ISSN:
1573-7594
Keywords:
sensitivity analysis
;
perturbation analysis
;
point processes
;
Palm distributions
;
level-crossing analysis
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract We give stationary estimates for the derivative of the expectation of a nonsmooth function of bounded variationf of the workload in a G/G/1/∞ queue, with respect to a parameter influencing the distribution of the input process. For this, we use an idea of Konstantopoulos and Zazanis [1992] based on the Palm inversion formula, however avoiding a limiting argument by performing the level-crossing analysis thereof globally, via Fubini's theorem. This method of proof allows to treat the case where the workload distribution has a mass at discontinuities off and where the formula of Konstantopoulos and Zazanis [1992] has to be modified. The case where the parameter is the speed of service or/and the time scale factor of the input process is also treated using the same approach.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01439159
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