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.
Original language | English |
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Pages (from-to) | 54-62 |
Number of pages | 9 |
Journal | Statistics and Probability Letters |
Volume | 134 |
DOIs | |
Publication status | Published - 2018 Mar |
Keywords
- Girsanov-type change of measure
- Impatient customers
- Loss probability
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty