English

Limit theorems for iterated random topical operators

Probability 2007-05-23 v2 Optimization and Control

Abstract

Let A(n) be a sequence of i.i.d. topical (i.e. isotone and additively homogeneous) operators. Let x(n,x0)x(n,x_0) be defined by x(0,x0)=x0x(0,x_0)=x_0 and x(n,x0)=A(n)x(n1,x0)x(n,x_0)=A(n)x(n-1,x_0). This can modelize a wide range of systems including, task graphs, train networks, Job-Shop, timed digital circuits or parallel processing systems. When A(n) has the memory loss property, we use the spectral gap method to prove limit theorems for x(n,x0)x(n,x_0). Roughly speaking, we show that x(n,x0)x(n,x_0) behaves like a sum of i.i.d. real variables. Precisely, we show that with suitable additional conditions, it satisfies a central limit theorem with rate, a local limit theorem, a renewal theorem and a large deviations principle, and we give an algebraic condition to ensure the positivity of the variance in the CLT. When A(n) are defined by matrices in the \mp semi-ring, we give more effective statements and show that the additional conditions and the positivity of the variance in the CLT are generic.

Keywords

Cite

@article{arxiv.math/0503634,
  title  = {Limit theorems for iterated random topical operators},
  author = {Glenn Merlet},
  journal= {arXiv preprint arXiv:math/0503634},
  year   = {2007}
}