A short note on the monotonicity of the Erlang C formula in the Halfin-Whitt regime

Details A short note on the monotonicity of the Erlang C formula in the Halfin-Whitt regime A short note on the monotonicity of the Erlang C formula in the Halfin-Whitt regime

2011-12-15

arxiv.org/abs/1112.3689v1

Mathematics

Probability

4 pages, 2 figures

Scientific paper

We prove a monotonicity condition satisfied by the Erlang C formula when
computed in the Halfin-Whitt regime. This property was recently conjectured in
Janssen et al. [2011].

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