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...
Institute of Mathematical Statistics