Palm problems arising in BAR approach and its applications

We consider Palm distributions arising in a Markov process with time homogeneous transitions which is jointly stationary with multiple point processes. Motivated by a BAR approach studied in the recent paper (Braverman et al. in the BAR approach for multi-class queueing networks with SBP service policies, 2023), we are interested in two problems; when this Markov process inherits the same Markov structure under the Palm distributions, and how the state changes at counting instants of the point processes can be handled to derive stationary equations when there are simultaneous counts and each of them influences the state changes. We affirmatively answer the first problem, and propose a framework for resolving the second problem, which is applicable to a general stationary process, which is not needed to be Markov. We also discuss how those results can be applied in deriving BAR’s for the diffusion approximation of queueing models in heavy traffic. In particular, as their new application, the heavy traffic limit of the stationary distribution is derived for a single-server queue with a finite waiting room.