Analysis of Markov-modulated infinite-server queues in the central-limit regime - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Probability in the Engineering and Informational Sciences Année : 2015

Analysis of Markov-modulated infinite-server queues in the central-limit regime

Résumé

This paper focuses on an infinite-server queue modulated by an independently evolving finite-state Markovian background process, with transition rate matrix Q ≡ (qij) d i,j=1. Both arrival rates and service rates are depending on the state of the background process. The main contribution concerns the derivation of central limit theorems for the number of customers in the system at time t ≥ 0, in the asymptotic regime in which the arrival rates λi are scaled by a factor N , and the transition rates qij by a factor N α , with α ∈ R +. The specific value of α has a crucial impact on the result: (i) for α > 1 the system essentially behaves as an M/M/∞ queue, and in the central limit theorem the centered process has to be normalized by √ N ; (ii) for α < 1, the centered process has to be normalized by N 1−α/2 , with the deviation matrix appearing in the expression for the variance.
Fichier principal
Vignette du fichier
PEIS.pdf (926.49 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01327062 , version 1 (06-06-2016)

Identifiants

Citer

Joke Blom, Koen de Turck, Michel Mandjes. Analysis of Markov-modulated infinite-server queues in the central-limit regime. Probability in the Engineering and Informational Sciences, 2015, ⟨10.1017/S026996481500008X⟩. ⟨hal-01327062⟩
77 Consultations
73 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More