Regenerative derivatives of regenerative sequences

DOI10.2307/1427499zbMath0767.60093OpenAlexW2057426799MaRDI QIDQ5286070

Paul Glasserman

Publication date: 29 June 1993

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427499

zbMATH Keywords

couplingqueueing systemsregenerative processesHarris chainssteady-state mean

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Queueing theory (aspects of probability theory) (60K25) Probabilistic methods, stochastic differential equations (65C99)

Related Items (4)

Perturbation analysis of waiting times in the G/G/1 queue ⋮ Stationary waiting time derivatives ⋮ A Measure-Valued Differentiation Approach to Sensitivities of Quantiles ⋮ Sensitivity analysis for diffusion processes constrained to an orthant

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