Stochastic inequalities for single-server loss queueing systems

Details Stochastic inequalities for single-server loss queueing systems Stochastic inequalities for single-server loss queueing systems

2005-05-04

arxiv.org/abs/math/0505068v5

Stochastic Analysis and Applications, 24 (2006) 1205-1221

Mathematics

Probability

17 pages, 11pt To appear in Stochastic Analysis and Applications

Scientific paper

10.1080/07362990600958994

The present paper provides some new stochastic inequalities for the characteristics of the $M/GI/1/n$ and $GI/M/1/n$ loss queueing systems. These stochastic inequalities are based on substantially deepen up- and down-crossings analysis, and they are stronger than the known stochastic inequalities obtained earlier. Specifically, for a class of $GI/M/1/n$ queueing system, two-side stochastic inequalities are obtained.

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