Stationary IPA estimates for nonsmooth \(G/G/1/\infty\) functionals via Palm inversion and level-crossing analysis
DOI10.1007/BF01439159zbMath0786.60114arXiv1207.3241OpenAlexW3098513372MaRDI QIDQ1314855
Pierre Brémaud, Jean-Marc Lasgouttes
Publication date: 26 April 1994
Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1207.3241
sensitivity analysispoint processesperturbation analysislevel- crossing analysisnonsmooth function of bounded variationPalm inversion formula
Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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