Analyticity of Poisson-driven stochastic systems

DOI10.2307/1427478zbMATH Open0757.60045OpenAlexW2327330955MaRDI QIDQ4014075FDOQ4014075

Authors: Michael A. Zazanis 

Publication date: 4 October 1992

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

Full work available at URL: https://doi.org/10.2307/1427478

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zbMATH Keywords

Poisson processqueueing systemsanalytic functionabsolutely monotonic functions

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Queueing theory (aspects of probability theory) (60K25)

Cited In (9)

• Differentiability of functionals of Poisson processes via coupling. With applications to queueing theory
• Taylor-series expansion for multivariate characteristics of classical risk processes
• Analyticity of single-server queues in light traffic
• Analysis of a drift-diffusion-Schrödinger-Poisson model
• Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications
• Taylor series expansions for Poisson-driven (max,+)-linear systems
• Factorial moment espansion for stochastic systems
• Taylor series expansions for stationary Markov chains
• On the three-queue priority polling system with threshold service policy

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