In the study of stochastic processes, Palm calculus, named after Swedish teletrafficist Conny Palm, is the study of the relationship between probabilities conditioned on a specified event and time-average probabilities.
, is a probability or expectation conditioned on a specified event occurring at time 0.
, which states that the time-average number of users (L) in a system is equal to the product of the rate (
An important example of the use of Palm probabilities is Feller's paradox, often associated with the analysis of an M/G/1 queue.
The latter is the Palm expectation of the former, conditioning on the event that a point occurs at the time of the observation.