Stein's Method for the Single Server Queue in Heavy Traffic
arXiv:1805.08003
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.
11 pages. To appear in Statistics and Probability Letters, 2019+