Reversed compound agent theorem
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 (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
Further reading
- Bradley, Jeremy T. (28 February 2008). RCAT: From PEPA to product form (PDF) (Technical report DTR07-2). Imperial College Department of Computing. A short introduction to RCAT.