An Infinite-Server System with Levy Shot-Noise Modulation: Moments and Asymptotics

We consider an infinite-server system with as input process a nonhomogeneous Poisson process with rate function A(t) = a(T) X (t) . Here {X(t) : t >= 0} is a generalized multivariate shot-noise process fed by a Levy subordinator rather than by just a compound Poisson process. We study the transient behavior of the model, analyzing the joint distribution of the number of customers in the queueing system jointly with the multivariate shot-noise process. We also provide a recursive procedure that explicitly identifies transient as well as stationary moments and correlations. Various heavy-tail and heavy-traffic asymptotic results are also derived, and numerical results are presented to provide further insight into the model behavior.