Large deviations of an infinite-server system with a linearly scaled background process
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| Publication date | 2014 |
| Journal | Performance Evaluation |
| Volume | Issue number | 75-76 |
| Pages (from-to) | 36-49 |
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| Abstract |
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. We focus on the probability that the number of jobs in the system attains an unusually high value. Scaling the arrival rates λiλi by a factor NN and the transition rates νijνij of the background process as well, a large-deviations based approach is used to examine such tail probabilities (where NN tends to ∞∞). The paper also presents qualitative properties of the system’s behavior conditional on the rare event under consideration happening.
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| Document type | Article |
| Language | English |
| Published at | https://doi.org/10.1016/j.peva.2014.01.001 |
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