Extending the FCLT version of L=λW
نویسنده
چکیده
The functional central limit theorem (FCLT) version of Little’s law (L = λW ) established by Glynn and Whitt is extended to show that a bivariate FCLT for the number in 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.
منابع مشابه
Extending the FCLT version of L = λ
The functional central limit theorem (FCLT) version of Little’s law (L = 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, exp...
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ورودعنوان ژورنال:
- Oper. Res. Lett.
دوره 40 شماره
صفحات -
تاریخ انتشار 2012