Documents

We consider (max,+)-algebra products of random matrices, which arise from performance evaluation of acyclic fork-join queueing networks. A new algebraic technique to examine properties of the product and investigate its limiting behaviour is proposed based on an extension of the standard matrix (max,+)-algebra by endowing it with the ordinary matrix addition as an external operation. As an application, we derive bounds on the (max,+)-algebra maximal Lyapunov exponent which can be considered as the cycle time of the networks.
Original languageEnglish
Title of host publicationSimulation 2001
Subtitle of host publicationProc. the 4th St. Petersburg Workshop on Simulation
EditorsS. M. Ermakov, Yu. N. Kashtanov, V. B. Melas
Place of PublicationСПб
PublisherИздательство Санкт-Петербургского университета
Pages304-309
ISBN (Print)5-7997-0304-9
StatePublished - 2001
EventSimulation 2001 : the 4th St. Petersburg Workshop on Simulation - St. Petersburg, Russian Federation
Duration: 18 Jun 2001 → 22 Jun 2001

Conference

ConferenceSimulation 2001
Country/TerritoryRussian Federation
CitySt. Petersburg
Period18/06/01 → 22/06/01

    Scopus subject areas

  • Management Science and Operations Research
  • Modelling and Simulation
  • Statistics, Probability and Uncertainty

    Research areas

  • (max, +)-algebra, product of random matrices, maximal Lyapunov exponent, acyclic fork-join networks, cycle time

ID: 4409510