A central limit theorem for stochastic recursive sequences of topical operators
| dc.creator | Merlet, Glenn | |
| dc.date | 2006-06-27 | |
| dc.date | 2007-10-30 | |
| dc.date.accessioned | 2026-07-07T08:39:19Z | |
| dc.date.available | 2026-07-07T08:39:19Z | |
| dc.description | Let $(A_n)_{n\in\mathbb{N}}$ be a stationary sequence of topical (i.e., isotone and additively homogeneous) operators. Let $x(n,x_0)$ be defined by $x(0,x_0)=x_0$ and $x(n+1,x_0)=A_nx(n,x_0)$. It can model a wide range of systems including train or queuing networks, job-shop, timed digital circuits or parallel processing systems. When $(A_n)_{n\in\mathbb{N}}$ has the memory loss property, $(x(n,x_0))_{n\in\mathbb{N}}$ satisfies a strong law of large numbers. We show that it also satisfies the CLT if $(A_n)_{n\in \mathbb{N}}$ fulfills the same mixing and integrability assumptions that ensure the CLT for a sum of real variables in the results by P. Billingsley and I. Ibragimov. | |
| dc.description | Published at http://dx.doi.org/10.1214/105051607000000168 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/math/0606668 | |
| dc.identifier | http://arxiv.org/abs/math/0606668 | |
| dc.identifier | The Annals of Applied Probability 17, 4 (2007) 1347-1361 | |
| dc.identifier | doi:10.1214/105051607000000168 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/141030 | |
| dc.subject | Probability | |
| dc.subject | Optimization and Control | |
| dc.subject | 93C65, 60F05 (Primary); 90B, 93B25, 60J10 (Secondary) | |
| dc.title | A central limit theorem for stochastic recursive sequences of topical operators | |
| dc.type | text |