A coupling approach to estimating the Lyapunov exponent of stochastic max-plus linear systems
Résumé
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 expo-
nent. 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.