Memory Loss Property for Products of Random Matrices in the Max-Plus Algebra

  • Authors:
  • Glenn Merlet

  • Affiliations:
  • Institut de Mathematiques de Luminy, Université de la Méditerranée, F-13009 Marseille, France

  • Venue:
  • Mathematics of Operations Research
  • Year:
  • 2010

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Abstract

Products of random matrices in the max-plus algebra are used as models of a wide range of discrete event systems, including train or queueing networks, job shops, timed digital circuits, or parallel processing systems. Several mathematical models such as timed event graph or task-resources models also lead to max-plus products of matrices. Some stability and computability results, such as convergence of waiting times to a unique stationary regime or limit theorems for the throughput, have been proved under the so-called memory loss property (MLP). When the random matrices are i.i.d., we prove that this property is generic in the following sense: if it is not fulfilled, the support of the common law of the random matrices is included in a union of finitely many affine hyperplanes.