Analyticity of Poisson-driven stochastic systems

DOI10.2307/1427478MaRDI QIDQ4014075zbMATHOpenAlexFDO

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

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)

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Cited in

(9)

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

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