Limit theorems for iterated random topical operators

Publication date 28 March 2005

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Operations research and management science (90Bxx) Algebraic methods (93B25) Discrete event control/observation systems (93C65)

Abstract: Let A(n) be a sequence of i.i.d. topical (i.e. isotone and additively homogeneous) operators. Let

x (n, x_{0})

be defined by

x (0, x_{0}) = x_{0}

and

x (n, x_{0}) = A (n) x (n - 1, x_{0})

. This can modelize a wide range of systems including, task graphs, train networks, Job-Shop, timed digital circuits or parallel processing systems. When A(n) has the memory loss property, we use the spectral gap method to prove limit theorems for

x (n, x_{0})

. Roughly speaking, we show that

x (n, x_{0})

behaves like a sum of i.i.d. real variables. Precisely, we show that with suitable additional conditions, it satisfies a central limit theorem with rate, a local limit theorem, a renewal theorem and a large deviations principle, and we give an algebraic condition to ensure the positivity of the variance in the CLT. When A(n) are defined by matrices in the mp semi-ring, we give more effective statements and show that the additional conditions and the positivity of the variance in the CLT are generic.

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