Extending the FCLT version of

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• 作者：Ward Whitt ; ^{ww2040@columbia.edu}
• 关键词：Little&rsquo ; s law ; L=位W ; Functional central limit theorem ; Confidence intervals ; Continuous mapping theorem ; Composition with centering
• 刊名：Operations Research Letters
• 出版年：2012
• 期刊代码：134_01676377
• 类别：et
• 出版时间：July, 2012
• 卷：40
• 期：4
• 页码：230-234
• 文件大小：252 K

摘要

The functional central limit theorem (FCLT) version of Little鈥檚 law () established by Glynn and Whitt is extended to show that a bivariate FCLT for the number in the 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.