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

被引：5
作者：
Gaunt, Robert E. [1 ]
Walton, Neil [1 ]
机构：
[1] Univ Manchester, Sch Math, Manchester M13 9PL, Lancs, England
来源：
STATISTICS & PROBABILITY LETTERS | 2020年 / 156卷
关键词：
Stein's method; M/G/1; queue; G/G/1; Exponential approximation; Heavy traffic; Convergence rate; EXPONENTIAL APPROXIMATIONS; ERROR-BOUNDS;
D O I：
10.1016/j.spl.2019.108566
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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. (C) 2019 Elsevier B.V. All rights reserved.
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页数：9
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