On the rate of convergence to stationarity of the M/M/\(n\) queue in the Halfin-Whitt regime (Q373837): Difference between revisions

In the present paper the authors 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. They identify the limiting rate of convergence to steady-state, and discover an asymptotic phase transition that occurs w.r.t. this rate. This result may be interpreted as an asymptotic version of a phase transition proven to occur for any fixed \(n\) by \textit{E. van Doorn} [Stochastic monotonicity and queueing applications of birth-death processes. New York - Heidelberg - Berlin: Springer-Verlag (1980; Zbl 0454.60069)]. They also prove explicit bounds on the distance to stationarity for the M/M/\(n\) queue in the Halfin-Whitt regime, when \(B<B^*\). Their bounds scale independently of n in the Halfin-Whitt regime, and do not follow from the weak-convergence theory.