An LIL version of L=λW

An LIL version of L=λW

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Article ID: iaor1988335
Country: United States
Volume: 13
Issue: 4
Start Page Number: 693
End Page Number: 710
Publication Date: Nov 1988
Journal: Mathematics of Operations Research
Authors: ,
Abstract:

This paper establishes a law-of-the-iterated-logarithm (LIL) version of the fundamental queueing formula L=λW: Under regularity conditions, the continuous-time arrival counting process and queue-length process jointly obey an LIL when the discrete-time sequence of interarrival times and waiting times jointly obey an LIL, and the limit sets are related. The standard relation L=λW appears as a corollary. LILs for inverse processes and random sums are also established, which are of general probabilistic interest because the usual independence, identical-distribution and moment assumptions are not made. Moreover, a LIL for regenerative process is established, which can be used to obtain the other LILs.

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