Diffusion approximation of an infinite-server queue under Markovian environment with rapid switching (Q6101719): Difference between revisions

It is provided an asymptotic analysis of an infinite-server queueing system where both non-homogeneous arrival process and service process are modulated by an underlying Markov process in the CLT (central limit theorem) regime. In particular, it is shown that under this specific regime, the diffusion scaled queue length process converges to an Ornstein-Uhlenbeck process (with time-varying coefficients), a continuous Gaussian process with zero mean, and the associated time-independent covariance term determines the asymptotic variabilities of the queueing dynamics and transition processes according to \(\beta\) leading to a trichotomy.