Baccelli, François; Hasenfuss, Sven; Schmidt, Volker - In: Stochastic Processes and their Applications 81 (1999) 2, pp. 299-321
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...