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Volumn 81, Issue 2, 1999, Pages 299-321

Differentiability of functionals of Poisson processes via coupling with applications to queueing theory

Author keywords

Admissibility; Factorial moment measures; Perturbation analysis; Queueing theory; Radon Nikodym derivatives

Indexed keywords


EID: 0033147732     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(98)00101-X     Document Type: Article
Times cited : (7)

References (15)
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    • Transient and stationary waiting times in (max,+)-linear systems with Poisson input
    • Baccelli F., Hasenfuss S., Schmidt V. Transient and stationary waiting times in (max,+)-linear systems with Poisson input. Queueing Systems. 26:1997;301-342.
    • (1997) Queueing Systems , vol.26 , pp. 301-342
    • Baccelli, F.1    Hasenfuss, S.2    Schmidt, V.3
  • 5
    • 0030538346 scopus 로고    scopus 로고
    • Taylor series expansions for Poisson driven (max,+)-linear systems
    • Baccelli F., Schmidt V. Taylor series expansions for Poisson driven (max,+)-linear systems. Ann. Appl. Probab. 6:1996;138-185.
    • (1996) Ann. Appl. Probab. , vol.6 , pp. 138-185
    • Baccelli, F.1    Schmidt, V.2
  • 6
    • 0000217867 scopus 로고
    • Factorial moment expansion for stochastic systems
    • Błaszczyszyn B. Factorial moment expansion for stochastic systems. Stochastic Process. Appl. 56:1995;321-335.
    • (1995) Stochastic Process. Appl. , vol.56 , pp. 321-335
    • Błaszczyszyn, B.1
  • 7
    • 0000767676 scopus 로고
    • Light-traffic approximations for Markov-modulated multi-server queues
    • Błaszczyszyn B., Frey A., Schmidt V. Light-traffic approximations for Markov-modulated multi-server queues. Stochastic Models. 11:1995;423-445.
    • (1995) Stochastic Models , vol.11 , pp. 423-445
    • Błaszczyszyn, B.1    Frey, A.2    Schmidt, V.3
  • 9
    • 0030547520 scopus 로고    scopus 로고
    • Expansions for Markov-modulated systems and approximations of ruin probability
    • Błaszczyszyn B., Rolski T. Expansions for Markov-modulated systems and approximations of ruin probability. J. Appl. Probab. 33:1996;57-70.
    • (1996) J. Appl. Probab. , vol.33 , pp. 57-70
    • Błaszczyszyn, B.1    Rolski, T.2
  • 11
    • 0003129184 scopus 로고
    • Open queueing systems in light traffic
    • Reiman M.I., Simon B. Open queueing systems in light traffic. Math. Oper. Res. 14:1989;26-59.
    • (1989) Math. Oper. Res. , vol.14 , pp. 26-59
    • Reiman, M.I.1    Simon, B.2
  • 13
    • 0032593260 scopus 로고    scopus 로고
    • Asymptotics of Palm-stationary buffer content distributions in fluid flow queues
    • in press
    • Rolski, T., Schlegel, S., Schmidt, V., 1999. Asymptotics of Palm-stationary buffer content distributions in fluid flow queues. Adv. Appl. Probab. 31, in press.
    • (1999) Adv. Appl. Probab. , vol.31
    • Rolski, T.1    Schlegel, S.2    Schmidt, V.3
  • 15
    • 0000676350 scopus 로고
    • Analyticity of Poisson-driven stochastic systems
    • Zazanis M.A. Analyticity of Poisson-driven stochastic systems. Adv. Appl. Probab. 24:1992;532-541.
    • (1992) Adv. Appl. Probab. , vol.24 , pp. 532-541
    • Zazanis, M.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.