Skip to main content

Abstract

This chapter addresses \({M}^{X}/G/1/n\) queues, i.e., single server batch Markovian arrival queues with finite customer waiting space of size n. Taking profit of the Markov regenerative structure of these systems, we develop an efficient recursive procedure to compute the probability mass function of the number of losses in busy-periods starting with an arbitrary number of customers in the system. The derived computational procedure is easy to implement and leads to a fast numerical computation of the loss probabilities. To illustrate the effectiveness of the procedure, loss probabilities are computed for a wide variety of queues, with different capacities, batch size distributions, and arrival and service parameters.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Abramov, V.M.: On a property of a refusals stream. J. Appl. Probab. 34, 800–805 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  2. Chaudhry, M.L., Templeton, J.G.C.: A First Course in Bulk Queues. Wiley, New York (1983)

    MATH  Google Scholar 

  3. Çinlar, E.: Introduction to Stochastic Processes. Prentice-Hall, Englewood Cliffs (1975)

    MATH  Google Scholar 

  4. Crovella, M.E., Taqqu, M.S., Bestavros, A.: Heavy-tailed probability distributions in the world wide web. In: A Practical Guide to Heavy Tails: Statistical Techniques and Applications, pp. 3–25. Birkhauser, Boston (1998)

    Google Scholar 

  5. Kulkarni, V.G.: Modeling and Analysis of Stochastic Systems. Chapman & Hall, London (1995)

    MATH  Google Scholar 

  6. Medhi, J.: Stochastic Models in Queueing Theory. Academic, Amsterdam (2003)

    MATH  Google Scholar 

  7. Miyazawa, M.: Complementary generating function for the \({M}^{X}/GI/1/k\) and \(GI/{M}^{Y }/1/k\) queues and their application to the comparison for loss probabilities. J. Appl. Probab. 27, 684–692 (1990)

    Article  MathSciNet  MATH  Google Scholar 

  8. Pacheco, A., Ribeiro, H.: Consecutive customer loss probabilities in \(M/G/1/n\) and \(GI/M(m)//n\) systems. In: Proceedings of Workshop on Tools for Solving Structured Markov Chains, Pisa, Italy, 10 Oct 2006

    Google Scholar 

  9. Pacheco, A., Ribeiro, H.: Consecutive customer losses in regular and oscillating \({M}^{X}/G/1/n\) systems. Queueing Syst. Theor. Appl. 58(2), 121–136 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  10. Pacheco, A., Ribeiro, H.: Moments of the duration of busy periods of \({M}^{X}/G/1/n\) systems. Probab. Eng. Inform. Sci. 22, 347–354 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  11. Peköz, E.A.: On the number of refusals in a busy period. Probab. Eng. Inform. Sci. 13(1), 71–74 (1999)

    Article  MATH  Google Scholar 

  12. Peköz, E.A., Righter, R., Xia, C.H.: Characterizing losses during busy periods in finite buffer systems. J. Appl. Probab. 40(1), 242–249 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  13. Righter, R.: A note on losses in \(M/GI/1/n\) queues. J. Appl. Probab. 36(4), 1240–1243 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  14. Willinger, W., Paxson, V., Taqqu, M.S.: Self-similarity and heavy tails: structural modeling of network traffic. In: A Practical Guide to Heavy Tails, pp. 27–51. Birkhauser, Boston (1998)

    Google Scholar 

  15. Willmot, G.E.: On recursive evaluation of mixed-Poisson probabilities and related quantities. Scand. Actuar. J. 2, 114–133 (1993)

    MathSciNet  Google Scholar 

  16. Wolff, R.W.: Losses per cycle in a single-server queue. J. Appl. Probab. 39(4), 905–909 (2002)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgments

The authors thank the support of the Portuguese Government through FCT (Fundação para a Ciência e a Tecnologia) under the projects Pest-OE/MAT/UI0822/2011, PEst-OE/MAT/UI4080/2011, and PTDC/EIA-EIA/115988/2009.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Fátima Ferreira .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2013 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Ferreira, F., Pacheco, A., Ribeiro, H. (2013). Distribution of the Number of Losses in Busy-Periods of \({M}^{X}/G/1/n\) Systems. In: Lita da Silva, J., Caeiro, F., Natário, I., Braumann, C. (eds) Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications. Studies in Theoretical and Applied Statistics(). Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-34904-1_17

Download citation

Publish with us

Policies and ethics