Stein's method for steady-state diffusion approximations of \(\mathrm{M}/\mathrm{Ph}/n+\mathrm{M}\) systems
From MaRDI portal
Publication:525307
DOI10.1214/16-AAP1211zbMath1362.60077arXiv1503.00774OpenAlexW2963917527MaRDI QIDQ525307
Publication date: 3 May 2017
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1503.00774
diffusion approximationStein's methodconvergence ratesteady statequeueing systemsstate space collapse
Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Diffusion processes (60J60) Limit theorems in probability theory (60F99)
Related Items (31)
Non-integrable stable approximation by Stein's method ⋮ Optimality gap of asymptotically derived prescriptions in queueing systems, \(o(1)\)-optimality ⋮ Justifying diffusion approximations for multiclass queueing networks under a moment condition ⋮ A load balancing system in the many-server heavy-traffic asymptotics ⋮ The Prelimit Generator Comparison Approach of Stein’s Method ⋮ A refined Cramér-type moderate deviation for sums of local statistics ⋮ Refined mean‐field approximation for discrete‐time queueing networks with blocking ⋮ A probability approximation framework: Markov process approach ⋮ Using Stein's method to analyze Euler-Maruyama approximations of regime-switching jump diffusion processes ⋮ Diffusive limits of Lipschitz functionals of Poisson measures ⋮ Bounding Kolmogorov distances through Wasserstein and related integral probability metrics ⋮ On a Stein method based approximation for a two-dimensional Markov chain ⋮ On the Approximation Error of Mean-Field Models ⋮ Unnamed Item ⋮ Stein's method for diffusive limits of queueing processes ⋮ On the Taylor Expansion of Value Functions ⋮ Stein’s method of normal approximation for dynamical systems ⋮ Transform Methods for Heavy-Traffic Analysis ⋮ Steady-state analysis of load-balancing algorithms in the sub-Halfin–Whitt regime ⋮ Approximation of stable law in Wasserstein-1 distance by Stein's method ⋮ Bounds for an integral of the modified Bessel function of the first kind and expressions involving it ⋮ Stein's method for the single server queue in heavy traffic ⋮ Fixed point characterizations of continuous univariate probability distributions and their applications ⋮ Beyond Heavy-Traffic Regimes: Universal Bounds and Controls for the Single-Server Queue ⋮ Steady-State Analysis of the Join-the-Shortest-Queue Model in the Halfin–Whitt Regime ⋮ Multivariate approximations in Wasserstein distance by Stein's method and Bismut's formula ⋮ Economies-of-Scale in Many-Server Queueing Systems: Tutorial and Partial Review of the QED Halfin--Whitt Heavy-Traffic Regime ⋮ Balanced routing with partial information in a distributed parallel many-server queueing system ⋮ Approximating the magnetization in the Curie-Weiss model ⋮ On Uniform Exponential Ergodicity of Markovian Multiclass Many-Server Queues in the Halfin–Whitt Regime ⋮ Gillespie algorithm and diffusion approximation based on Monte Carlo simulation for innovation diffusion: a comparative study
This page was built for publication: Stein's method for steady-state diffusion approximations of \(\mathrm{M}/\mathrm{Ph}/n+\mathrm{M}\) systems
