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math.PR2015
Stein's method for steady-state diffusion approximations: an introduction through the Erlang-A and Erlang-C models
Anton Braverman, J. G. Dai, Jiekun Feng
This paper provides an introduction to the Stein method framework in the context of steady-state diffusion approximations. The framework consists of three components: the Poisson e…
math.PR2015
Heavy traffic approximation for the stationary distribution of a generalized Jackson network: the BAR approach
Anton Braverman, J. G. Dai, Masakiyo Miyazawa
In the seminal paper of Gamarnik and Zeevi (2006), the authors justify the steady-state diffusion approximation of a generalized Jackson network (GJN) in heavy traffic. Their appro…