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Differentiability of functionals of Poisson processes via coupling. With applications to queueing theory - MaRDI portal

Differentiability of functionals of Poisson processes via coupling. With applications to queueing theory (Q1593639)

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scientific article; zbMATH DE number 1554317
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Differentiability of functionals of Poisson processes via coupling. With applications to queueing theory
scientific article; zbMATH DE number 1554317

    Statements

    Differentiability of functionals of Poisson processes via coupling. With applications to queueing theory (English)
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    17 January 2001
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    queueing theory
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    admissibility
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    factorial moment measures
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    Radon-Nikodym derivatives
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    perturbation analysis
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