Ergodic Theorems for Stochastic Operators and Discrete Event Networks

نویسندگان

  • François Baccelli
  • Jean Mairesse
چکیده

We present a survey of the main ergodic theory techniques which are used in the study of iterates of monotone and homogeneous stochastic operators. It is shown that ergodic theorems on discrete event networks (queueing networks and/or Petri nets) are a generalization of these stochastic operator theorems. Kingman's subadditive ergodic Theorem is the key tool for deriving what we call rst order ergodic results. We also show how to use backward constructions (also called Loynes schemes in network theory) in order to obtain second order ergodic results. We will propose a review of systems entering the framework insisting on two models, precedence constraints networks and Jackson type networks. Thhorrmes Ergodiques pour les Oprateurs Stochastiques et les RRseaux vnements Discrets RRsumm : Nous passons en revue les principales techniques de thhorie ergodique utilisses dans l''tude des ittrres d'oprateurs stochastiques monotones et homoggnes. Nous montrons que les thhorrmes ergodiques utilisss dans le cadre des rrseaux vnements discrets peuvent tre vus comme une ggnnralisation de ceux connus sur ces oprateurs. Le thhorrme sous-additif ergodique de Kingman est l'outil de base pour l'obtention des thhorrmes d'ordre un. Nous montrons aussi comment les constructions rrtrogrades (aussi connues sous le nom de schhmas de Loynes en thhorie des rrseaux de les d'attente) peuvent tre utilisses pour l'obtention de thhorrmes d'ordre deux. Nous donnons pour conclure divers exemples de systtmes analysables par ce type d'outils, dont certains rrseaux synchronisss et les rrseaux de Jackson.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Stability of Jackson-type Queueing Networks, I

This paper gives a pathwise construction of Jackson-type queueing networks allowing the derivation of stability and convergence theorems under general probabilistic assumptions on the driving sequences; namely, it is only assumed that the input process, the service sequences and the routing mechanism are jointly stationary and ergodic in a sense that is made precise in the paper. The main tools...

متن کامل

A discrete-event optimization framework for mixed-speed train timetabling problem

Railway scheduling is a complex task of rail operators that involves the generation of a conflict-free train timetable. This paper presents a discrete-event simulation-based optimization approach for solving the train timetabling problem to minimize total weighted unplanned stop time in a hybrid single and double track railway networks. The designed simulation model is used as a platform for ge...

متن کامل

Double-null operators and the investigation of Birkhoff's theorem on discrete lp spaces

Doubly stochastic matrices play a fundamental role in the theory of majorization. Birkhoff's theorem explains the relation between $ntimes n$ doubly stochastic matrices and permutations. In this paper, we first introduce double-null  operators and we will find some important properties of them. Then with the help of double-null operators, we investigate Birkhoff's theorem for descreate $l^p$ sp...

متن کامل

Ergodic Theory and Discrete One-dimensional Random Schr Odinger Operators: Uniform Existence of the Lyapunov Exponent

We review recent results which relate spectral theory of discrete one-dimensional Schrödinger operators over strictly ergodic systems to uniform existence of the Lyapunov exponent. In combination with suitable ergodic theorems this allows one to establish Cantor spectrum of Lebesgue measure zero for a large class of quasicrystal Schrödinger operators. The results can also be used to study non-u...

متن کامل

Discrete Radon Transforms and Applications to Ergodic Theory

We prove L boundedness of certain non-translation-invariant discrete maximal Radon transforms and discrete singular Radon transforms. We also prove maximal, pointwise, and L ergodic theorems for certain families of non-commuting operators.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1995