Virtual customers in sensitivity and light traffic analysis via Campbell's formula for point processes

DOI10.2307/1427503zbMath0787.60057OpenAlexW2323246845MaRDI QIDQ5286074

Pierre Brémaud, François Baccelli

Publication date: 29 June 1993

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

Full work available at URL: https://hal.inria.fr/inria-00075265/file/RR-1294.pdf

zbMATH Keywords

sensitivity analysisrenewal processlight trafficstationary point processes

Mathematics Subject Classification ID

Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (7)

Factorial moment espansion for stochastic systems ⋮ Taylor series expansions for Poisson-driven (max,+)-linear systems ⋮ A note on expansion for functionals of spatial marked point processes ⋮ Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications ⋮ A perturbation analysis approach to phantom estimators for waiting times in the \(G/G/1\) queue ⋮ RPA pathwise derivative estimation of ruin probabilities ⋮ Light traffic approximations in general stationary single-server queues

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