A large-deviations analysis of Markov-modulated infinite-server queues

被引：13
|
作者：
Blom, J. [1 ]
Mandjes, M. [1 ,2 ,3 ]
机构：
[1] CWI, NL-1009 AB 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
来源：
OPERATIONS RESEARCH LETTERS | 2013年 / 41卷 / 03期
关键词：
Queues; Infinite-server systems; Markov modulation; Large deviations;
D O I：
10.1016/j.orl.2013.01.009
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
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 lambda(i) by a factor N, tail probabilities are examined when letting N tend to infinity; non-standard large deviations results are obtained. An importance-sampling based estimation algorithm is proposed, that is proven to be logarithmically efficient. (C) 2013 Elsevier B.V. All rights reserved.
引用
收藏
页码：220 / 225
页数：6
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