A central limit theorem for stochastic recursive sequences of topical operators
نویسندگان
چکیده
منابع مشابه
A central limit theorem for stochastic recursive sequences of topical operators
Let (An)n∈N be a stationary sequence of topical (i.e., isotone and additively homogeneous) operators. Let x(n,x0) be defined by x(0, x0) = x0 and x(n+1, x0) = Anx(n,x0). It can model a wide range of systems including train or queuing networks, job-shop, timed digital circuits or parallel processing systems. When (An)n∈N has the memory loss property, (x(n,x0))n∈N satisfies a strong law of large ...
متن کاملJu n 20 06 A central limit theorem for stochastic recursive sequences of topical operators . February 17 , 2008 ’ s Version Glenn MERLET
Let (A n) n∈N be a sequence of stationary topical (i.e. isotone and ad-ditively homogeneous) operators. Let x(n, x 0) be defined by x(0, x 0) = x 0 and x(n + 1, x 0) = A n x(n, x 0). This can modelize a wide range of systems including, train or queuing networks, job-shop, timed digital circuits or parallel processing systems. When (A n) n∈N has the memory loss property, (x(n, x 0)) n∈N satisfy ...
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 2007
ISSN: 1050-5164
DOI: 10.1214/105051607000000168