Title of article
Differentiability of functionals of Poisson processes via coupling with applications to queueing theory
Author/Authors
Baccelli، نويسنده , , François and Hasenfuss، نويسنده , , Sven and Schmidt، نويسنده , , Volker، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
23
From page
299
To page
321
Abstract
We give some probabilistic conditions based on coupling for a functional of a Poisson point process to be differentiable in the intensity λ of this process in a neighborhood of the origin. These conditions are exemplified on various queueing theory problems, and compared with other conditions of the literature.
Keywords
Queueing Theory , Admissibility , Radon–Nikodym derivatives , Factorial moment measures , Perturbation analysis
Journal title
Stochastic Processes and their Applications
Serial Year
1999
Journal title
Stochastic Processes and their Applications
Record number
1576445
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