Asymptotics for infinite server queues with fast/slow Markov switching and fat tailed service times

Affiliation auteursAffiliation ok
TitreAsymptotics for infinite server queues with fast/slow Markov switching and fat tailed service times
Type de publicationJournal Article
Year of Publication2021
AuteursRabehasaina L
JournalSTOCHASTIC MODELS
Volume37
Pagination627-653
Date PublishedOCT 7
Type of ArticleArticle
ISSN1532-6349
Mots-clésIncurred But Not Reported (IBNR) claims, Infinite server queues, Markov modulation, rescaled process
Résumé

We study a general k dimensional infinite server queues process with Markov switching, Poisson arrivals and where the service times are fat tailed with index alpha is an element of(0,1). When the arrival rate is sped up by a factor n gamma, the transition probabilities of the underlying Markov chain are divided by n gamma and the service times are divided by n, we identify two regimes (''fast arrivals'', when gamma>alpha, and'' equilibrium'', when 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, gamma

DOI10.1080/15326349.2021.1950014