- Tail asymptotics of a Markov-modulated infinite-server queue
- Queueing Systems
- Volume | Issue number
- 78 | 4
- Pages (from-to)
- Document type
- Faculty of Science (FNWI)
- Korteweg-de Vries Institute for Mathematics (KdVI)
This paper analyzes large deviation probabilities related to the number of customers in a Markov-modulated infinite-server queue, with state-dependent arrival and service rates. Two specific scalings are studied: in the first, just the arrival rates are linearly scaled by N (for large N ), whereas in the second in addition the Markovian background process is sped up by a factor N1+ε , for some ε>0 . In both regimes (transient and stationary) tail probabilities decay essentially exponentially, where the associated decay rate corresponds to that of the probability that the sample mean of i.i.d. Poisson random variables attains an atypical value.
- go to publisher's site
If you believe that digital publication of certain material infringes any of your rights or (privacy) interests, please let the Library know, stating your reasons. In case of a legitimate complaint, the Library will make the material inaccessible and/or remove it from the website. Please Ask the Library, or send a letter to: Library of the University of Amsterdam, Secretariat, Singel 425, 1012 WP Amsterdam, The Netherlands. You will be contacted as soon as possible.