Rare-event analysis of mixed Poisson random variables, and applications in staffing

@article{Heemskerk2017RareeventAO,
  title={Rare-event analysis of mixed Poisson random variables, and applications in staffing},
  author={Mariska Heemskerk and Julia Kuhn and Michel Mandjes},
  journal={Perform. Eval.},
  year={2017},
  volume={114},
  pages={56-77}
}
A common assumption when modeling queuing systems is that arrivals behave like a Poisson process with constant parameter. In practice, however, call arrivals are often observed to be significantly overdispersed. This motivates that in this paper we consider a mixed Poisson arrival process with arrival rates that are resampled every N time units, where α > 0 and N a scaling parameter. In the first part of the paper we analyse the asymptotic tail distribution of this doubly stochastic arrival… CONTINUE READING
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