Document - Continuous approximation of collective systems behaviour: a tutorial

2013

Journal article Open Access

Continuous approximation of collective systems behaviour: a tutorial

Bortolussi L., Hillston J., Latella D. : Massink M.

Modeling and Simulation Mean field approximation Markov Chains Hardware and Architecture Computer Networks and Communications /dk/atira/pure/subjectarea/asjc/1700/1712 Deterministic approximation Software Modelling and Simulation /dk/atira/pure/subjectarea/asjc/1700/1708 /dk/atira/pure/subjectarea/asjc/1700/1705 Fluid approximation /dk/atira/pure/subjectarea/asjc/2600/2611

In this paper we present an overview of the field of deterministic approximation of Markov processes, both in discrete and continuous times. We will discuss mean field approximation of discrete time Markov chains and fluid approximation of continuous time Markov chains, considering the cases in which the deterministic limit process lives in continuous time or discrete time. We also consider some more advanced results, especially those relating to the limit stationary behaviour. We assume a knowledge of modelling with Markov chains, but not of more advanced topics in stochastic processes.

Source: Performance evaluation 70 (2013): 317–349. doi:10.1016/j.peva.2013.01.001

Publisher: North-Holland, Amsterdam , Paesi Bassi

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@article{oai:it.cnr:prodotti:207624,
	title = {Continuous approximation of collective systems behaviour: a tutorial},
	author = {Bortolussi L. and Hillston J. and Latella D. : Massink M.},
	publisher = {North-Holland, Amsterdam , Paesi Bassi},
	doi = {10.1016/j.peva.2013.01.001},
	journal = {Performance evaluation},
	volume = {70},
	pages = {317–349},
	year = {2013}
}