Asymptotic expansions for the congestion period for the M/M/∞ queue

Asymptotic expansions for the congestion period for the M/M/∞ queue

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Article ID: iaor20041286
Country: Netherlands
Volume: 39
Issue: 2/3
Start Page Number: 213
End Page Number: 256
Publication Date: Oct 2001
Journal: Queueing Systems
Authors: ,
Keywords: markov processes
Abstract:

We consider the M/M/∞ queue with arrival rate λ, service rate μ and traffic intensity ρ = λ/μ. We analyze the first passage distribution of the time the number of customers N(t) reaches the level c, starting from N(0) = m>c. If m = c + 1 we refer to this time period as the congestion period above the level c. We give detailed asymptotic expansions for the distribution of this first passage time for ρ → ∞, various ranges of m and c, and several different time scales. Numerical studies back up the asymptotic results.

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