F. Ishizaki et T. Takine, Loss probability in a finite discrete-time queue in terms of the steady state distribution of an infinite queue, QUEUEING S, 31(3-4), 1999, pp. 317-326
We consider a discrete-time single-server queue with arrivals governed by a
stationary Markov chain, where no arrivals are assumed to occur only when
the Markov chain is in a particular state. This assumption implies that off
-periods in the arrival process are i.i.d. and geometrically distributed. F
or this queue, we establish the exact relationship between queue length dis
tributions in a finite-buffer queue and the corresponding infinite-buffer q
ueue. With the result, the exact loss probability is obtained in terms of t
he queue length distribution in the corresponding infinite-buffer queue. No
te that this result enables us to compute the loss probability very efficie
ntly, since the queue length distribution in the infinite-buffer queue can
be efficiently computed when off-periods are geometrically distributed.