Extending the FCLT version of L = λW
by
Ward Whitt
BibTeX
@MISC{Whitt_extendingthe,
author = {Ward Whitt},
title = {Extending the FCLT version of L = λW},
year = {}
}
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Abstract
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. Keywords: Little’s law, L = λW, functional central limit theorem, confidence intervals, continuous mapping theorem, composition with centering 1.
