Properties of the interrupted Poisson approximation (Q796904)

The interrupted Poisson approximation has been used very successfully for overflow systems. The approximation is fitted to the overflow stream so that if the number of overflow servers was infinite the distribution of the number of serves in use would have the same first three moments. The approximation is shown to be a lower bound in the sense that it underestimates all of the remaining moments. From this, its properties as an approximation for queueing overflow problems can be predicted and its performance as an approximation can be improved for high traffic intensities. For many problems an upper bound can also be produced.