Virtual customers in sensitivity and light traffic analysis via Campbell's formula for point processes

DOI10.2307/1427503zbMATH Open0787.60057OpenAlexW2323246845MaRDI QIDQ5286074FDOQ5286074

Authors: Francois Baccelli, Pierre Brémaud 

Publication date: 29 June 1993

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

Full work available at URL: https://hal.inria.fr/inria-00075265/file/RR-1294.pdf

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zbMATH Keywords

renewal processsensitivity analysislight trafficstationary point processes

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)

Cited In (8)

• Perturbation analysis of functionals of random measures
• A perturbation analysis approach to phantom estimators for waiting times in the \(G/G/1\) queue
• RPA pathwise derivative estimation of ruin probabilities
• 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
• A note on expansion for functionals of spatial marked point processes
• Light traffic approximations in general stationary single-server queues

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