Averaging over fast variables in the fluid limit for Markov chains: Application to the supermarket model with memory (Q1950259)
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English | Averaging over fast variables in the fluid limit for Markov chains: Application to the supermarket model with memory |
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Averaging over fast variables in the fluid limit for Markov chains: Application to the supermarket model with memory (English)
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10 May 2013
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The paper considers Markov chains having some components which oscillate rapidly and randomly, while others are close to deterministic. It describes a general framework to allow the incorporation of averaging over fast variables into fluid limit estimates for Markov chains. The main results of Section 1 establish explicit error probabilities for the fluid approximation under assumptions which can be verified from knowledge of the transition rates of the Markov chain. Section 2 contains an application of the general theory to the supermarket model with memory.
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fluid limits for Markov chains
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join the shortest queue
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supermarket model
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supermarket model with memory
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law of large numbers
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exponential martingale inequalities
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fast variables
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correctors
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