VIRTUAL CUSTOMERS IN SENSITIVITY AND LIGHT TRAFFIC ANALYSIS VIA CAMPBELL FORMULA FOR POINT-PROCESSES

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 = lambdaG formula associated with a stationary quantity of a queueing system.