Stein's Method for the Single Server Queue in Heavy Traffic
Probability
2019-08-28 v2
Abstract
Following recent developments in the application of Stein's method in queueing theory, this paper is intended to be a short treatment showing how Stein's method can be developed and applied to the single server queue in heavy traffic. Here we provide two approaches to this approximation: one based on equilibrium couplings and another involving comparison of generators.
Keywords
Cite
@article{arxiv.1805.08003,
title = {Stein's Method for the Single Server Queue in Heavy Traffic},
author = {Robert E. Gaunt and Neil Walton},
journal= {arXiv preprint arXiv:1805.08003},
year = {2019}
}
Comments
11 pages. To appear in Statistics and Probability Letters, 2019+