Time-Scaling Limits for Markov-Modulated Infinite-Server Queues

Authors
Publication date 2013
Journal Stochastic Models
Volume | Issue number 29 | 1
Pages (from-to) 112-127
Organisations
  • Faculty of Science (FNWI) - Korteweg-de Vries Institute for Mathematics (KdVI)
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Abstract
This article examines semi-Markov modulated M/M/∞ queues, which are to be understood as infinite-server systems in which the Poisson input rate is modulated by a Markovian background process (where the times spent in each of its states are assumed deterministic), and the service times are exponential. Two specific scalings are considered, both in terms of transient and steady-state behavior. In the former the transition times of the background process are divided by N, and then N is sent to ∞; a Poisson limit is obtained. In the latter both the transition times and the Poissonian input rates are scaled, but the background process is sped up more than the arrival process; here a central-limit type regime applies. The accuracy and convergence rate of the limiting results are demonstrated with numerical experiments.
Document type Article
Language English
Published at https://doi.org/10.1080/15326349.2013.750536
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