Consider a single-server queueing model in which customers arrive according to a non homogeneous Poisson process. Upon arriving they either enter service if the server is free or else they join the queue. Suppose, however, that each customer will only wait a random amount of time, having distribution F, in queue before leaving the system. Let G denote the service distribution.
Define variables and events so as to analyze this model, and give the updating procedures. Suppose we are interested in estimating the average number of lost customers by time T , where a customer that departs before entering service is considered lost.