A Moment Approach for a Conditional Central Limit Theorem of Infinite-Server Queue: A Case of M/MX/∞ Queue

Abstract

Several studies have been conducted on scaling limits for Markov-modulated infinite-server queues. To the best of our knowledge, most of these studies adopt an approach to prove the convergence of the moment-generating function (or characteristic function) of the random variable that represents a scaled version of the number of busy servers and show the weak law of large numbers and the central limit theorem (CLT). In these studies, an essential assumption is the finiteness of the phase process and, in most of them, the CLT for the number of busy servers conditional on the phase (or the joint states) has not been considered. This paper proposes a new method called the moment approach to address these two limitations in an infinite-server batch service queue, which is called the M/MX/∞ queue. We derive the conditional weak law of large numbers and a recursive formula that suggests the conditional CLT. We derive series expansion of the conditional raw moments, which are used to confirm the conditional CLT by a symbolic algorithm.