Asymptotics for infinite server queues with fast/slow Markov switching and fat tailed service times
Probability
2021-06-21 v3
Abstract
We study a general dimensional infinite server queues process with Markov switching, Poisson arrivals and where the service times are fat tailed with index . When the arrival rate is sped up by a factor , the transition probabilities of the underlying Markov chain are divided by and the service times are divided by , we identify two regimes (''fast arrivals'', when , and ''equilibrium'', when ) in which we prove that a properly rescaled process converges pointwise in distribution to some limiting process. In a third ''slow arrivals'' regime, , we show the convergence of the two first joint moments of the rescaled process.
Keywords
Cite
@article{arxiv.1810.06894,
title = {Asymptotics for infinite server queues with fast/slow Markov switching and fat tailed service times},
author = {Landy Rabehasaina},
journal= {arXiv preprint arXiv:1810.06894},
year = {2021}
}