Rare Event Analysis of Markov-Modulated Infinite-Server Queues: A Poisson Limit

Authors
Publication date 2013
Journal Stochastic Models
Volume | Issue number 29 | 4
Pages (from-to) 463-474
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 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 λ i by a factor N and the rates ν ij of the background process by N 1+ϵ (for some ϵ > 0), the focus is on the tail probabilities of the number of customers in the system, in the asymptotic regime that N tends to ∞. In particular, it is shown that the logarithmic asymptotics correspond to those of a Poisson distribution with an appropriate mean.
Document type Article
Language English
Published at https://doi.org/10.1080/15326349.2013.838511
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