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

DOI10.1016/j.spl.2023.109778zbMath1529.60064OpenAlexW4313888620MaRDI QIDQ6101719

N. Selvaraju, Ankita Sen

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 queuemartingale central limit theoremMarkov-modulated non-homogeneous Poisson processtime-dependent martingale problem

Mathematics Subject Classification ID

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

Cites Work

• A functional central limit theorem for a Markov-modulated infinite-server queue
• \(M/M/\infty\) queues in semi-Markovian random environment
• Point processes and queues. Martingale dynamics
• On the functional and local limit theorems for Markov modulated compound Poisson processes
• Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework
• Stochastic-Process Limits
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