One-dimensional loss networks and conditioned M/G/infinity queues

Citation
Pa. Ferrari et Nl. Garcia, One-dimensional loss networks and conditioned M/G/infinity queues, J APPL PROB, 35(4), 1998, pp. 963-975
Citations number
15
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF APPLIED PROBABILITY
ISSN journal
00219002 → ACNP
Volume
35
Issue
4
Year of publication
1998
Pages
963 - 975
Database
ISI
SICI code
0021-9002(199812)35:4<963:OLNACM>2.0.ZU;2-U
Abstract
We study one-dimensional continuous loss networks with length distribution G and cable capacity C. We prove that the unique stationary distribution et a(L) of the network for which the restriction on the number of calls to be less than C is imposed only in the segment [-L, L] is the same as the distr ibution of a stationary M/G/infinity queue conditioned to be less than C in the time interval [-L, L]. For distributions G which are of phase type (= absorbing times of finite state Markov processes) we show that the limit as L --> infinity of eta(L) exists and is unique. The limiting distribution t urns out to be invariant for the infinite loss network. This was conjecture d by Kelly (1991).