Technical Note for Discrete-Time Diffusion Approximations Motivated from Hospital Inpatient Flow Management

MaRDI QIDQ6264723zbMATH OpenFDO

Authors J. G. Dai, Pengyi Shi

Publication date 20 August 2015

Abstract: This note details the development of a discrete-time diffusion process to approximate the midnight customer count process in a $M_{e}xtrmper/extrm{Geo}_{e}xtrm2timeScale/N$ system. We prove a limit theorem that supports this diffusion approximation, and discuss two methods to compute the stationary distribution of this discrete-time diffusion process.

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