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 (Contributor), Goldberg, David A. (Author)
Other Authors: Sloan School of Management (Contributor)
Format: Article
Language:English
Published: Institute of Mathematical Statistics, 2013-12-23T20:46:47Z.
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