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Technical Note for Discrete-Time Diffusion Approximations Motivated from Hospital Inpatient Flow Management
Published 20 Aug 2015 in math.PR | (1508.05148v1)
Abstract: This note details the development of a discrete-time diffusion process to approximate the midnight customer count process in a $M_\textrm{per}/\textrm{Geo}_\textrm{2timeScale}/N$ 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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