Differentiability of functionals of Poisson processes via coupling - With applications to queueing theory

Authors
Baccelli, F Hasenfuss, S Schmidt, V
Citation
F. Baccelli et al., Differentiability of functionals of Poisson processes via coupling - With applications to queueing theory, STOCH PR AP, 81(2), 1999, pp. 299-321
Citations number
15
Categorie Soggetti
Mathematics
Journal title
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
ISSN journal
03044149 → ACNP
Volume
81
Issue
2
Year of publication
1999
Pages
299 - 321
Database
ISI
SICI code
0304-4149(19990601)81:2<299:DOFOPP>2.0.ZU;2-W
Abstract
We give some probabilistic conditions based on coupling for a functional of a Poisson point process to be differentiable in the intensity lambda of th is process in a neighborhood of the origin. These conditions are exemplifie d on various queueing theory problems, and compared with other conditions o f the literature. (C) 1999 Elsevier Science B.V. All rights reserved.