Р.С. Горичева, Е.В. Морозов.
Регенеративное моделирование вероятности потери в системах обслуживания с конечным буфером
// Труды КарНЦ РАН. No 3. Сер. Математическое моделирование и информационные технологии. Вып. 1. 2010. C. 20-29
R.S. Goricheva, E.V. Morozov. Regenerative simulation of loss probability in queueing systems with finite buffer // Transactions of Karelian Research Centre of Russian Academy of Science. No 3. Mathematical Modeling and Information Technologies. 2010. Pp. 20-29
Keywords: queuing loss systems, finite buffer, regeneration, Erlang formula, loss probability, Pareto distribution, confidence estimation
In the paper we consider the problem of modeling and statistical estimation of the overflow (loss) probability in queueing systems with finite buffer. Both known analytical results and a new asymptotic for loss probability under increasing buffer size are given. The main focus is on construction of point and interval estimates of the loss probability using regenerative simulation. Some numerical examples are given. The research is supported by RFBR, project 10-07-00017.
