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

DOI10.2307/1427503MaRDI QIDQ5286074zbMATH OpenOpenAlexFDO

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

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)

Recommendations

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Cited in

(8)

• A perturbation analysis approach to phantom estimators for waiting times in the \(G/G/1\) queue
• A note on expansion for functionals of spatial marked point processes
• Factorial moment espansion for stochastic systems
• Light traffic approximations in general stationary single-server queues
• 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
• Perturbation analysis of functionals of random measures

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