A large deviations principle for infinite-server queues in a random environment
H. M. Jansen, M. R. H. Mandjes, K. De Turck, S. Wittevrongel

TL;DR
This paper establishes a large deviations principle for infinite-server queues influenced by a stochastic background process, generalizing existing results and introducing the concept of attainable parameters for various scalings.
Contribution
It introduces the concept of attainable parameters and derives a large deviations principle for queues modulated by a general cdle0g background process, extending prior work.
Findings
Large deviations principle for queue length distribution established.
Generalization of known Markov-modulated queue results.
New results for different background processes and scalings.
Abstract
This paper studies an infinite-server queue in a random environment, meaning that the arrival rate, the service requirements and the server work rate are modulated by a general c\`{a}dl\`{a}g stochastic background process. To prove a large deviations principle, the concept of attainable parameters is introduced. Scaling both the arrival rates and the background process, a large deviations principle for the number of jobs in the system is derived using attainable parameters. Finally, some known results about Markov-modulated infinite-server queues are generalized and new results for several background processes and scalings are established in examples.
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Taxonomy
TopicsAdvanced Queuing Theory Analysis · Probability and Risk Models · Stochastic processes and statistical mechanics
