Name
Abstract | ||
|---|---|---|
This paper studies an infinite-server queue in a Markov environment, that is, an infinite-server queue with arrival rates and service times depending on the state of a Markovian background process. Scaling the arrival rates λi by a factor N, tail probabilities are examined when letting N tend to ∞; non-standard large deviations results are obtained. An importance-sampling based estimation algorithm is proposed, that is proven to be logarithmically efficient. |
Year | DOI | Venue |
|---|---|---|
2013 | 10.1016/j.orl.2013.01.009 | Operations Research Letters |
Keywords | Field | DocType |
Queues,Infinite-server systems,Markov modulation,Large deviations | Applied mathematics,Mathematical optimization,Markov process,Computer science,Queue,Markov chain,Background process,Large deviations theory,Fork–join queue,Scaling,Distributed computing | Journal |
Volume | Issue | ISSN |
41 | 3 | 0167-6377 |
Citations | PageRank | References |
6 | 0.88 | 4 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Joke G Blom | 1 | 161 | 23.43 |
| Michel Mandjes | 2 | 534 | 73.65 |