[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.
