Little's law 2026-10-14
For a stable queue with finite long-run averages, a positive finite admitted rate, and negligible initial and terminal contributions after division by observation time, Little's law states
Here is the time-average queue population, is the admitted rate through the chosen system, and is the customer-average customer sojourn time inside that same boundary. Without abandonment, admitted rate equals completed-service queue throughput in this stable regime. It may differ from the offered arrival rate because of blocking. When customers abandon, count their admissions and exits too, and average their actual time inside; using only service completions would mismatch the population being measured.
For the waiting area alone the matching identity is
where is mean queueing delay. For one server with no abandonment, service in arrival order, and finite mean service time ,
with the server utilization. Mixing total population with waiting-only duration would count different portions of each customer's visit. Customers who start service immediately contribute zero to , and must still be included in that customer average.
The strength of Little's law is that it does not require a Poisson process, an exponential distribution of service times, or service in arrival order. The sample-path area identity for Little's law explains why: counting customer-time across time slices or across customer visits gives the same area. A sufficient probabilistic setting is repeated independent and identically distributed empty-to-empty cycles with finite positive mean cycle duration, finite positive mean customer count, and finite mean population area; the renewal-reward theorem then supplies the long-run averages. Stability alone does not guarantee finite mean queueing delay: the Pollaczek-Khinchine mean formula shows why a finite second moment of service time matters for that mean in an M/G/1 queue.
For example, suppose a service desk receives six requests per hour but admits only four; measured mean customer sojourn time of admitted requests is half an hour. Its mean queue population is customers. Multiplying the offered rate by that duration would incorrectly give three. Conversely, counting two customers on average and measuring admitted queue throughput of four per hour gives hour. This lets one estimate a hard-to-track duration from occupancy and completed-job counts.
John D. C. Little published a rigorous proof in 1961 under finite-mean, strict stationarity, and ergodicity assumptions on the arrival process. Those were assumptions of that proof, rather than a requirement that every useful form of the identity have random arrivals. [ref]. [ref].
Immediately after departure , either and one of those customers starts the next service, or and the next arrival both initiates service and is not counted among those waiting after it. During that service further customers arrive. Thus the embedded departure chain of an M-G-1 queue obeys
Conditional on the next service time , the Poisson process property gives
The law of total expectation and law of total variance therefore give
and
In equilibrium let have the common distribution of and put . The fresh pair is independent of . Taking expectations in the recursion gives
Because and , stationarity of the second moment gives
Solving,
In stationarity, level crossing together with Poisson arrivals see time averages identifies this as the mean number in the shop. The Little law gives , where is waiting time before service. Since ,
This is the Pollaczek-Khinchine mean formula.
For a stable first-come first-served M/G/1 queue, write and . The stationary waiting-time Laplace transform is
With finite second service moment, differentiating at zero gives the Pollaczek-Khinchine mean formula. These are the transform and mean forms of the same queueing identity.