Library

X
feed icon rss

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
  • 1
    Electronic Resource
    Electronic Resource
    Stationary IPA estimates for nonsmooth G/G/1/∞ functionals via palm inversion and level-crossing analysis (1993)
    Springer
    Discrete event dynamic systems 3 (1993), S. 347-374 
    Details
    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
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 2
    Electronic Resource
    Electronic Resource
    Imbedded construction of stationary sequences and point processes with a random memory (1994)
    Springer
    Queueing systems 17 (1994), S. 213-234 
    Details
    ISSN: 1572-9443
    Keywords: Point processes ; stochastic intensity kernels ; (A,m)-processes ; asymptotic stationarity ; coupling
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract We show convergence in variation to a unique stationary state for a class of point processes (respectively, stochastic sequences) with stochastic intensity kernels (respectively, transition probabilities) including the (A,m)-processes of Lindvall [12]. This is done under two basic conditions: first, the random memory of the processes considered is consistent or non-reusable (that is, past information not used at a given time cannot be recalled at a later time) and secondly, the kernels have a deterministic fixed component for which the memory is almost surely finite.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01158695
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 3
    Electronic Resource
    Electronic Resource
    On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method (1992)
    Springer
    Queueing systems 10 (1992), S. 249-269 
    Details
    ISSN: 1572-9443
    Keywords: Sensitivity analysis ; queues ; point processes ; perturbation analysis ; likelihood ratios ; routing
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract The Rare Perturbation Analysis (RPA) method is presented using two approaches: a direct one and an indirect one via a pathwise interpretation of the Likelihood Ratio Method (LRM). These two approaches give a new point of view for the Smoothed Perturbation Analysis (SPA) discussed in Gong [4] and extend the validity of the formulas therein, in particular to the estimation of derivatives of quantities that can be computed over a busy cycle. A heuristic comparison with LRM is given and simulation results are presented to compare the performance of LRM, RPA, and a finite difference RPA in a simple system.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01159209
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
Close ⊗
This website uses cookies and the analysis tool Matomo. More information can be found here...