Stein's Method for the Single Server Queue in Heavy Traffic

Published 21 May 2018 in math.PR | (1805.08003v2)

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.

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