Extension of the loss probability formula to an overloaded queue with impatient customers

被引：1

作者：

Kim, Bara ^{[1
]}

Kim, Jeongsim ^{[2
]}

机构：

[1] Korea Univ, Dept Math, 145 Anam Ro, Seoul 02841, South Korea

[2] Chungbuk Natl Univ, Dept Math Educ, 1 Chungdae Ro, Cheongju 28644, Chungbuk, South Korea

来源：

STATISTICS & PROBABILITY LETTERS | 2018年 / 134卷

基金：

新加坡国家研究基金会;

关键词：

Impatient customers; Loss probability; Girsanov-type change of measure;

D O I：

10.1016/j.spl.2017.10.007

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider a batch arrival M-X/G/1 queue with impatient customers. The loss probability is expressed in terms of the stationary waiting time distribution for the standard M-X/G/1 queue with no impatience. But this expression is only applicable when the offered load rho is less than 1. We give a formula for the loss probability applicable for any values of rho > 0, by proving that the loss probability is analytic in rho on (0, infinity) through a Girsanov-type change of measure. (C) 2017 Elsevier B.V. All rights reserved.

引用

页码：54 / 62

页数：9

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