A functional central limit theorem for a Markov-modulated infinite-server queue

D. Anderson, J. Blom, M. Mandjes, H. Thorsdottir, K. de Turck

Published 2013-09-16Version 1

The production of molecules in a chemical reaction network is modelled as a Poisson process with a Markov-modulated arrival rate and an exponential decay rate. We analyze the distributional properties of $M$, the number of molecules, under specific time-scaling; the background process is sped up by $N^{\alpha}$, the arrival rates are scaled by $N$, for $N$ large. A functional central limit theorem is derived for $M$, which after centering and scaling, converges to an Ornstein-Uhlenbeck process. A dichotomy depending on $\alpha$ is observed. For $\alpha\leq1$ the parameters of the limiting process contain the deviation matrix associated with the background process.