Light traffic derivatives via likelihood ratios

DOI10.1109/18.30987MaRDI QIDQ3826344zbMATH OpenOpenAlexFDO

Authors Martin I. Reiman, Alan Weiss

Publication date 1989

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.30987

zbMATH Keywords

light trafficmoments of steady-state sojourn timesPoisson arrivalqueue lengthssteady-state behavior of open queueing systems

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

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Cited in

(11)

• Perturbation analysis and Malliavin calculus
• Ergodic and light traffic properties of a complex repairable system
• A network of priority queues in heavy traffic: One bottleneck station
• Analyticity of single-server queues in light traffic
• Light Traffic Limits of Sojourn Time Distributions in Markovian Queueing Networks
• Open Queueing Systems in Light Traffic
• A New Estimator of Sensitivity Measures for Simulations Based on Light Traffic Theory
• Calculating light traffic limits for sojourn times in open markovian queueing systems
• Light traffic approximations for regenerative queueing processes
• The Use of Derivatives for Optimizing Steady State Queues
• Fifty years of stochastic simulation: where we are and where we need to go

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