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Little's law

Little's law
In the mathematical theory of queues, Little's result, theorem, lemma, law or formula[1][2] is a theorem by John Little which states: The long-term average number of customers in a stable system L is equal to the long-term average effective arrival rate, , multiplied by the (Palm)average time a customer spends in the system, W; or expressed algebraically:L=W. Although it looks intuitively reasonable, it's a quite remarkable result, as the relationship is "not influenced by the arrival process distribution, the service distribution, the service order, or practically anything else."[3] The result applies to any system, and particularly, it applies to systems within systems. So in a bank, the customer line might be one subsystem, and each of the tellers another subsystem, and Little's result could be applied to each one, as well as the whole thing. The only requirements are that the system is stable and non-preemptive; this rules out transition states such as initial startup or shutdown. In some cases it is possible to mathematically relate not only the average number in the system to the average wait but relate the entire probability distribution (and moments) of the number in the system to the wait.[4]

History
In a 1954 paper Little's law was assumed true and used without proof.[5][6] The form L=W was first published by Philip M. Morse where he challenged readers to find a situation where the relationship did not hold.[5][7] Little published in 1961 his proof of the law, showing that no such situation existed.[8] Little's proof was followed by a simpler version by Jewell[9] and another by Eilon.[10] Shaler Stidham published a different and more intuitive proof in 1972.[11][12]

Example
Imagine a small store with a single counter and an area for browsing, where only one person can be at the counter at a time, and no one leaves without buying something. So the system is roughly: Entrance Browsing Counter Exit This is a stable system, so the rate at which people enter the store is the rate at which they arrive at the store, and the rate at which they exit as well. We call this the arrival rate. By contrast, an arrival rate exceeding an exit rate would represent an unstable system, where the number of waiting customers in the store will gradually increase towards infinity. Little's Law tells us that the average number of customers in the store L, is the effective arrival rate , times the average time that a customer spends in the store W, or simply:

Assume customers arrive at the rate of 10 per hour and stay an average of 0.5 hour. This means we should find the average number of customers in the store at any time to be 5.

Now suppose the store is considering doing more advertising to raise the arrival rate to 20 per hour. The store must either be prepared to host an average of 10 occupants or must reduce the time each customer spends in the store to 0.25 hour. The store might achieve the latter by ringing up the bill faster or by adding more counters. We can apply Little's Law to systems within the store. For example, the counter and its queue. Assume we notice that there are on average 2 customers in the queue and at the counter. We know the arrival rate is 10 per hour, so customers must be spending 0.2 hours on average checking out.

Little's law

We can even apply Little's Law to the counter itself. The average number of people at the counter would be in the range (0,1) since no more than one person can be at the counter at a time. In that case, the average number of people at the counter is also known as the utilisation of the counter. However, because a store in reality generally has a limited amount of space, it cannot become unstable. Even if the arrival rate is much greater than the exit rate, the store will eventually start to overflow, and thus any new arriving customers will simply be rejected (and forced to go somewhere else or try again later) until there is once again free space available in the store. This is also the difference between the arrival rate and the effective arrival rate, where the arrival rate roughly corresponds to the rate of which customers arrive at the store, whereas the effective arrival rate corresponds to the rate of which customers enter the store. In a system with an infinite size and no loss, the two are however equal.

Applications
Software-performance testers have used Little's law to ensure that the observed performance results are not due to bottlenecks imposed by the testing apparatus. See: Software Infrastructure Bottlenecks in J2EE by Deepak Goel [13] Benchmarking Blunders and Things That Go Bump in the Night by Neil Gunther [14] Other applications include staffing emergency departments in hospitals.[15][16]

Notes
[1] Alberto Leon-Garcia (2008). Probability, statistics, and random processes for electrical engineering (3rd ed.). Prentice Hall. ISBN0-13-147122-8. [2] Allen, Arnold A. (1990). Probability, Statistics, and Queueing Theory: With Computer Science Applications. Gulf Professional Publishing. p.259. ISBN0120510510. [3] Simchi-Levi, D.; Trick, M. A. (2011). "Introduction to "Little's Law as Viewed on Its 50th Anniversary"". Operations Research 59 (3): 535. doi:10.1287/opre.1110.0941. [4] Keilson, J.; Servi, L. D. (1988). "A distributional form of Little's Law" (http:/ / dspace. mit. edu/ handle/ 1721. 1/ 5305). Operations Research Letters 7 (5): 223. doi:10.1016/0167-6377(88)90035-1. . [5] Little, J. D. C.; Graves, S. C. (2008). "Little's Law" (http:/ / web. mit. edu/ sgraves/ www/ papers/ Little's Law-Published. pdf). Building Intuition. International Series in Operations Research & Management Science. 115. pp.81. doi:10.1007/978-0-387-73699-0_5. ISBN978-0-387-73698-3. . [6] Cobham, Alan (1954). "Priority Assignment in Waiting Line Problems". Operations Research 2: 7076. doi:10.1287/opre.2.1.70. JSTOR166539. [7] Morse, Philip M. (1958). Queues, inventories, and maintenance: the analysis of operational system with variable demand and supply. Wiley. [8] Little, J. D. C. (1961). "A Proof for the Queuing Formula: L = W". Operations Research 9 (3): 383320. doi:10.1287/opre.9.3.383. JSTOR167570. [9] Jewell, William S. (1967). "A Simple Proof of: L= W". Operations Research 15 (6): 1109-1116. doi:10.1287/opre.15.6.1109. JSTOR168616. [10] Eilon, Samuel (1969). "A Simpler Proof of L= W". Operations Research 17 (5): 915-917. doi:10.1287/opre.17.5.915. JSTOR168368. [11] Stidham Jr., Shaler (1974). "A Last Word on L =W". Operations Research 22 (2): 417421. doi:10.1287/opre.22.2.417. JSTOR169601. [12] Stidham Jr., Shaler (1972). "L = W: A Discounted Analogue and a New Proof". Operations Research 20 (6): 11151120. doi:10.1287/opre.20.6.1115. JSTOR169301. [13] http:/ / www. onjava. com/ pub/ a/ onjava/ 2005/ 01/ 19/ j2ee-bottlenecks. html [14] http:/ / arxiv. org/ abs/ cs/ 0404043 [15] Little, J. D. C. (2011). "Little's Law as Viewed on Its 50th Anniversary" (http:/ / www. informs. org/ content/ download/ 255808/ 2414681/ file/ little_paper. pdf). Operations Research 59 (3): 536549. doi:10.1287/opre.1110.0940. JSTOR23013126. . [16] Harris, Mark (February 22, 2010). "Littles Law: The Science Behind Proper Staffing" (http:/ / www. epmonthly. com/ subspecialties/ management/ littles-law-the-science-behind-proper-staffing/ ). Emergency Physicians Monthly. . Retrieved September 4, 2012.

Little's law