On the rate of convergence to stationarity of the M/M/N queue in the Halfin–Whitt regime
We prove several results about the rate of convergence to stationarity, that is, the spectral gap, for the M/M/n queue in the Halfin–Whitt regime. We identify the limiting rate of convergence to steady-state, and discover an asymptotic phase transition that occurs w.r.t. this rate. In particular, we...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Institute of Mathematical Statistics
2013
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| Online Access: | http://hdl.handle.net/1721.1/83256 https://orcid.org/0000-0001-8898-8778 |