Products of Irreducible Random Matrices in the (Max, +) Algebra
نویسندگان
چکیده
منابع مشابه
Products of irreducible random matrices in the (Max,+) Algebra
We consider the recursive equation “x(n + 1) = A(n) ⊗ x(n)” where x(n + 1) and x(n) are Rk-valued vectors and A(n) is an irreducible random matrix of size k × k. The matrix-vector multiplication in the (max,+) algebra is defined by (A(n) ⊗ x(n))i = maxj(Aij(n) + xj(n)). This type of equation can be used to represent the evolution of Stochastic Event Graphs which include cyclic Jackson Networks,...
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ژورنال
عنوان ژورنال: Advances in Applied Probability
سال: 1997
ISSN: 0001-8678,1475-6064
DOI: 10.2307/1428012