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arXiv · 1805.08003

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

Robert E. Gaunt·Neil Walton
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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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Robert E. Gaunt, Neil Walton. 2018-05-21. Stein's Method for the Single Server Queue in Heavy Traffic. https://arxiv.org/abs/1805.08003

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