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[00514] Diffusion approximation of a Markov-modulated infinite-server queue

  • Session Time & Room : 2C (Aug.22, 13:20-15:00) @E501
  • Type : Contributed Talk
  • Abstract : In a queue, overdispersion nature of arrivals and stochastic nature of service times can be captured by incorporating modulation into the queue dynamics. We discuss stochastic approximations for an infinite-server queue, where the stochastic arrival and service rates are determined by a Markovian environment. The incorporation of modulation leads to an Ornstein-Uhlenbeck process as its diffusion approximation with the variance parameter capturing the stochastic variations of both modulating and modulated processes.
  • Classification : 60K25, 60K37
  • Format : Talk at Waseda University
  • Author(s) :
    • Selvaraju Natarajan (Indian Institute of Technology Guwahati, India)
    • Ankita Sen (Indian Institute of Technology Guwahati, India)