Loss rate asymptotics in a GI/G/1 queue with finite buffer
Author
Summary, in English
We consider the stationary loss rate l(K) of a GI/G/1 queue with finite buffer of size K. Let X-n = U-n - T-n, n >= 1 where U-n is the service time, T-n is the interarrival time and let rho be the traffic intensity. We derive sharp asymptotics for the loss rate as K -> infinity, in the cases (i): rho > 1, and (ii): rho < 1 and X-n non-lattice with light tails. We also look at another reflection, related to Moran's dam model. As an example, we look at the PH/PH/1 case, where we show how to compute the asymptotic loss rate as well as the exact one and illustrate our results numerically.
Department/s
Publishing year
2005
Language
English
Pages
913-931
Publication/Series
Stochastic Models
Volume
21
Issue
4
Document type
Journal article
Publisher
Taylor & Francis
Topic
- Probability Theory and Statistics
Keywords
- random walk
- phase-type distribution
- Lundberg's inequality
- Lundberg equation
- asymptotics
- Cramer-Lundberg approximation
- stationary loss rate
- reflection
Status
Published
ISBN/ISSN/Other
- ISSN: 1532-6349