Related papers: Products of random matrices and queueing system pe…
Simple lower and upper bounds on mean cycle time in stochastic acyclic fork-join queueing networks are derived using a (max,+)-algebra based representation of network dynamics. The behaviour of the bounds under various assumptions…
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.…
We consider the recursive equation ``x(n+1)=A(n)x(n)'' where x(n+1) and x(n) are column vectors of size k and where A(n) is an irreducible random matrix of size k x k. The matrix-vector multiplication in the (max,+) algebra is defined by…
The problems that we consider in this paper are as follows. Let $A_1, \ldots, A_k$ be square matrices (over reals). Let $W=w(A_1, \ldots, A_k)$ be a random product of $n$ matrices. What is the expected absolute value of the largest (in the…
A class of queueing networks which consist of single-server fork-join nodes with infinite buffers is examined to derive a representation of the network dynamics in terms of max-plus algebra. For the networks, we present a common dynamic…
The problem of evaluation of Lyapunov exponent in queueing network analysis is considered based on models and methods of idempotent algebra. General existence conditions for Lyapunov exponent to exist in generalized linear stochastic…
Simple lower and upper bounds on mean cycle time in stochastic acyclic fork-join networks are derived using the $(\max,+)$-algebra approach. The behaviour of the bounds under various assumptions concerning the service times in the networks…
This paper is concerned with the study of random (Bernoulli and Markovian) product of matrices on a compact space of symbols. We establish the analyticity of the maximal Lyapunov exponent as a function of the transition probabilities, thus…
We analyze the joint extremal behavior of $n$ random products of the form $\prod_{j=1}^m X_j^{a_{ij}}, 1 \leq i \leq n,$ for non-negative, independent regularly varying random variables $X_1, \ldots, X_m$ and general coefficients $a_{ij}…
Max-algebra models of tandem single-server queueing systems with both finite and infinite buffers are developed. The dynamics of each system is described by a linear vector state equation similar to those in the conventional linear systems…
Lyapunov exponents describe the asymptotic behavior of the singular values of large products of random matrices. A direct computation of these exponents is however often infeasible. By establishing a link between Lyapunov exponents and an…
The problems that we consider in this paper are as follows. Let A and B be 2x2 matrices (over reals). Let w(A, B) be a word of length n. After evaluating w(A, B) as a product of matrices, we get a 2x2 matrix, call it W. What is the largest…
We discuss several techniques for the evaluation of the generalised Lyapunov exponents which characterise the growth of products of random matrices in the large-deviation regime. A Monte Carlo algorithm that performs importance sampling…
We analyse products of random $R\times R$ matrices by means of a variant of the replica trick which was recently introduced for one-dimensional disordered Ising models. The replicated transfer matrix can be block-diagonalized with help of…
The aim of this manuscript is to understand the dynamics of matrix products in a max algebra. A consequence of the Perron-Fr\"{o}benius theorem on periodic points of a nonnegative matrix is generalized to a max algebra setting. The same is…
Analyticity and other properties of the largest or smallest Lyapunov exponent of a product of real matrices with a "cone property" are studied as functions of the matrices entries, as long as they vary without destroying the cone property.…
We consider inhomogeneous matrix products over max-plus algebra, where the matrices in the product satisfy certain assumptions under which the matrix products of sufficient length be rank-one, as it was shown in [6][L. Shue, B.D.O.…
The application of the max-algebra to describe queueing systems by both linear scalar and vector equations is discussed. It is shown that these equations may be handled using ordinary algebraic manipulations. Examples of solving the…
Products of random matrices in the $(\max,+)$ algebra are used as a model for a class of discrete event dynamical systems. J. Mairesse proved that such a system couples in finite times with a unique stationary regime if and only if it has a…
Consideration is given to the three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in)homogeneous continuous-time Markov chains. This class is…