Title :
Asymptotics of the invariant measure in mean field models with jumps
Author :
Borkar, Vivek Shripad ; Sundaresan, Rajesh
Author_Institution :
Indian Inst. of Technol. Bombay, Mumbai, India
Abstract :
We consider the asymptotics of the invariant measure for the process of spatial distribution of N coupled Markov chains in the limit of a large number of chains. Each chain reflects the stochastic evolution of one particle. The chains are coupled through the dependence of transition rates on the spatial distribution of particles in the various states. Our model is a caricature for medium access interactions in wireless local area networks. Our model is also applicable in the study of spread of epidemics in a network. The limiting process satisfies a deterministic ordinary differential equation called the McKean-Vlasov equation. When this differential equation has a unique globally asymptotically stable equilibrium, the spatial distribution converges weakly to this equilibrium. Using a control-theoretic approach, we examine the question of a large deviation from this equilibrium.
Keywords :
Markov processes; differential equations; wireless LAN; Markov chains; McKean-Vlasov equation; control-theoretic approach; deterministic ordinary differential equation; epidemics spread; invariant measure asymptotics; jumps; mean field models; medium access interactions; particle spatial distribution; particle stochastic evolution; spatial distribution process; wireless local area networks; Approximation methods; Atmospheric measurements; Equations; Markov processes; Mathematical model; Noise measurement; Particle measurements; McKean-Vlasov equation; decoupling approximation; fluid limit; invariant measure; mean field limit; small noise limit; stationary measure; stochastic Liouville equation;
Conference_Titel :
Communication, Control, and Computing (Allerton), 2011 49th Annual Allerton Conference on
Conference_Location :
Monticello, IL
Print_ISBN :
978-1-4577-1817-5
DOI :
10.1109/Allerton.2011.6120312