Complementary generating functions for the MX/GI/1/k and GI/My/1/K queues and their application to the comparison of loss probabilities

Abstract

A direct proof is presented for the fact that the stationary system queue length distribution just after the service completion epochs in the Mx/GI/1/k queue is given by the truncation of a measure on Z+ = {0, 1, ·· ·}. The related truncation formulas are well known for the case of the traffic intensity ρ < 1 and for the virtual waiting time process in M/GI/1 with a limited waiting time (Cohen (1982) and Takács (1974)). By the duality of GI/MY/1/k to Mx/GI/1/k + 1, we get a similar result for the system queue length distribution just before the arrival of a customer in GI/MY/1/k. We apply those results to prove that the loss probabilities of Mx/GI/1/k and GI/MY/1/k are increasing for the convex order of the service time and interarrival time distributions, respectively, if their means are fixed.