In
probability theory, the reversed compound agent theorem (RCAT) is a set of
sufficient conditions for a
stochastic process
In probability theory and related fields, a stochastic () or random process is a mathematical object usually defined as a family of random variables. Stochastic processes are widely used as mathematical models of systems and phenomena that appea ...
expressed in any formalism to have a
product form stationary distribution (assuming that the process is stationary
). The theorem shows that product form solutions in
Jackson's theorem,
the
BCMP theorem and
G-networks are based on the same fundamental mechanisms.
The theorem identifies a reversed process using
Kelly's lemma, from which the stationary distribution can be computed.
Notes
References
*
::A short introduction to RCAT.
Probability theorems
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