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

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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.

Bibliographical metadata

Original languageEnglish
JournalStatistics & Probability Letters
Publication statusAccepted/In press - 31 Jul 2019