A large-deviations analysis of Markov-modulated infinite-server queues
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| Publication date | 2013 |
| Journal | Operations Research Letters |
| Volume | Issue number | 41 | 3 |
| Pages (from-to) | 220-225 |
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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. Scaling the arrival rates λi by a factor N, tail probabilities are examined when letting N tend to ∞; non-standard large deviations results are obtained. An importance-sampling based estimation algorithm is proposed, that is proven to be logarithmically efficient. |
| Document type | Article |
| Language | English |
| Published at | https://doi.org/10.1016/j.orl.2013.01.009 |
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