A NOTE ON THE PATHWISE VERSION OF LITTLE FORMULA

Authors
MAZUMDAR R BADRINATH V GUILLEMIN F ROSENBERG C
Citation
R. Mazumdar et al., A NOTE ON THE PATHWISE VERSION OF LITTLE FORMULA, Operations research letters, 14(1), 1993, pp. 19-24
Citations number
10
Categorie Soggetti
Operatione Research & Management Science","Operatione Research & Management Science
Journal title
Operations research letters → ACNP
ISSN journal
01676377
Volume
14
Issue
1
Year of publication
1993
Pages
19 - 24
Database
ISI
SICI code
0167-6377(1993)14:1<19:ANOTPV>2.0.ZU;2-N
Abstract
The classical result of Little states that the average number of custo mers in a queue is just the average intensity or arrival rate multipli ed by the average workload seen by an arriving customer. The main poin t of this note is to show that this result can be stated pathwise in t hat the difference between empirical averages of the two quantities go es to zero without requiring the limits to exist.