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

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.

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Year of publication:	1999
Authors:	Baccelli, François ; Hasenfuss, Sven ; Schmidt, Volker
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 81.1999, 2, p. 299-321
Publisher:	Elsevier
Keywords:	Queueing theory Admissibility Factorial moment measures Radon-Nikodym derivatives Perturbation analysis

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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