Technical Note for Discrete-Time Diffusion Approximations Motivated from Hospital Inpatient Flow Management
Probability
2015-08-24 v1
Abstract
This note details the development of a discrete-time diffusion process to approximate the midnight customer count process in a system. We prove a limit theorem that supports this diffusion approximation, and discuss two methods to compute the stationary distribution of this discrete-time diffusion process.
Cite
@article{arxiv.1508.05148,
title = {Technical Note for Discrete-Time Diffusion Approximations Motivated from Hospital Inpatient Flow Management},
author = {J. G. Dai and Pengyi Shi},
journal= {arXiv preprint arXiv:1508.05148},
year = {2015}
}
Comments
15 pages