Detailed Information

Cited 0 time in webofscience Cited 0 time in scopus
Metadata Downloads

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

Authors
Kim, BaraKim, Jeongsim
Issue Date
3월-2018
Publisher
ELSEVIER SCIENCE BV
Keywords
Impatient customers; Loss probability; Girsanov-type change of measure
Citation
STATISTICS & PROBABILITY LETTERS, v.134, pp.54 - 62
Indexed
SCIE
SCOPUS
Journal Title
STATISTICS & PROBABILITY LETTERS
Volume
134
Start Page
54
End Page
62
URI
https://scholar.korea.ac.kr/handle/2021.sw.korea/76808
DOI
10.1016/j.spl.2017.10.007
ISSN
0167-7152
Abstract
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.
Files in This Item
There are no files associated with this item.
Appears in
Collections
College of Science > Department of Mathematics > 1. Journal Articles

qrcode

Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.

Related Researcher

Researcher Kim, Ba ra photo

Kim, Ba ra
이과대학 (수학과)
Read more

Altmetrics

Total Views & Downloads

BROWSE