Loss Systems and Delay Systems 28883 0

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194 Telecommunication Switching and Networks

λ 0 λ 1 ...... λ k− 1
Consequently, P(k) = P(0), k = 1, 2, 3, ...... ...(8.46)
µ 1 µ 2 ...... µ k
The probability P(0) can be determined by the equation (8.44) as

L OP −1

P(0) = M1 + ∑

λ 0 λ 1 ...... λ k− 1
MN k= 1
µ 1 µ 2 ...... µ k PQ ...(8.47)

where the infinite series on the RHS is assumed to be convergent.


The equilibrium equation (8.43) can also be obtained from the state transition rate
diagram (with respect to k).
Flow rate into the state k = λk–1 P(k – 1) + µk+1 P(k + 1) and Flow rate out of the state
k = (λk + µk) P(k).
In equilibrium, these two rates must be equal
λk–1 P(k – 1) + µk+1 P(k + 1) = (λk + µk) P(k)
which is the same as 8.43. The equation (or solution) of equation (8.44) can be obtained by
considering the conservation of flow across a vertical plane (Boundary) separating the adjacent
states.
Flow rate into boundary = λk–1 P(k – 1)
and Flow rate out of boundary = µk P(k)
At equilibrium µk P(k) = λk–1 P(k – 1)
λ k − 1 P(k − 1)
P(k) =
µk
which is the same as 8.43.

8.4. LOSS SYSTEMS


The service of incoming calls depends on the number of lines. If number of lines equal to the
number of subscribers, there is no question of traffic analysis. But it is not only uneconomical
but not possible also. So, if the incoming calls finds all available lines busy, the call is said to be
blocked. The blocked calls can be handled in two ways.
The type of system by which a blocked call is simply refused and is lost is called loss
system. Most notably, traditional analog telephone systems simply block calls from entering
the system, if no line available. Modern telephone networks can statistically multiplex calls or
even packetize for lower blocking at the cost of delay. In the case of data networks, if dedicated
buffer and lines are not available, they block calls from entering the system.
In the second type of system, a blocked call remains in the system and waits for a free
line. This type of system is known as delay system. In this section loss system is described.
Delay system is discussed in the section 8.5.
These two types differs in network, way of obtaining solution for the problem and GOS.
For loss system, the GOS is probability of blocking. For delay system, GOS is the probability of
waiting.

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Traffic Engineering 195
Erlang determined the GOS of loss systems having N trunks, with offered traffic A,
with the following assumptions. (a) Pure chance traffic (b) Statistical equilibrium (c) Full
availablity and (d) Calls which encounter congestion are lost. The first two are explained in
previous section. A system with a collection of lines is said to be a fully-accessible system, if all
the lines are equally accessible to all in arriving calls. For example, the trunk lines for inter
office calls are fully accessible lines. The lost call assumption implies that any attempted call
which encounters congestion is immediately cleared from the system. In such a case, the user
may try again and it may cause more traffic during busy hour.
The Erlang loss system may be defined by the following specifications.
1. The arrival process of calls is assumed to be Poisson with a rate of λ calls per hour.
2. The holding times are assumed to be mutually independent and identically distrib-
uted random variables following an exponential distribution with 1/µ seconds.
3. Calls are served in the order of arrival.
There are three models of loss systems. They are :
1. Lost calls cleared (LCC)
2. Lost calls returned (LCR)
3. Lost calls held (LCH)
All the three models are described in this section.

8.4.1. Lost Calls Cleared (LCC) System


The LCC model assumes that, the subscriber who does not avail the service, hangs up the call,
and tries later. The next attempt is assumed as a new call. Hence, the call is said to be cleared.
This also referred as blocked calls lost assumption. The first person to account fully and
accurately for the effect of cleared calls in the calculation of blocking probabilities was A.K.
Erlang in 1917.
Consider the Erlang loss system with N fully accessible lines and exponential holding
times. The Erlang loss system can be modeled by birth and death process with birth and death
rate as follows.
RSλ, k = 0, 1, ...... N − 1
λk =
T0 k ≥ N ...(8.48)

=S
Rkµ, k = 0, 1, ...... N
µk
T0, k > N ...(8.49)

λ 0 λ 1 ...... λ k− 1
From 8.46, P(k) = P(0), k = 1, 2, 3
µ 1 µ 2 ...... µ k
Substituting equation (8.48 and 8.49) in the above equation, we get

1 λFG IJ k

P(k) =
k! µH K P(0), k = 1, 2, 3, ...... N ...(8.50)

From equation (8.4), the offered traffic is


λ
A=
µ

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196 Telecommunication Switching and Networks

Substituting in (8.50), we get


1
P(k) = (A)k P(0), k = 1, 2, 3, ...... N ...(8.51)
k!
The probability P(0) is determined by the normalization condition
N N
Ak
∑ P( k) = P (0) ∑ k!
=1
k=0 k=0

1
P(0) = N ...(8.52)
Ak
∑ k!
k=0

Substituting (8.52) in (8.51), we get


Ak / k!
P(k) = N ...(8.53)
Ak
∑ k!
k=0

The probability distribution is called the truncated Poisson distribution or Erlang’s


loss distribution. In particular when k = N, the probability of loss is given by
AN
P(N) = B(N, A) =
FA I
N
N! ∑ G
k
...(8.54)

H k ! JK
k=0

where A = λ/µ .
This result is variously referred to as Erlang’s formula of the first kind, the Erlangs-
B formula or Erlangs loss formula.
Equation 8.54 specifies the probability of blocking for a system with random arrivals
from an infinite source and arbitrary holding time ditributions. The Erlang B formula gives
the time congestion of the system and relates the probability of blocking to the offered traffic
and the number of trunk lines.
Values from B(N, A) obtained from equation 8.54, have been plotted against the offered
traffic ‘A’ erlangs for different values of the number of N lines in Fig. 8.6.
In design problems, it is necessary to find the number of trunk lines needed for a given
offered traffic and a specified grade of service. The offered load generated by a Poisson input
process with a rate λ calls per hour may be defined as

A= z
0

λt dH(t) = λh
where λt = average number of increasing calls at fixed time internal
...(8.55)

h = average holding time


The average number of occupied or busy trunks is defined as the carried load
N−1 ∞
A′ = ∑ k P ( k) + N ∑ P ( k) ...(8.56)
k=1 k= N

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Traffic Engineering 197
1
1
B 3
5

10 13 17
0.1
20

25

0.01 29

30

0.001
5 10 15 20
Erlengs

Fig. 8.6. Plot of B(N, A).


A′ = A [1 – B(N, A)] ...(8.57)
Thus, the carried load is the position of the offered load that is not lost from the system.
The carried load per line is known as the trunk occupancy. From 8.57,
A ′ A(1 − B)
ρ= = ...(8.58)
N N
The trunk occupancy ρ is a measure of the degree of utilization of a group of lines and is
sometimes called the utilization factor. Fig. 8.7 presents the output channel utilization for
variuos blocking probabilities and number of servers.
1.0

0.9
–1
0.8 0
P (Output channel utilization)

B =1
0.7 –2
0
0.6 =1 –3
B
0
0.5 =1 –5
B
0
0.4 =1 –7
0
B
=1
B
0.3

0.2

0.1

0
1 10 100 1000
N (Number of channels)

Fig. 8.7. Output channel utilization of LCC system.

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198 Telecommunication Switching and Networks

In designing a telephone system, it is necessary to ensure that the system will operate
satisfactorily under the moderate overload condition.
Example 8.6. Consider a trunk group with an offered load 4.5 erlangs and a blocking
probability of 0.01. If the offered traffic increased to 13 erlangs, to keep same blocking probability,
find the number of trunks needed. Also calculate the trunk occupancies.
Sol. Given data : A = 4.5, B = 0.01
From the Fig. 8.6 or from the Appendix B,
No. of trunks = 10
For the increase in load of 13 erlangs, from the figure 8.6
No. of trunks required = 21 for same B = 0.01 required
Hence B(10, 4.5) = B(20, 13) = 0.01
The trunk occupancies calculated as
A ′ A(1 − B(N , A))
ρ= =
N N
for N = 10, A = 4.5
4.5(1 − 0.01)
ρ= = 0.4455
10
13(1 − 0.01)
for N = 21, A = 13 ρ= = 0.613
21
Thus, the group of 20 trunks is more efficient than the group of 10 trunks.
Example 8.7. A group of 7 trunks is offered 4E of traffic, find (a) the grade of service (b)
the probability that only one trunk is busy (c) the probability that only one trunk is free and (d)
the probability that at least one trunk is free.
Sol. Given data : N = 7, A = 4E
From equation 8.54,
47
(a) B(7, 4) =
LM
7! 1+
4 4 2 43 4 4 4 5 46 47
+ + + + + +
OP
N 1 2! 3! 4! 5! 6! 7! Q
16384
=
5040 [1 + 4 + 8 + 21.3 + 10.6 + 8.5 + 5.7 + 3.25]
B = 0.052 = GOS.
(b) The probability of only one trunk is busy
Ak / k!
P(k) = N

∑ ( A k / k !)
k=0

4 / 1!
For k = 1 P(1) = = 0.064
62.35

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(c) The probability that only one trunk is free
46 / 6 ! 5.68
P(6) = = = 0.0912
62.35 62.35
(d) The probability that at least one trunk is free
P(k < 7) = 1 – P(7) = 1 – B = 1 – 0.052 = 0.948.

8.4.2. Lost Calls Returned (LCR) System


In LCC system, it is assumed that unserviceable requests leave the system and never return.
This assumption is appropriate where traffic overflow occurs and the other routes are in other
calls service. If the repeated calls not exist, LCC system is used. But in many cases, blocked
calls return to the system in the form of retries. Some examples are subscriber concentrator
systems, corporate tie lines and PBX trunks, calls to busy telephone numbers and access to
WATS lines. Including the retried calls, the offered traffic now comprise two components viz.,
new traffic and retry traffic. The model used for this analysis is known as lost calls returned
(LCR) model. The following assumptions are made to analyse the CLR model.
1. All blocked calls return to the system and eventually get serviced, even if multiple
retries are required.
2. Time between call blocking and regeneration is random statistically independent of
each other. This assumption avoid complications arrising when retries are correlated to each
other and tend to cause recurring traffic peaks at a particular waiting time interval.
3. Time between call blocking and retry is somewhat longer than average holding time
of a connection. If retries are immediate, congestion may occur or the network operation becomes
delay system.
Consider a system with first attempt call arrival ratio of λ (say 100). If a percentage B
(say 8%) of the calls blocked, B times λ retries (i.e. 8 calls retries). Of these retries, however a
percentage B will be blocked again.
Hence by infinite series, total arrival rate λ′ is given as
λ′ = λ + Bλ + B2λ + B3λ + ......
λ ...(8.59)
λ′ =
1− B
where B is the blocking probability from a lost calls cleared (LCC) analysis.
The effect of returning traffic is insignificant when operating at low blocking probabilities.
At high blocking probabilities, it is necessary to incorporate the effects of the retruning traffic
into analysis. The effect high blocking probability, is illustrated in the following example.
Example 8.8. Consider a trunk group of 10 circuits serving a first attempt offered traffic
load of 7 erlangs. What is the blocking probability. If the number of circuits increased to 13,
what is the blocking probability. Find the blocking probability for the retries assuming random
retries for all blocked calls.
Sol. As 7E of traffic arise from a large number of subscribers, infinite source analysis
(or Erlang B loss system) is justified.

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200 Telecommunication Switching and Networks

(a) For A = 7E, N = 10, From the table (Appendix B) or from Fig. 8.6, the blocking
probability B = 0.079 or approximately 8%.
If the number of server increased to 13, for the same traffic of A = 7E, the blocking
probability is B = 0.02 or approximately 2%.
The difference is shown in Fig. 8.8.

B
1

5 13
10
0.1

20
25

0.01

0.001
5 7E 10 15 20
Erlangs

Fig. 8.8. Blocking probability of LCR for example 8.7.

(b) With lost call returned analysis, for the given N = 10, A = 7, the blocking probability
is 0.079
λh
We know A =
T
where h is average holding time assumed as 3 minutes
T is duration of the observation (normally 60 minutes).
AT 7 × 60
Hence, λ = arrival rate = = = 140
h 3
λ 140
From eqaution 8.59, λ′ = = = 152
1 − B 1 − 0.079
λ′ h 152 × 3
For λ′ = 152, A′ = = = 7.6E
T 60
Thus, the total traffic load including retries is approximately 7.6E. The corresponding
B = 0.1 or 10%.
Similarly, the blocking probabilities for some more iterations are tabulated in table 8.2.

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Traffic Engineering 201
Table 8.2. LCR analysis for example 8.7

AT λ λ′ h
Iteration B λ= λ′ = A′ =
h 1− B T
(For N = 10) (From table)

1. A = 7 0.079 140 152 7.6


2. A = 7.6 0.1 152 169 8.45
3. A = 8.45 0.145 169 198 9.9
4. A = 9.9 0.215 198 252 12.6
5. A = 12.6 0.3125 252 367 18.32
6. A = 18.32 0.474 367 697 34.8

If the number of circuits in the trunk group increased to 13, the blocking probability is
0.02 or 2%. If the similar iteration procedure as in table 8.2 is made, the difference in blocking
probability can be identified. Fig. 8.9 shows the blocking probability of LCR with LCC.

B 1

5 10
0.1

20
25

0.01

0.001
5 10 15 20
Erlangs

Fig. 8.9. Blocking probability of LCR with LCC.

8.4.3. Lost Calls Held (LCH) System


In a lost calls held system, blocked calls are held by the system and serviced when the necessary
facilities become available. The total time spend by a call is the sum of waiting time and the
service time. Each arrival requires service for a continuous period of time and terminates its
request independently of its being serviced or not. If number of calls blocked, a portion of it is
lost until a server becomes free to service a call. An example of LCH system is the time assigned
speech interpolation (TASI) system.

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LCH systems generally arise in real time applications in which the sources are
continuously in need of service, whether or not the facilities are available. Normally, telephone
network does not operate in a lost call held manner. The LCH analysis produces a conservative
design that helps account for retries and day to day variations in the busy horn calling
intensities. A TASI system concentrates some number of voice sources onto a smaller number
of transmission channels. A source receives service only when it is active. If a source becomes
active when all channels are busy, it is blocked and speech clipping occurs. Each speech segment
starts and stops independently of whether it is served or not. Digital circuit multiplication
(DCM) systems in contrast with original TASI, can delay speech for a small amount of time,
when necessary to minimize the clipping.
LCH are easily analysed to determine the probability of the total number of calls in the
system at any one time. The number of active calls in the system at any time is identical to the
number of active sources in a system capable of carrying all traffic as it arises. Thus the
distribution of the number in the system is the poisson distribution. The poisson distribution
given as
µ x −µ
P(x) =e .
x!
The probability that k sources requesting service are being blocked is simply the
probability that k + N sources are active when N is the number of servers.

8.5. DELAY SYSTEMS


The delay system places the call or message arrivals in a queue if it finds all N servers (or
lines) occupied. This system delays non-serviceable requests until the necessary facilities become
available. These systems are variously referred to as delay system, waiting-call systems and
queueing systems. The delay systems are analysed using queueing theory which is sometimes
known as waiting line theory. This delay system have wide applications outside the
telecommunications. Some of the more common applications are data processing, supermarket
check out counters, aircraft landings, inventory control and various forms of services.
Consider that there are k calls (in service and waiting) in the system and N lines to
serve the calls. If k ≤ N, k lines are occupied and no calls are waiting. If k > N, all N lines are
occupied and k – N calls waiting. Hence a delay operation allows for greater utilization of
servers than does a loss system. Even though arrivals to the system are random, the servers
see a somewhat regular arrival pattern. A queueing model for the Erlang delay system is
shown in Fig. 8.10.

Offered load
A N exponential
A′
lines, each
Poisson with rate µ Carried load
offered load Queue
with rate λ

Fig. 8.10. Queueing model.

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Traffic Engineering 203
The basic purpose of the investigation of delay system is to determine the probability
distribution of waiting times. From this, the average waiting time W as random variable can
be easily determined. The waiting times are dependent on the following factors :
1. Number of sources
2. Number of servers
3. Intensity and probabilistic nature of the offered traffic
4. Distribution of service times
5. Service discipline of the queue.
In a delay system, there may be a finite number of sources in a physical sense but an
infinite number of sources in an operational sense because each source may have an arbitrary
number of requests outstanding. If the offered traffic intensity is less than the servers, no
statistical limit exists on the arrival of calls in a short period of time. In practice, only finite
queue can be realised. There are two service time distributions. They are constant service
times and exponential service times. With constant service times, the service time is
deterministic and with exponential, it is random. The service discipline of the que involves two
important factors.
1. Waiting calls are selected on of first-come, first served (FCFS) or first-in-first-out
(FIFO) service.
2. The second aspect of the service discipline is the length of the queue. Under heavy
loads, blocking occurs. The blocking probability or delay probability in the system is based on
the queue size in comparison with number of effective sources.
We can model the Erlang delay system by the birth and death process with the following
birth and death rates respectively.

λk = λ, k = 0, 1, ...... ...(8.60) and µk =


RSkµ , k = 0, 1, ...... N − 1 ...(8.61)
TNµ k ≥ S
Under equilibrium conditions, the state probability distribution P(k) can be obtained by
substituting these birth rates into the following equation (8.46).
λ 0 λ 1 ...... λ k− 1
P(k) = P(0) k = 1, 2, ......
µ 1 µ 2 ...... µ k

R| 1 F λ I k

|| k ! GH µ JK P(0) 0 ≤ k ≤ S
we set P(k) = S F I k
|| GH µλ JK
|T N ! N P(0) k ≥ N.
k− N

R| A P(0) 0 ≤ k ≤ S
k

As A =
λ
, we get P(k) = S
| k! ...(8.62)
µ || A P(0); k > N.
k

TN ! N
k− N

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204 Telecommunication Switching and Networks

Under normalised condition,


∞ N−1 ∞
Ak Ak
∑ P(k) = 1 or ∑ k!
P(0) + ∑ N ! N k− N
P (0) = 1
k=0 k=0 k= N

∑ FGH N IJK
N−1 ∞ k
1 A k NN A
P (0)
= ∑ k!
+
N!
k=0 k= N

N LF A I F A I + FG A IJ + ......OP
N−1 N N+1 N+2
MG J +G J
k N
A
= ∑ k!
+
N ! MNH N K H NK H NK PQ
k=0

N F AI L A F AI O
N−1 N 2
G J M + G J + ......P
k N
A
= ∑ k!
+
N ! H N K MN
1+
N H NK PQ
k=0
N−1


A k
A L
M
N
1 OP = ∑ A + LM A + A FG A IJ OP
N−1 k N N

N ! H N − A KQ
= +
k=0
k! N ! N1 − A / N Q k! N N !
k=0

A F A I
N k N
1
P (0)
= ∑
k=0
A
k!
+ G J
N ! H N − AK
1
P(0) =

N
A k
AN FG A IJ ...(8.63)

k=0
k!
+
N! H N − AK
We know (from 8.51)
Ak
P(k) = P(0), k = 1, 2, ......, N ...(8.64)
k!
Now, the probability of waiting (the probability of finding all lines occupied) is equal to
P(W > 0) = C(N, A) ...(8.65)
From 8.63 and 8.64
AN / N !
C(N, A) =

N
FG A IJ
Ak AN
...(8.66)

k=0
k!
+
H N − AK
N!

∑ k ! AN ! FGH N A− A IJK
N k
A N

1 k=0
= +
C(N, A) AN AN
!
N! N!
1 1 A
= + .
C(N, A) B N − A
BN
Prob. (delay) = P(> 0) C(N, A) = ...(8.67)
N − A (1 − B)
where B = Blocking probability for a LCC system
N = Number of servers
A = Offered load (Erlangs)

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Traffic Engineering 205
Equation 8.66 and 8.67 are referred as Erlang’s second formula, Erlang’s delay
formula or Erlang’s C formula.
For single server systems (N = 1), the probability of delay reduces to ρ, which is simply
the output utilization or traffic carried by the server. Thus the probability of delay for a single
server system is also.
The distribution of waiting times for random arrivals, random service times, and a FIFO
service discipline is
(P > t) = P(> 0) e–(N–A)t/h ...(8.68)
where P(> 0) = probability of delay (equation 8.67)
h = average service time of negative exponential service time distribution.
By integrating equation 8.68, the average waiting time for all arrivals can be determined
as
C(N, A) h
W(t)avg. = ...(8.69)
N−A
W(t)avg. is the expected delay for all arrivals. The average delay of only those arrivals that get
delayed is commonly denoted as
h
TW = ...(8.70)
N−A
Example 8.9. A message switching network is to be designed for 90% utilization of its
transmission link. Assuming exponentially distributed message lengths and an arrivals rate of
10 messages per min. What is the average waiting time and what is the probability that the
waiting time exceeds 3 minutes ?
Given data : ρ = 90% = 0.9
λ = 10 messages/minute.
Sol. Assuming single channel, N = 1
For N = 1, prob (delay) = P(> 0) = ρ = 0.9. Also A = ρ = 0.9.
Prob. (delay) 0.9
The average service time h= = = 0.09
λ 10
P(> 0) h 0.9 × 0.09
Average waiting time W(t)avg = = = 0.81 min.
N−A 1 − 0.9
Prob. of the waiting time exceeding 3 minutes
= P(> 5) = P(> 0) e–(N–A)t/h = 0.9 × e–(1–0.09)3/0.09 = 0.032.
Thus 3.2% of the message experience queing delay of more than 3 minutes.
Example 8.10. A PBX has 4 operators and receives 300 calls during a busy hour. The
average holding time is 36 seconds. Assume that call arrivals are poisonian and service time is
negative exponential distribution. Calculate (a) the percentage of calls on queue (b) average
delay (c) percentage of calls delayed for more than 45 seconds, 30 seconds and 20 sec.
Given data : N = 3, n = 300 calls, h = 36 sec.

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206 Telecommunication Switching and Networks

nh 300 × 36
Sol. A= = = 3 Erlangs.
T 3600
(a) From equation (8.63, 8.64 and 8.67), we get
P(0) = 0.038
B = 0.0285
C(4, 3) = 0.105
i.e. 10.5% of calls have delay on answer.
(b) Average delay of a call
C(N, A) h
W(t)avg. = = 3.78 seconds.
N−A
(c) Percentage of calls delayed for more than 45 seconds
P(t ≥ 45) = C(N, A) e–(N–A)t/h = 0.03
that is 3% calls delayed for more than 45 sec
P(t ≥ 30) = 0.045
that is 4.5% calls delayed for more than 30 sec
P(t ≥ 20) = 0.06
that is 6% calls delayed for more than 20 sec.

8.6. COMBINED LOSS AND DELAY SYSTEM


In the Erlang loss system, no waiting is allowed, while in the Erlang delay system, if number
of sources is greater than the channels, they are placed in queue and no loss occurs. The
combined delay and loss system can be modelled by the birth and death process. The following
birth and death rates are considered
RSλ, 0 ≤ k < n
λk =
T0, k ≥ n ...(8.71)

and
R|kµ, 0 ≤ k < N
µk = Ssµ, N ≤ k ≤ n ...(8.72)
|T0, k > n
where N = number of channels
n = number of sources
Substituting 8.71 and 8.72 in 8.46, we get
R| A P(0)
k
0≤k<N
P(k) = S
| k! ...(8.73)
|| A k
P(0) N ≤ k ≤ n
TN ! N k− N

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Under normalised condition,
N N−1 n
Ak Ak

k=0
P(k) = 1 or ∑ k!
P(0) + ∑ N ! N k− N
P (0) = 1
k=0 k=N

1
N −1


Ak AN FG N IJ LM1 − FG A IJ n−N+1 OP
P(0)
=
k=0
k!
+
N! H N − A K MN H N K PQ
...(8.74)

The probability of waiting is given by


Ak
P(W > 0) = P(0)
k!
AN FG N IJ LM1 − FG A IJ n−N+1 OP P(0)
From 8.74, Cn (N, A) = P(W > 0) =
N! H N − A K MN H N K PQ ...(8.75)

The probability of loss is equal to


AN
P(n) = Bn (N, A) = P(0) ...(8.76)
N ! N n -N
whe n = N, Equation 8.76 reduces the Erlang-B formula,
i.e. BN(N, A) = B(N, A) ...(8.77)
when n = ∞, Equation 8.75 becomes the Erlang-delay formula
C∞(N, A) = C(N, A) ...(8.78)

ACRONYMS
B-D — Birth and Death process
CCS — Cent call seconds
CM — Call minutes
CS — Call seconds
E — Erlangs
FCFS — First come first served
FIFO — First in first out
GOS — Grade of service
LCC — Lost calls cleared
LCH — Lost calls held
LCR — Lost calls returned

RELATED WEBSITES
http://personal.telefonica.terra.es/web/vr
http://pass.maths.org.uk/issue 2/erlang

dharm
d:\N-Tele\Tel8-1.pm5

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