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

François Baccelli, Sven Hasenfuss and Volker Schmidt

Stochastic Processes and their Applications, 1999, vol. 81, issue 2, 299-321

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 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; Factorial; moment; measures; Radon-Nikodym; derivatives; Perturbation; analysis (search for similar items in EconPapers)
Date: 1999
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