A general workload conservation law with applications to queueing systems

In the spirit of Little's law and its extension we use sample-path analysis to give a general conservation law. For queueing models the law relates the asymptotic average workload in the system to the conditional asymptotic average sojourn time and service times distribution function. This law generalizes previously obtained conservation laws for both single- and multi-server systems, and anticipating and non-anticipating scheduling disciplines. Applications to single- and multi-class queueing and other systems that illustrate the versatility of this law are given. In particular, we show that, for anticipative and non-anticipative scheduling rules, the unconditional delay in a queue is related to the covariance of service times and queueing delays.