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A coupling approach to estimating the Lyapunov exponent of stochastic max-plus linear systems

Authors
Disciplines
  • Computer Science
  • Mathematics

Abstract

This paper addresses the problem of approximately computing the Lyapunov exponent of stochastic max-plus linear systems. Our approach allows for an efficient simulation of bounds for the Lyapunov exponent. We provide sufficient conditions for the convergence of the bounds. In particular, a perfect sampling scheme for the Lyapunov exponent is established. We illustrate the effectiveness of our bounds with an application to (real-life) railway systems.

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