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• W3207263240 abstract "We develop a general approach to Stein's method for approximating a random process in the path space $D([0,T]to R^d)$ by a real continuous Gaussian process. We then use the approach in the context of processes that have a representation as integrals with respect to anunderlying point process, deriving a general quantitative Gaussian approximation. The error bound is expressed in terms of couplings of the original process to processes generated from the reduced Palm measures associated with the point process. As applications, we study certain $text{GI}/text{GI}/infty$ queues in the heavy traffic regime." @default.
• W3207263240 created "2021-10-25" @default.
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• W3207263240 date "2021-10-19" @default.
• W3207263240 modified "2023-10-14" @default.
• W3207263240 title "Stein's method, Gaussian processes and Palm measures, with applications to queueing" @default.
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• W3207263240 doi "https://doi.org/10.48550/arxiv.2110.10365" @default.
• W3207263240 hasPublicationYear "2021" @default.
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