Strong approximations for time-varying infinite-server queues with non-renewal arrival and service processes. Issue 2 (3rd April 2018)

• Record Type: Journal Article
• Authors: Ko, Young Myoung; Pender, Jamol
• Is Part Of: Stochastic models. Volume 34:Issue 2(2018)
• Page Start: 186
• Page End: 206
• Publication Date: 2018-04-03
• Subjects: Asymptotics -- fluid and diffusion limits -- heavy traffic -- infinite-server queues -- Markovian arrival processes -- strong approximations -- time-varying rates -- uniform acceleration; Primary 60K25, Secondary 68M20 -- 33C45; Stochastic processes -- Periodicals; Probabilities -- Periodicals; 519.2
• DOI: 10.1080/15326349.2018.1425886
• Languages: English
• ISSNs: 1532-6349

Abstract

ABSTRACT: In real stochastic systems, the arrival and service processes may not be renewal processes. For example, in many telecommunication systems such as internet traffic where data traffic is bursty, the sequence of inter-arrival times and service times are often correlated and dependent. One way to model this non-renewal behavior is to use Markovian Arrival Processes (MAPs) and Markovian Service Processes (MSPs). MAPs and MSPs allow for inter-arrival and service times to be dependent, while providing the analytical tractability of simple Markov processes. To this end, we prove fluid and diffusion limits for MAPt / MSPt /∞ queues by constructing a new Poisson process representation for the queueing dynamics and leveraging strong approximations for Poisson processes. As a result, the fluid and diffusion limit theorems illuminate how the dependence structure of the arrival or service processes can affect the sample path behavior of the queueing process. Finally, our Poisson representation for MAPs and MSPs is useful for simulation purposes and may be of independent interest.