NDLI: Evaluation of the mean cycle time in stochastic discrete event dynamic systems

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Evaluation of the mean cycle time in stochastic discrete event dynamic systems

Content Provider	ACM Digital Library
Author	Krivulin, Nikolai
Abstract	We consider stochastic discrete event dynamic systems that have time evolution represented with two-dimensional state vectors through a vector equation that is linear in terms of an idempotent semiring. The state transitions are governed by second-order random matrices that are assumed to be independent and identically distributed. The problem of interest is to evaluate the mean growth rate of state vector, which is also referred to as the mean cycle time of the system, under various assumptions on the matrix entries. We give an overview of early results including a solution for systems determined by matrices with independent entries having a common exponential distribution. It is shown how to extend the result to the cases when the entries have different exponential distributions and when some of the entries are replaced by zero. Finally, the mean cycle time is calculated for systems with matrices that have one random entry, whereas the other entries in the matrices can be arbitrary nonnegative and zero constants. The random entry is always assumed to have exponential distribution except for one case of a matrix with zero row when the particular form of the matrix makes it possible to obtain a solution that does not rely on exponential distribution assumptions.
Starting Page	93
Ending Page	100
Page Count	8
File Format	PDF
ISBN	9781450307581
DOI	10.1145/2021216.2021230
Language	English
Publisher	Association for Computing Machinery (ACM)
Publisher Date	2011-08-23
Publisher Place	New York
Access Restriction	Subscribed
Subject Keyword	Idempotent semiring Convergence in distribution Random matrix Mean cycle time Discrete event dynamic system
Content Type	Text
Resource Type	Article

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