Stein's method for steady-state diffusion approximations: an introduction through the Erlang-A and Erlang-C models

DOI10.1214/15-SSY212zbMath1359.60108arXiv1512.09364OpenAlexW2215331446MaRDI QIDQ2974616

Anton Braverman, J. G. Dai, Jiekun Feng

Publication date: 10 April 2017

Full work available at URL: https://arxiv.org/abs/1512.09364

zbMATH Keywords

convergence ratesStein's methodErlang-AErlang-Csteady-state diffusion approximation

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Diffusion processes (60J60) Limit theorems in probability theory (60F99)

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