- A large-deviations analysis of Markov-modulated infinite-server queues
- Operations Research Letters
- Volume | Issue number
- 41 | 3
- Pages (from-to)
- Document type
- Faculty of Science (FNWI)
- Korteweg-de Vries Institute for Mathematics (KdVI)
- This paper studies an infinite-server queue in a Markov environment, that is, an infinite-server queue with arrival rates
and service times depending on the state of a Markovian background process. Scaling the arrival rates λi by a factor N, tail
probabilities are examined when letting N tend to ∞; non-standard large deviations results are obtained. An importance-sampling
based estimation algorithm is proposed, that is proven to be logarithmically efficient.
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