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

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  • Gaunt, Robert E.
  • Walton, Neil

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.

Suggested Citation

  • Gaunt, Robert E. & Walton, Neil, 2020. "Stein’s method for the single server queue in heavy traffic," Statistics & Probability Letters, Elsevier, vol. 156(C).
    • Handle: RePEc:eee:stapro:v:156:y:2020:i:c:s0167715219302123
    DOI: 10.1016/j.spl.2019.108566
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    Cited by:

    1. Alexander Bulinski & Nikolay Slepov, 2022. "Sharp Estimates for Proximity of Geometric and Related Sums Distributions to Limit Laws," Mathematics, MDPI, vol. 10(24), pages 1-37, December.

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