A computational algorithm for the loss probability in the M/G/1+PH queue. Issue 1 (2nd January 2017)

• Record Type: Journal Article
• Authors: Inoue, Yoshiaki; Takine, Tetsuya
• Is Part Of: Stochastic models. Volume 33:Issue 1(2017)
• Page Start: 116
• Page End: 148
• Publication Date: 2017-01-02
• Subjects: Error bound -- impatient customers -- loss probability -- M/G/1 queue -- phase-type impatience times; 60K25 (queueing theory); Stochastic processes -- Periodicals; Probabilities -- Periodicals; 519.2
• DOI: 10.1080/15326349.2016.1219955
• Languages: English
• ISSNs: 1532-6349

Abstract

ABSTRACT: This article develops a computational algorithm for the loss probability in the stationary M/G/1 queue with impatient customers whose impatience times follow a phase-type distribution (M/G/1+PH). The algorithm outputs the loss probability, along with an upper-bound of its numerical error due to truncation, and it is readily applicable to the M/D/1+PH, M/PH/1+PH, and M/Pareto/1+PH queues.