Cycle time of stochastic max-plus linear systems

Details Cycle time of stochastic max-plus linear systems Cycle time of stochastic max-plus linear systems

2007-12-16

arxiv.org/abs/0712.2559v2

Electronic Journal of Probability 13 (2008) (2008) Paper 12, 322-340

Mathematics

Probability

This article has been published by IMS in Electronic Journal of Probability at http://www.math.washington.edu/~ejpecp/viewarti

Scientific paper

We analyze the asymptotic behavior of sequences of random variables defined by an initial condition, a stationary and ergodic sequence of random matrices, and an induction formula involving multiplication is the so-called max-plus algebra. This type of recursive sequences are frequently used in applied probability as they model many systems as some queueing networks, train and computer networks, and production systems. We give a necessary condition for the recursive sequences to satisfy a strong law of large numbers, which proves to be sufficient when the matrices are i.i.d. Moreover, we construct a new example, in which the sequence of matrices is strongly mixing, that condition is satisfied, but the recursive sequence do not converges almost surely.

Affiliated with

Also associated with

No associations

Rating

Cycle time of stochastic max-plus linear systems does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Cycle time of stochastic max-plus linear systems, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Cycle time of stochastic max-plus linear systems will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-446012