Loss systems in a random environment: steady state analysis


We consider a single server system with infinite waiting room in a random environment. The service system and the environment interact in both directions. Whenever the environment enters a specific subset of its state space the service process is completely blocked: Service is interrupted and newly arriving customers are lost. We prove an if-and-only-if-condition for a product form steady state distribution of the joint queueing-environment process. A consequence is a strong insensitivity property for such systems. We discuss several applications, e.g. from inventory theory and reliability theory, and show that our result extends and generalizes easily several theorems found in the literature, e.g. of queueing-inventory processes. We investigate further classical loss systems, where due to finite waiting room loss of customers occurs. In connection with loss of customers due to blocking by the environment and service interruptions new phenomena arise.

DOI: 10.1007/s11134-014-9426-6

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@article{Krenzler2015LossSI, title={Loss systems in a random environment: steady state analysis}, author={Ruslan K. Krenzler and Hans Daduna}, journal={Queueing Syst.}, year={2015}, volume={80}, pages={127-153} }