A large deviations principle for infinite-server queues in a random environment

Open Access
Authors
Publication date 2016
Journal Queueing Systems
Volume | Issue number 82 | 1
Pages (from-to) 199-235
Organisations
  • Faculty of Science (FNWI) - Korteweg-de Vries Institute for Mathematics (KdVI)
Abstract
This paper studies an infinite-server queue in a random environment, meaning that the arrival rate, the service requirements, and the server work rate are modulated by a general càdlàg stochastic background process. To prove a large deviations principle, the concept of attainable parameters is introduced. Scaling both the arrival rates and the background process, a large deviations principle for the number of jobs in the system is derived using attainable parameters. Finally, some known results about Markov-modulated infinite-server queues are generalized and new results for several background processes and scalings are established in examples.
Document type Article
Language English
Published at https://doi.org/10.1007/s11134-015-9470-x
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