Virtual customers in sensitivity and light traffic analysis via Campbell's formula for point processes
- 1 March 1993
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 25 (1) , 221-234
- https://doi.org/10.2307/1427503
Abstract
This article provides the theoretical basis of the virtual customer method or positive rare perturbation (RPA) method of sensitivity analysis, and in particular gives a short proof of the light traffic derivative result of Reiman and Simon [5] based on Campbell's formula. As a by-product, we obtain the archetypal H = λG formula associated with a stationary quantity of a queueing system.Keywords
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