A central-limit-theorem version of L= W
DOI10.1007/BF01536188zbMATH Open0676.60088OpenAlexW1481778483MaRDI QIDQ1122879FDOQ1122879
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
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central limit theoremqueueing theorycomputer simulationfunctional central limit theoremsestimation of queueing system parameters
Central limit and other weak theorems (60F05) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)
Cites Work
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- Some Useful Functions for Functional Limit Theorems
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- Multiple channel queues in heavy traffic. II: sequences, networks, and batches
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- A Proof for the Queuing Formula: L = λW
- Functional laws of the iterated logarithm for the partial sums of i.i.d. random variables in the asymmetric stable law
- Technical Note—A Last Word on L = λW
- Functional limit theorems for stochastic processes based on embedded processes
- Continuous versions of the queuing formulas L=lambdaW and H=lambdaG
- Conservation Equations and Variance Reduction in Queueing Simulations
- Stochastic Abelian and Tauberian theorems
- Weak convergence of the average of flag processes
Cited In (26)
- A law of the iterated logarithm for the sojourn time process in queues in series
- Stochastic quasigradient methods for optimization of discrete event systems
- Sample-path analysis of processes with imbedded point processes
- Statistical Estimate of the Traffic Coefficient for a Multichannel Queueing System with Regenerative Input Flow
- Ordinary CLT and WLLN Versions of L = λW
- Functional law of the iterated logarithm for multi-server queues with batch arrivals and customer feedback
- A law of iterated logarithm for multiclass queues with preemptive priority service discipline
- Fluid limits and diffusion approximations for networks of multi-server queues in heavy traffic
- Extending the FCLT version of \(L=\lambda W\)
- Estimation methods for passage times using one-dependent cycles
- Sufficient conditions for functional-limit-theorem versions of \(L=\lambda W\)
- A central-limit-theorem version of the periodic Little's law
- Diffusion approximations for open queueing networks with service interruptions
- A review of \(L=\lambda W\) and extensions
- 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
- Modified importance sampling for performance evaluation and sensitivity analysis of computer simulation models
- A functional law of the iterated logarithm for multi-class queues with batch arrivals
- Functional central limit theorems for a large network in which customers join the shortest of several queues
- Estimation Methods for Delays in Non-regenerative Discrete-Event Systems
- A survey of parameter and state estimation in queues
- Asymptotic variability analysis for a two-stage tandem queue. I: The functional law of the iterated logarithm
- Sensitivity analysis and optimization of stochastic Petri nets
- Little laws for utility processes and waiting times in queues
- Periodic Little's law
- Correction note on \(L={\lambda{}}W\)
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