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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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
|Deposited By:||Mr James Hook|
|Deposited On:||29 June 2012|