Transient blocking probability in a loss system with arbitrary initial conditions (Q915283)

Extending the way of calculation in the book of \textit{J. Riordan}, Stochastic service systems. (1962; Zbl 0106.336), an exact expression is derived for the transient blocking probability of an M/M/N loss system assuming an arbitrary initial state distribution. Clearly, the expression contains the roots of a polynom of degree N, which are all distinct. The author recommends his formula for the approximation of lost traffic of systems with nonhomogeneous Poisson arrivals.