Horváth, Illés (MTA-BME Information Systems Research Group)

Mean-field limit for a class of density-dependent stochastic processes


The mean-field (a.k.a. fluid limit) approach for density-dependent
parallel continuous-time Markov chains is extended to a larger class
of processes where generally-timed transitions are also allowed. The
system is no longer memoryless, and the mean-field limit is the
solution of a system of coupled delayed differential equations (DDE).
The presentation focuses on the practical aspects of the topic.
Real-life examples include peer-to-peer software update process.

Date: Nov. 4, Tuesday 4:15pm

Place: BME, Main Building „K”, 1st Floor, Room 50

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