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

页码：220 / 225

页数：6

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