisson Arrivals See Time Averages
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Abstract

In many stochastic models, particularly in queueing theory, Poisson arrivals both observe (see) a stochastic process and interact with it. In particular cases and/or under restrictive assumptions it has been shown that the fraction of arrivals that see the process in some state is equal to the fraction of time the process is in that state. In this paper, we present a proof of this result under one basic assumption: the process being observed cannot anticipate the future jumps of the Poisson process.

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