Regenerative derivatives of regenerative sequences

DOI10.2307/1427499zbMATH Open0767.60093OpenAlexW2057426799MaRDI QIDQ5286070FDOQ5286070

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

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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)

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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