Time-Scaling Limits for Markov-Modulated Infinite-Server Queues

被引:9
|
作者
Blom, J. [1 ]
Mandjes, M. [1 ,2 ,3 ]
Thorsdottir, H. [1 ,2 ]
机构
[1] CWI, NL-1098 XG Amsterdam, Netherlands
[2] Univ Amsterdam, Korteweg de Vries Inst Math, NL-1012 WX Amsterdam, Netherlands
[3] Eindhoven Univ Technol, EURANDOM, NL-5600 MB Eindhoven, Netherlands
关键词
Diffusion limit; Markov-modulated Poisson process; Queues; M/M/INFINITY QUEUES;
D O I
10.1080/15326349.2013.750536
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This article examines semi-Markov modulated M/M/ queues, which are to be understood as infinite-server systems in which the Poisson input rate is modulated by a Markovian background process (where the times spent in each of its states are assumed deterministic), and the service times are exponential. Two specific scalings are considered, both in terms of transient and steady-state behavior. In the former the transition times of the background process are divided by N, and then N is sent to ; a Poisson limit is obtained. In the latter both the transition times and the Poissonian input rates are scaled, but the background process is sped up more than the arrival process; here a central-limit type regime applies. The accuracy and convergence rate of the limiting results are demonstrated with numerical experiments.
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页码:112 / 127
页数:16
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