A large-deviations analysis of Markov-modulated infinite-server queues
نویسندگان
چکیده
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 algorithm is proposed, that is proven to be logarithmically efficient.
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عنوان ژورنال:
- Oper. Res. Lett.
دوره 41 شماره
صفحات -
تاریخ انتشار 2013