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

Robert Gaunt; Neil Walton

doi:10.1016/j.spl.2019.108566

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

Robert 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.

Original language	English
Journal	Statistics & Probability Letters
Early online date	16 Aug 2019
DOIs	https://doi.org/10.1016/j.spl.2019.108566
Publication status	Published - 2019

Keywords

Stein's method
M/G/1 queue
G/G/1 queue
exponential approximation
heavy traffic
convergence rate

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10.1016/j.spl.2019.108566

stein queue SPLAccepted author manuscript, 313 KB

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title = "Stein's Method for the Single Server Queue in Heavy Traffic",

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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AU - Walton, Neil

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KW - Stein's method

KW - M/G/1 queue

KW - G/G/1 queue

KW - exponential approximation

KW - heavy traffic

KW - convergence rate

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DO - 10.1016/j.spl.2019.108566

M3 - Article

SN - 0167-7152

JO - Statistics & Probability Letters

JF - Statistics & Probability Letters

ER -

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

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Keywords

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