Expansions for Steady-State Characteristics in $(\max,+)$-Linear Systems - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Reports Year : 1996

Expansions for Steady-State Characteristics in $(\max,+)$-Linear Systems


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.
Fichier principal
Vignette du fichier
RR-2785.pdf (444.53 Ko) Télécharger le fichier

Dates and versions

inria-00073906 , version 1 (24-05-2006)


  • HAL Id : inria-00073906 , version 1


François Baccelli, Sven Hasenfuss, Volker Schmidt. Expansions for Steady-State Characteristics in $(\max,+)$-Linear Systems. RR-2785, INRIA. 1996. ⟨inria-00073906⟩
104 View
209 Download


Gmail Facebook Twitter LinkedIn More