An approximation to the invariant measure of the limiting diffusion of G/Ph/n + GI queues in the Halfin-Whitt regime and related asymptotics
Xinghu Jin, Guodong Pang, Lihu Xu, Xin Xu
| Year of publication: |
2025
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| Authors: | Jin, Xinghu ; Pang, Guodong ; Xu, Lihu ; Xu, Xin |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 50.2025, 2, p. 783-812
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| Subject: | central limit theorem | Euler–Maruyama scheme | G/Ph/n + GI queues | Halfin–Whitt regime | Malliavin calculus | moderate deviation principle | multidimensional diffusion with piecewise-linear drift | Stein’s equation | weighted occupation time | Warteschlangentheorie | Queueing theory | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2021.0241 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015443402