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A central-limit-theorem version of the periodic Little’s law

Author

Listed:
  • Ward Whitt

    (Columbia University)

  • Xiaopei Zhang

    (Columbia University)

Abstract

We establish a central-limit-theorem (CLT) version of the periodic Little’s law (PLL) in discrete time, which complements the sample-path and stationary versions of the PLL we recently established, motivated by data analysis of a hospital emergency department. Our new CLT version of the PLL extends previous CLT versions of LL. As with the LL, the CLT version of the PLL is useful for statistical applications.

Suggested Citation

  • Ward Whitt & Xiaopei Zhang, 2019. "A central-limit-theorem version of the periodic Little’s law," Queueing Systems: Theory and Applications, Springer, vol. 91(1), pages 15-47, February.
    • Handle: RePEc:spr:queues:v:91:y:2019:i:1:d:10.1007_s11134-018-9588-8
    DOI: 10.1007/s11134-018-9588-8
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    References listed on IDEAS

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    1. Peter W. Glynn & Ward Whitt, 1989. "Indirect Estimation Via L = λ W," Operations Research, INFORMS, vol. 37(1), pages 82-103, February.
    2. Song-Hee Kim & Ward Whitt, 2013. "Statistical Analysis with Little's Law," Operations Research, INFORMS, vol. 61(4), pages 1030-1045, August.
    3. Peter W. Glynn & Ward Whitt, 1988. "Ordinary CLT and WLLN Versions of L = (lambda) W," Mathematics of Operations Research, INFORMS, vol. 13(4), pages 674-692, November.
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    Cited by:

    1. Ward Whitt & Xiaopei Zhang, 2019. "Periodic Little’s Law," Operations Research, INFORMS, vol. 67(1), pages 267-280, January.

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