Improved Approximations for the Erlang Loss Model

Stochastic loss networks are often a very effective model for studying the random dynamics of systems requiring simultaneous resource possession. Given a stochastic network and a multi-class customer workload, the classical Erlang model renders the stationary probability that a customer will be lost due to insufficient capacity for at least one required resource type. Recently a novel family of slice methods has been proposed by Jung et al to approximate the stationary loss probabilities in the Erlang model, and has been shown to provide better performance than the classical Erlang fixed point approximation in many regimes of interest. In this paper, we propose some new methods for loss probability calculation. We propose a refinement of the 3-point slice method of Jung et al which exhibits improved accuracy especially when heavily loaded networks are considered, at comparable computational cost. Next we exploit the structure of the stationary distribution to propose randomized algorithms to approximate both the stationary distribution and the loss probabilities. Whereas our refined slice method is exact in a certain scaling regime and is therefore ideally suited to the asymptotic analysis of large networks, the latter algorithms borrow from volume computation methods for convex polytopes to provide approximations for the unscaled network with error bounds as a function of the computational costs.

By: J. Anselmi; Y. Lu; M. Sharma; M. S. Squillante

Published in: RC24807 in 2009


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