Large deviations of an infinite-server system with a linearly scaled background process

被引:6
|
作者
De Turck, K. E. E. S. [2 ]
Mandjes, M. R. H. [1 ]
机构
[1] Univ Amsterdam, Korteweg De Vries Inst Math, NL-1098 XH Amsterdam, Netherlands
[2] Univ Ghent, TELIN, B-9000 Ghent, Belgium
基金
比利时弗兰德研究基金会;
关键词
Queues Infinite-server systems; Markov modulation; Large deviations; QUEUE;
D O I
10.1016/j.peva.2014.01.001
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
This paper studies an infinite-server queue in a Markov environment, that is, an infiniteserver queue with arrival rates and service times depending on the state of a Markovian background process. We focus on the probability that the number of jobs in the system attains an unusually high value. Scaling the arrival rates Xi by a factor N and the transition rates vu of the background process as well, a large-deviations based approach is used to examine such tail probabilities (where N tends to co). The paper also presents qualitative properties of the system's behavior conditional on the rare event under consideration happening. (C) 2014 Published by Elsevier B.V.
引用
收藏
页码:36 / 49
页数:14
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