MATHEMATICS OF OPERATIONS RESEARCH Primed in U.S.A. ORDINARY.pdfVIP

MATHEMATICS OF OPERATIONS RESEARCH Vol. 13. No. 4, November 1988 Primed in U.S.A. ORDINARY CLT AND WLLN VERSIONS OF L = PETER W. GLYNN* AND WARD WHITT* The familiar queueing principle expressed by the formula L=^\W (Littles law) can be interpreted as a relation among strong laws of large numbers (SLLNs). Here we prove central-limit-theorem (CLT) and weak-law-of-large-numbers (WLLN) versions of L = \W. For example, if the sequence of ordered pairs of interarrival times and waiting times is strictly stationary and satisfies a joint CLT, then the queue-length process also obeys a CLT with a related limiting distribution. In a previous paper we proved a functional-central-limit-theorem version oi L = \W, without stationarity, by very different arguments. The two papers highlight the differences between estabhshing ordinary limit theorems and their functional-limit-theorem counterparts. 1. Introduction and summary. In [7] we established a functional-central-limit- theorem (FCLT) version of the fundamental queueing formula L = \W [12], [14]. We showed that the time-average of the queue-length process obeys a FCLT if the customer-average waiting time obeys a FCLT jointly with the customer-average interarrival time, and we described the limits. This was accomplished using the continuous mapping theorem and related arguments in the setting of weak convergence on the function space Z)[0, oo), as in [1] and [16]. Since FCLTs tend to hold in all the standard situations in which ordinary central limit theorems (CLTs) hold, the FCLTs in [7] seem quite satisfactory