2012.64: Critical path statistics of max-plus linear systems with Gaussian noise
2012.64: J Hook (2012) Critical path statistics of max-plus linear systems with Gaussian noise.
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Abstract
We prove a stochastic analogue of the deterministic turnpike theorem for max-plus linear systems. This new con ux turnpike theorem states that for large n all critical paths of length n will coincide exactly for almost all of their steps and enables us to prove the existence of a new set of critical path statistics, the edge criticalities measure how often the critical paths traverse each edge. We also present the parallel path approximation, a novel analytic method for approximating these new statistics as well as the previously studied max-plus exponent.
| Item Type: | MIMS Preprint |
|---|---|
| Uncontrolled Keywords: | max-plus, tropical, stochastic, graph, approximation, turnpike, optimization |
| Subjects: | MSC 2000 > 05 Combinatorics MSC 2000 > 37 Dynamical systems and ergodic theory MSC 2000 > 60 Probability theory and stochastic processes MSC 2000 > 90 Operations research, mathematical programming |
| MIMS number: | 2012.64 |
| Deposited By: | Mr James Hook |
| Deposited On: | 29 June 2012 |
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