Products of Irreducible Random Matrices in the (Max, +) Algebra

Jean Mairesse
1997 Advances in Applied Probability  
We consider the recursive equation x(n + 1)= A(n)⊗x(n), where x(n + 1) and x(n) are ℝ k -valued vectors and A(n) is an irreducible random matrix of size k × k. The matrix-vector multiplication in the (max, +) algebra is defined by (A(n)⊗x(n))= maxj (Aij (n) + xj (n)). This type of equation can be used to represent the evolution of stochastic event graphs which include cyclic Jackson networks, some manufacturing models and models with general blocking (such as Kanban). Let us assume that the
more » ... assume that the sequence {A(n), n ∈ ℕ} is i.i.d. or, more generally, stationary and ergodic. The main result of the paper states that the system couples in finite time with a unique stationary regime if and only if there exists a set of matrices such that and the matrices have a unique periodic regime.
doi:10.1017/s0001867800028081 fatcat:vqmdi7peu5f3jfuekzwqkzrewy