Some Ergodic Results on Stochastic Iterative Discrete Events Systems

  • Authors:
  • Jean-Marc Vincent

  • Affiliations:
  • Laboratoire de Modèlisation et Calcul, Institut IMAG, BP 53, 38041 GRENOBLE Cedex, FRANCE.

  • Venue:
  • Discrete Event Dynamic Systems
  • Year:
  • 1997

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Abstract

This paper deals with the asymptotic behavior of thestochastic dynamics of discrete event systems. In this paperwe focus on a wide class of models arising in several fieldsand particularly in computer science. This class of models maybe characterized by stochastic recurrence equations in real^Kof the form T(n+1) = &phis;_{n+1}{ T}(n))where phi_n is a random operator monotone and1- linear. We establish that the behaviour of theextremas of the process T(n) are linear.The results are an application of the sub-additive ergodic theoremof Kingman. We also give some stability properties of such sequencesand a simple method of estimating the limit points.