A central-limit-theorem version of L= W

DOI10.1007/BF01536188MaRDI QIDQ1122879zbMATH OpenOpenAlexFDO

Authors Peter W. Glynn, Ward Whitt

Publication date 1986

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01536188

zbMATH Keywords

central limit theoremqueueing theorycomputer simulationfunctional central limit theoremsestimation of queueing system parameters

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

Recommendations

• Ordinary CLT and WLLN Versions of L = λW
• Extending the FCLT version of \(L=\lambda W\)
• Sufficient conditions for functional-limit-theorem versions of \(L=\lambda W\)
• An LIL Version of L = λW
• Extensions of the Queueing Relations L = λW and H = λG

Cites work

• scientific article; zbMATH DE number 3852171 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• A Proof for the Queuing Formula: L = λW
• An invariance principle for the law of the iterated logarithm
• Conservation Equations and Variance Reduction in Queueing Simulations
• Continuous versions of the queuing formulas L=lambdaW and H=lambdaG
• Functional laws of the iterated logarithm for the partial sums of i.i.d. random variables in the asymmetric stable law
• Functional limit theorems for stochastic processes based on embedded processes
• Multiple channel queues in heavy traffic. II: sequences, networks, and batches
• Some Useful Functions for Functional Limit Theorems
• Stochastic Abelian and Tauberian theorems
• Technical Note—A Last Word on L = λW
• Weak convergence of the average of flag processes

Cited in

(26)

• Functional law of the iterated logarithm for multi-server queues with batch arrivals and customer feedback
• Sensitivity analysis and optimization of stochastic Petri nets
• A law of the iterated logarithm for the sojourn time process in queues in series
• Functional central limit theorems for a large network in which customers join the shortest of several queues
• Correction note on \(L={\lambda{}}W\)
• A review of \(L=\lambda W\) and extensions
• Periodic Little's law
• Stochastic quasigradient methods for optimization of discrete event systems
• Fluid limits and diffusion approximations for networks of multi-server queues in heavy traffic
• The (functional) law of the iterated logarithm of the sojourn time for a multiclass queue
• How to optimize discrete-event systems from a single sample path by the score function method
• A survey of parameter and state estimation in queues
• Modified importance sampling for performance evaluation and sensitivity analysis of computer simulation models
• A central-limit-theorem version of the periodic Little's law
• Sufficient conditions for functional-limit-theorem versions of \(L=\lambda W\)
• Sample-path analysis of processes with imbedded point processes
• A law of iterated logarithm for multiclass queues with preemptive priority service discipline
• Ordinary CLT and WLLN Versions of L = λW
• Asymptotic variability analysis for a two-stage tandem queue. I: The functional law of the iterated logarithm
• Estimation methods for passage times using one-dependent cycles
• Statistical Estimate of the Traffic Coefficient for a Multichannel Queueing System with Regenerative Input Flow
• Diffusion approximations for open queueing networks with service interruptions
• A functional law of the iterated logarithm for multi-class queues with batch arrivals
• Extending the FCLT version of \(L=\lambda W\)
• Little laws for utility processes and waiting times in queues
• Estimation Methods for Delays in Non-regenerative Discrete-Event Systems

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