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

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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Rapport
RR-2785, INRIA. 1996
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https://hal.inria.fr/inria-00073906
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Soumis le : mercredi 24 mai 2006 - 14:03:04
Dernière modification le : samedi 27 janvier 2018 - 01:31:31
Document(s) archivé(s) le : jeudi 24 mars 2011 - 13:18:31

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François Baccelli, Sven Hasenfuss, Volker Schmidt. Expansions for Steady-State Characteristics in $(\max,+)$-Linear Systems. RR-2785, INRIA. 1996. 〈inria-00073906〉

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