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Reversed compound agent theorem
In
probability theory
, the
reversed
compound
agent
theorem
is a set of
sufficient
conditions
for a
stochastic process
expressed
in any
formalism
to have a
product form stationary distribution
. 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.