半fin- whitt区域的最短排队系统:收敛到扩散极限的速率

Q1 Mathematics

Stochastic Systems Pub Date : 2022-02-06 DOI:10.1287/stsy.2022.0102

Anton Braverman

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引用次数: 1

摘要

我们将加入最短队列(JSQ)系统的稳态分布在Halfin-Whitt区域收敛到其扩散极限的速率限定。我们的证明使用Stein的方法，特别是最近提出的预限制生成器比较方法。JSQ系统是非平凡的、高维的，具有状态空间坍缩成分;我们的分析可以作为一个有用的例子，读者希望应用的方法，以自己的设置。

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The Join-the-Shortest-Queue System in the Halfin-Whitt Regime: Rates of Convergence to the Diffusion Limit

We bound the rate at which the steady-state distribution of the join-the-shortest-queue (JSQ) system converges, in the Halfin-Whitt regime, to its diffusion limit. Our proof uses Stein’s method and, specifically, the recently proposed prelimit generator comparison approach. The JSQ system is nontrivial and high-dimensional and has a state-space collapse component; our analysis may serve as a helpful example to readers wishing to apply the approach to their own setting.

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来源期刊

Stochastic Systems Decision Sciences-Statistics, Probability and Uncertainty

CiteScore

3.70

自引率

0.00%

发文量