Large deviations of an infinite-server system with a linearly scaled background process

Authors
Publication date 2014
Journal Performance Evaluation
Volume | Issue number 75-76
Pages (from-to) 36-49
Organisations
  • Faculty of Science (FNWI) - Korteweg-de Vries Institute for Mathematics (KdVI)
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.
Document type Article
Language English
Published at https://doi.org/10.1016/j.peva.2014.01.001
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