Infinite server queues in a random fast oscillatory environment
نویسندگان
چکیده
In this paper, we consider a $$\text {Cox}/G_t/\infty $$ infinite server queueing model in random environment. More specifically, the arrival rate our is modeled as highly fluctuating stochastic process, which arguably takes into account some small timescale variations often observed practice. We prove homogenization property for system, yields an approximation by $$M_t/G_t/\infty queue with effective parameters. Our limiting results include description of number active servers, total accumulated input and solution storage equation. Hence, fast oscillatory context under consideration, show how queuing system environment can be approximated more classical Markovian system.
منابع مشابه
A large deviations principle for infinite-server queues in a random environment
This paper studies an infinite-server queue in a random environment, meaning that the arrival rate, the service requirements, and the server work rate are modulated by a general càdlàg stochastic background process. To prove a large deviations principle, the concept of attainable parameters is introduced. Scaling both the arrival rates and the background process, a large deviations principle fo...
متن کاملRare-event Simulation for Infinite Server Queues
We discuss rare-event simulation methodology for computing tail probabilities for infinite-server queues. Our theoretical discussion also offers some new simulation insights into the change-of-measure associated with the Gärtner-Ellis theorem of large deviations.
متن کاملMany-Server Limits for Periodic Infinite-Server Queues
To better understand (i) the long-run average performance of periodic many-server queues and (ii) the consequence of fitting a stationary birth-and-death (BD) process to a segment of the sample path of the queue-length process from a many-server system, we establish many-server heavy-traffic fluid limits for the periodic Mt/GI/∞ model. These yield relatively simple fluid approximations for both...
متن کاملA Central Limit Theorem for Markov-Modulated Infinite-Server Queues
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 λi by a factor N and the rate qij of the background process by a factor N, with α ∈ R, we establish a central limit theorem as N tends to ∞. We find different scaling regime...
متن کاملA large-deviations analysis of Markov-modulated infinite-server queues
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. Scaling the arrival rates λi by a factor N , tail probabilities are examined when letting N tend to∞; non-standard large deviations results are obtained. An importance-sampling based estimation algori...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Queueing Systems
سال: 2021
ISSN: ['1572-9443', '0257-0130']
DOI: https://doi.org/10.1007/s11134-021-09704-z