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

Bara Kim and Jeongsim Kim

Statistics & Probability Letters, 2018, vol. 134, issue C, 54-62

Abstract: We consider a batch arrival MX∕G∕1 queue with impatient customers. The loss probability is expressed in terms of the stationary waiting time distribution for the standard MX∕G∕1 queue with no impatience. But this expression is only applicable when the offered load ρ is less than 1. We give a formula for the loss probability applicable for any values of ρ>0, by proving that the loss probability is analytic in ρ on (0,∞) through a Girsanov-type change of measure.

Keywords: Impatient customers; Loss probability; Girsanov-type change of measure (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1016/j.spl.2017.10.007

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