Article ID Journal Published Year Pages File Type
1142133 Operations Research Letters 2016 6 Pages PDF
Abstract

The blocking probability of a finite-source bufferless queue is a fixed point of the Engset formula, for which we prove existence and uniqueness. Numerically, the literature suggests a fixed point iteration. We show that such an iteration can fail to converge and is dominated by a simple Newton’s method, for which we prove a global convergence result. The analysis yields a new Turán-type inequality involving hypergeometric functions, which is of independent interest.

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Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
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