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On the convexity of loss probabilities

Published online by Cambridge University Press:  14 July 2016

Ronald W. Wolff*
Affiliation:
University of California, Berkeley
Chia-Li Wang*
Affiliation:
National Dong Hwa University
*
Postal address: Department of Industrial Engineering and Operations Research, University of California, Berkeley, CA 94720, USA. Email address: [email protected]
∗∗ Postal address: Department of Applied Mathematics, National Dong Hwa University, Hualien, Taiwan, ROC.

Abstract

For the M/G/c loss system, it is well known that Erlang's loss probability is convex in the number of servers. We extend this result firstly to renewal arrivals and exponential service, then to regenerative arrivals and exponential service, and finally to an arbitrary arrival process with i.i.d. service times that are independent of the arrival process.

MSC classification

Type
Short Communications
Copyright
Copyright © Applied Probability Trust 2002 

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