Cycle time of stochastic max-plus linear systems

Abstract

We analyze the asymptotic behavior of sequences of random variables (x(n))n∈N defined by an initial condition and the induction formula xi(n + 1) = maxj (Aij(n) + xj(n)), where (A(n))n∈N is a stationary and ergodic sequence of random matrices with entries in R ∪ {−∞}. This type of recursive sequences are frequently used in applied probability as they model… (More)

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