Regenerative derivatives of regenerative sequences

DOI10.2307/1427499MaRDI QIDQ5286070zbMATH OpenOpenAlexFDO

Authors 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

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

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Cited in

(4)

• A measure-valued differentiation approach to sensitivities of quantiles
• Sensitivity analysis for diffusion processes constrained to an orthant
• Perturbation analysis of waiting times in the G/G/1 queue
• Stationary waiting time derivatives

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