NONSTATIONARY LOSS QUEUES VIA CUMULANT MOMENT APPROXIMATIONS. Issue 1 (15th September 2014)

• Record Type: Journal Article
• Authors: Pender, Jamol
• Is Part Of: Probability in the engineering and informational sciences. Volume 29:Issue 1(2015)
• Page Start: 27
• Page End: 49
• Publication Date: 2014-09-15
• Subjects: Probabilities -- Periodicals; Engineering -- Statistical methods -- Periodicals; Information science -- Statistical methods -- Periodicals; 519.202462
• DOI: 10.1017/S0269964814000205
• Languages: English
• ISSNs: 0269-9648

Abstract

Abstract : In this paper, we provide a new technique for analyzing the nonstationary Erlang loss queueing model with abandonment. Our method uniquely combines the use of the functional Kolmogorov forward equations with the well-known Gram-Charlier series expansion from the statistics literature. Using the Gram-Charlier series expansion, we show that we can estimate salient performance measures of the loss queue such as the mean, variance, skewness, kurtosis, and blocking probability. Lastly, we provide numerical examples to illustrate the effectiveness of our approximations.