A large deviations principle for infinite-server queues in a random environment

被引:0
作者
H. M. Jansen
M. R. H. Mandjes
K. De Turck
S. Wittevrongel
机构
[1] University of Amsterdam,Korteweg
[2] Ghent University,de Vries Institute for Mathematics
[3] École CentraleSupélec,TELIN
[4] Université Paris Saclay,Laboratoire Signaux et Systèmes (L2S, CNRS UMR8506)
来源
Queueing Systems | 2016年 / 82卷
关键词
Infinite-server queue; Random environment; Modulation; Large deviations principle; 60K25; 60F10;
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摘要
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 for the number of jobs in the system is derived using attainable parameters. Finally, some known results about Markov-modulated infinite-server queues are generalized and new results for several background processes and scalings are established in examples.
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页码:199 / 235
页数:36
相关论文
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