University of Ulm, Faculty of Mathematics and Economics
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Expansions for Steady-State Characteristics
of (max,+)-Linear Systems
Department of Stochastics
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General Information
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Abstract
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An expansion formula is given for the expected value of
a general class of functions of steady state variables in open,
stochastic (max,+)-linear systems with Poisson input.
Expansions for Laplace transforms, moments, distribution functions
and tail probabilities of these steady state variables are considered
as specific instances of our general expansion formula.
Such (max,+)-linear systems are known to allow one to represent a class
of discrete event networks called stochastic event graphs. Examples
of such event graphs pertaining to queueing theory and Petri net theory
are given in the paper in order to illustrate the proposed expansion
method, including at the numerical level.
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