On the Rate of Convergence to Stationarity of the $M/M/n$ Queue

Event Details
  • Date/Time:
    • Tuesday September 1, 2009
      11:00 am - 12:00 pm
  • Location: Executive Classroom
  • Phone:
  • URL:
  • Email:
  • Fee(s):
    $0.00
  • Extras:
Contact
Ton Dieker
ISyE
Contact Ton Dieker
404-385-3140
Summaries

Summary Sentence: On the Rate of Convergence to Stationarity of the $M/M/n$ Queue

Full Summary: On the Rate of Convergence to Stationarity of the $M/M/n$ Queue in the Halfin-Whitt Regime

TITLE: On the Rate of Convergence to Stationarity of the $M/M/n$ Queue in the Halfin-Whitt Regime

SPEAKER: David Goldberg

ABSTRACT:

We study the rate of convergence to stationarity of the M/M/n queue in the Halfin-Whitt Regime. We prove that there is an interesting phase transition in the system's behavior, occurring when a critical parameter B reaches B* sim 1.85772. For B < B*, the exponential rate of convergence is B2/4; above B* it is the solution to an equation involving the Parabolic Cylinder functions. We also bound the prefactor governing the rate of convergence uniformly over n, for B < B*.

Additional Information

In Campus Calendar
No
Groups

H. Milton Stewart School of Industrial and Systems Engineering (ISYE)

Invited Audience
No audiences were selected.
Categories
Seminar/Lecture/Colloquium
Keywords
convergence
Status
  • Created By: Anita Race
  • Workflow Status: Published
  • Created On: Oct 12, 2009 - 4:16pm
  • Last Updated: Oct 7, 2016 - 9:46pm