The stationary behaviour of fluid limits of reversible processes is concentrated on stationary points

DOI10.3934/NHM.2013.8.529zbMATH Open1278.60143arXiv1009.5021OpenAlexW2124559882MaRDI QIDQ1953045FDOQ1953045

Authors: Jean-Yves Le Boudec 

Publication date: 7 June 2013

Published in: Networks and Heterogeneous Media (Search for Journal in Brave)

Abstract: Assume that a stochastic processes can be approximated, when some scale parameter gets large, by a fluid limit (also called "mean field limit", or "hydrodynamic limit"). A common practice, often called the "fixed point approximation" consists in approximating the stationary behaviour of the stochastic process by the stationary points of the fluid limit. It is known that this may be incorrect in general, as the stationary behaviour of the fluid limit may not be described by its stationary points. We show however that, if the stochastic process is reversible, the fixed point approximation is indeed valid. More precisely, we assume that the stochastic process converges to the fluid limit in distribution (hence in probability) at every fixed point in time. This assumption is very weak and holds for a large family of processes, among which many mean field and other interaction models. We show that the reversibility of the stochastic process implies that any limit point of its stationary distribution is concentrated on stationary points of the fluid limit. If the fluid limit has a unique stationary point, it is an approximation of the stationary distribution of the stochastic process.

Full work available at URL: https://arxiv.org/abs/1009.5021

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zbMATH Keywords

fixed pointsmean field limitstationary pointshydrodynamic limitreversiblefluid limit

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Dynamical aspects of statistical mechanics (37A60) Interacting particle systems in time-dependent statistical mechanics (82C22)

Cited In (4)

• Asymptotics of insensitive load balancing and blocking phases
• Scalable Load Balancing in Networked Systems: A Survey of Recent Advances
• On the emergence of random initial conditions in fluid limits
• Computing absorbing times via fluid approximations

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