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...

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Bibliographic Details
Main Authors: Gamarnik, David, Goldberg, David A.
Other Authors: Sloan School of Management
Format: Article
Published: Institute of Mathematical Statistics 2013
Online Access:http://hdl.handle.net/1721.1/83256

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