Stochastic inequalities for single-server loss queueing systems

Abstract

The present paper provides some new stochastic inequalities for the characteristics of the $M/GI/1/n$ and $GI/M/1/n$ loss queueing systems. These stochastic inequalities are based on substantially deepen up- and down-crossings analysis, and they are stronger than the known stochastic inequalities obtained earlier. Specifically, for a class of $GI/M/1/n$ queueing system, two-side stochastic inequalities are obtained.Comment: 17 pages, 11pt To appear in Stochastic Analysis and Application