Interacting multi-class transmissions in large stochastic networks

DOI10.1214/09-AAP614zbMATH Open1179.60067arXiv0810.0347WikidataQ99980170 ScholiaQ99980170MaRDI QIDQ1049566FDOQ1049566

Authors: Carl Graham, Philippe Robert 

Publication date: 13 January 2010

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Abstract: The mean-field limit of a Markovian model describing the interaction of several classes of permanent connections in a network is analyzed. Each of the connections has a self-adaptive behavior in that its transmission rate along its route depends on the level of congestion of the nodes of the route. Since several classes of connections going through the nodes of the network are considered, an original mean-field result in a multi-class context is established. It is shown that, as the number of connections goes to infinity, the behavior of the different classes of connections can be represented by the solution of an unusual nonlinear stochastic differential equation depending not only on the sample paths of the process, but also on its distribution. Existence and uniqueness results for the solutions of these equations are derived. Properties of their invariant distributions are investigated and it is shown that, under some natural assumptions, they are determined by the solutions of a fixed-point equation in a finite-dimensional space.

Full work available at URL: https://arxiv.org/abs/0810.0347

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zbMATH Keywords

couplingequilibrium distributionsmean-field interactionnonlinear stochastic differential equationschaoticitymulti-class systems

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Queueing theory (aspects of probability theory) (60K25) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Communication networks in operations research (90B18)

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Cited In (22)

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• A multi-class mean-field model with graph structure for TCP flows
• On absolute continuity of invariant measures associated with a piecewise-deterministic Markov process with random switching between flows
• Qualitative properties of certain piecewise deterministic Markov processes
• Implementation of Markovian queueing network model with multiple closed chains
• Multi-class oscillating systems of interacting neurons
• Asymptotic control for a class of piecewise deterministic Markov processes associated to temperate viruses
• Stability properties of networks with interacting TCP flows
• Some simple but challenging Markov processes
• Convergence of multi-class systems of fixed possibly infinite sizes
• A stochastic analysis of resource sharing with logarithmic weights
• Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks
• On the long time behavior of the TCP window size process
• Long time results for a weakly interacting particle system in discrete time
• A particle system in interaction with a rapidly varying environment: mean field limits and applications
• Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes
• Probabilistic Foundations of Spatial Mean-Field Models in Ecology and Applications
• Exponential ergodicity in the bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching between flows
• Stability and mean-field limits of age dependent Hawkes processes
• Self-adaptive congestion control for multiclass intermittent connections in a communication network
• Rate control under heavy traffic with strategic servers
• A piecewise deterministic Markov toy model for traffic/maintenance and associated Hamilton-Jacobi integrodifferential systems on networks

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