Bounds for the loss probabilities of large loss queueing systems
The aim of this paper is to establish the bounds for the least root of the functional equation , where is the Laplace-Stieltjes transform of an unknown probability distribution function of a positive random variable having the first two moments and , and is a positive parameter satisfying the condition . The additional information characterizing is an empirical probability distribution function , and it is assumed that the distance in the uniform (Kolmogorov) metric between and is not greater than . The obtained bounds for the positive least root of the functional equation are then used to find the asymptotic bounds for the loss probabilities in certain queueing systems with a large number of waiting places, when only an empirical probability distribution function of an interarrival or service time is known, as well as to study the continuity of the loss probabilities in M/M/1/ queueing systems when is large.
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