| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1142461 | Operations Research Letters | 2012 | 5 Pages |
Abstract
The functional central limit theorem (FCLT) version of Little’s law (L=λWL=λW) established by Glynn and Whitt is extended to show that a bivariate FCLT for the number in the system and the waiting times implies the joint FCLT for all processes. It is based on a converse to the preservation of convergence by the composition map with centering on the function space containing the sample paths, exploiting monotonicity.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Ward Whitt,