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Virtual customers in sensitivity and light traffic analysis via Campbell’s formula for point processes. (English) Zbl 0787.60057
This paper provides the theoretical basis of the so-called virtual customer method or positive rare perturbation method of sensitivity analysis. Further, a short proof of a light traffic derivative result due to Reiman and Simon is given by using the machinery of Palm probabilities of stationary point processes (Campbell’s formula). This extends earlier results obtained under the assumption that the flow of customers forms a Poisson or renewal process.

MSC:
60G55 Point processes (e.g., Poisson, Cox, Hawkes processes)
68M20 Performance evaluation, queueing, and scheduling in the context of computer systems
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