Skip to Main content Skip to Navigation
Journal articles

Stationary IPA Estimates for Non-Smooth G/G/1/∞ Functionals via Palm Inversion and Level-Crossing Analysis.

Abstract : We give stationary estimates for the derivative of the expectation of a non-smooth function of bounded variation f of the workload in a G/G/1/∞ queue, with respect to a parameter influencing the distribu- tion of the input process. For this, we use an idea of Konstantopoulos and Zazanis 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 of f and where the formula 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.
Document type :
Journal articles
Complete list of metadata

https://hal.inria.fr/hal-00717364
Contributor : Jean-Marc Lasgouttes <>
Submitted on : Friday, July 13, 2012 - 12:37:41 PM
Last modification on : Thursday, June 17, 2021 - 3:47:41 AM
Long-term archiving on: : Thursday, December 15, 2016 - 11:12:52 PM

Files

IPA_stat.pdf
Files produced by the author(s)

Identifiers

Collections

Citation

Pierre Bremaud, Jean-Marc Lasgouttes. Stationary IPA Estimates for Non-Smooth G/G/1/∞ Functionals via Palm Inversion and Level-Crossing Analysis.. Discrete Event Dynamic Systems, Springer Verlag, 1993, 3 (4), pp.347-374. ⟨10.1007/BF01439159⟩. ⟨hal-00717364⟩

Share

Metrics

Record views

569

Files downloads

538