Some Ergodic Results on Stochastic Iterative Discrete Events Systems |
| |
Authors: | Jean-Marc Vincent |
| |
Affiliation: | (1) Laboratoire de Modèlisation et Calcul, Institut IMAG, BP 53, 38041 GRENOBLE Cedex, FRANCE |
| |
Abstract: | This paper deals with the asymptotic behavior of the stochastic dynamics of discrete event systems. In this paper we focus on a wide class of models arising in several fields and particularly in computer science. This class of models may be characterized by stochastic recurrence equations in K of the form T(n+1) =
n+1(T(n)) where
n
is a random operator monotone and 1—linear. We establish that the behaviour of the extremas of the process T(n) are linear. The results are an application of the sub-additive ergodic theorem of Kingman. We also give some stability properties of such sequences and a simple method of estimating the limit points. |
| |
Keywords: | Stochastic recurrence equations performance evaluation ergodicity stability subadditive ergodic theory |
本文献已被 SpringerLink 等数据库收录! |