University of Ulm, Faculty of Mathematics and Economics
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Expansions for Steady-State Characteristics
in (max,+)-Linear Systems

Department of Stochastics

 

General Information

Author: François Baccelli, Sven Hasenfuss and Volker Schmidt
Appeared in: Preprint University of Ulm (1996)
Contact: François Baccelli
Sven Hasenfuss
Volker Schmidt

Abstract

This paper gives finite and infinite expansion formulas for the expected value of functions of the steady state variables in open, stochastic (max,+)-linear systems with Poisson input. Expansions for Laplace transforms, moments and tail functions of these steady state variables are considered as specific instances of our main formulas. Such (max,+)-linear systems are known to allow to represent a class of discrete event networks called stochastic event graphs. A few examples of such event graphs pertaining to queueing theory are given in the paper in order to illustrate the proposed expansion method.

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Sven Hasenfuss -- Last update: May 22, 1997