Higher-Order Approximations of Sojourn Times in M/G/1 Queues via Stein's Method
We study the stationary sojourn time distribution in an M/G/1 queue operating under heavy traffic. It is known that the sojourn time converges to an exponential distribution in the limit. Our focus is on obtaining pre-asymptotic, higher-order approximations that go beyond the classical exponential limit. Using Stein's method, we...