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

DOI10.1007/S11134-015-9470-XzbMATH Open1334.60198arXiv1502.00885OpenAlexW2270643010WikidataQ59468644 ScholiaQ59468644MaRDI QIDQ257073FDOQ257073

Authors: H. M. Jansen, M. R. H. Mandjes, Sabine Wittevrongel, Koen De Turck 

Publication date: 15 March 2016

Published in: Queueing Systems (Search for Journal in Brave)

Abstract: 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 c`{a}dl`{a}g 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.

Full work available at URL: https://arxiv.org/abs/1502.00885

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zbMATH Keywords

infinite-server queuelarge deviations principlemodulationrandom environment

Mathematics Subject Classification ID

Large deviations (60F10) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Processes in random environments (60K37)

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Cited In (10)

• The Time-Dependent Mean and Variance of the Non-Stationary Markovian Infinite Server System
• On the upper bound in Varadhan's lemma
• Infinite-server queueing tandem with Markovian arrival process and service depending on its state
• Infinite server queues in a random fast oscillatory environment
• Adaptive minimax estimation of service time distribution in the \(M_t/G/\infty\) queue from departure data
• Nonparametric estimation of service time characteristics in infinite-server queues with nonstationary Poisson input
• Two-parameter sample path large deviations for infinite-server queues
• The law of the iterated logarithm for two-dimensional stochastic Navier-Stokes equations
• Functional large deviations for Cox processes and \(Cox / G / \infty\) queues, with a biological application
• Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process

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