English

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 kk dimensional infinite server queues process with Markov switching, Poisson arrivals and where the service times are fat tailed with index α(0,1)\alpha\in (0,1). When the arrival rate is sped up by a factor nγn^\gamma, the transition probabilities of the underlying Markov chain are divided by nγn^\gamma and the service times are divided by nn, we identify two regimes (''fast arrivals'', when γ>α\gamma>\alpha, and ''equilibrium'', when γ=α\gamma=\alpha) in which we prove that a properly rescaled process converges pointwise in distribution to some limiting process. In a third ''slow arrivals'' regime, γ<α\gamma<\alpha, 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}
}