Asymptotic expansions for the congestion period for the M/M/\(\infty\) queue (Q5950922)

The distribution of the amount of time that M/M/\(\infty\) queue spends above the level \(N(t) = c\), starting from \(N(0) = m > c\), is studied. Such amount is called the residual congestion period. An asymptotic analysis is done on the base on the integral representation of the density function \[ p_m(t) = \frac{1}{2\pi i} \int_{Br} \frac{G_m(\theta;\rho)}{G_c(\theta;\rho)} e^{\theta t} d\theta, \] where \[ G_m(\theta;\rho) = \int\limits_{0}^{1} (1 - w)^{\theta - 1} w^{m} e^{-\rho w} dw, \] and the special functions technique. Both the exponentially large time scales and also shorter time ranges are considered. Possible extensions of the proposed method are discussed. Numerical experiments show the accuracy of the obtained asymptotics.