Stein’s method for the single server queue in heavy traffic

Robert E. Gaunt and Neil Walton

Statistics & Probability Letters, 2020, vol. 156, issue C

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: Stein’s method; M/G/1 queue; G/G/1 queue; Exponential approximation; Heavy traffic; Convergence rate (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2019.108566

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