Diffusion approximation of an infinite-server queue under Markovian environment with rapid switching

DOI10.1016/J.SPL.2023.109778MaRDI QIDQ6101719zbMATH OpenOpenAlexFDO

Authors Ankita Sen, N. Selvaraju

Publication date 20 June 2023

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2023.109778

zbMATH Keywords

diffusion approximationinfinite-server queueMarkov-modulated non-homogeneous Poisson processmartingale central limit theoremtime-dependent martingale problem

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Queueing theory (aspects of probability theory) (60K25) Processes in random environments (60K37)

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Cites work

• \(M/M/\infty\) queues in semi-Markovian random environment
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• scientific article; zbMATH DE number 44889 (Why is no real title available?)
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• Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework
• On the functional and local limit theorems for Markov modulated compound Poisson processes
• Point processes and queues. Martingale dynamics
• Stochastic-Process Limits

Cited in

(3)

• scientific article; zbMATH DE number 7274266 (Why is no real title available?)
• The strong law of large numbers and a functional central limit theorem for general Markov additive processes
• Multi-scale diffusion approximations for stochastic networks in random environments under heavy-traffic

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