A large-deviations analysis of Markov-modulated infinite-server queues

DOI10.1016/J.ORL.2013.01.009MaRDI QIDQ2450606zbMATH OpenOpenAlexFDO

Authors J. G. Blom, M. R. H. Mandjes

Publication date 14 May 2014

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2013.01.009

zbMATH Keywords

large deviationsqueuesMarkov modulationinfinite-server systems

Mathematics Subject Classification ID

Large deviations (60F10) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

Recommendations

• Tail asymptotics of a Markov-modulated infinite-server queue
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• Refined large deviations asymptotics for Markov-modulated infinite-server systems
• Markov-modulated infinite-server queues with general service times
• Stationary analysis of the infinite-server queue modulated by a multi-phase Markovian environment

Cites work

• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• scientific article; zbMATH DE number 786528 (Why is no real title available?)
• scientific article; zbMATH DE number 847278 (Why is no real title available?)
• A large deviations approach to the transient of the Erlang loss model
• A new view of the heavy-traffic limit theorem for infinite-server queues
• An infinite-server queue influenced by a semi-Markovian environment
• Markov-modulated infinite-server queues with general service times
• Semi-Markov-modulated infinite-server queues: approximations by time-scaling
• Stochastic simulation: Algorithms and analysis
• The M/M/∞ queue in a random environment
• The matrix M/M/∞ system: retrial models and Markov Modulated sources
• \(M/M/\infty\) queues in semi-Markovian random environment

Cited in

(20)

• A large deviations principle for infinite-server queues in a random environment
• scientific article; zbMATH DE number 786528 (Why is no real title available?)
• Functional central limit theorems for Markov-modulated infinite-server systems
• Tail asymptotics of a Markov-modulated infinite-server queue
• Refined large deviations asymptotics for Markov-modulated infinite-server systems
• A STUDY ON MARKOV EVOLUTION ASSOCIATED WITH A M/M/1/infty QUEUING SYSTEM
• Linear stochastic fluid networks: rare-event simulation and Markov modulation
• The Time-Dependent Mean and Variance of the Non-Stationary Markovian Infinite Server System
• Infinite server queues in a random fast oscillatory environment
• Stochastic decomposition in M/M/\({\infty}\) queues with Markov modulated service rates
• A NOTE ON INFINITE-SERVER MARKOV MODULATED AND SINGLE-SERVER RETRIAL QUEUES
• Stationary analysis of the infinite-server queue modulated by a multi-phase Markovian environment
• Methods of Limiting Decomposition and Markovian Summation in Queueing System with Infinite Number of Servers
• An asymptotic property of output streams in queueing systems with unbounded number of servers and a Markov arrival process
• Markov-modulated infinite-server queues driven by a common background process
• Server optimization of infinite queueing systems
• Markov-modulated Ornstein-Uhlenbeck processes
• Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process
• Rare event analysis of Markov-modulated infinite-server queues: a Poisson limit
• Infinite markings method in queueing systems with the infinite variance of service time

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