Stochastic networks with multiple stable points

DOI10.1214/009117907000000105MaRDI QIDQ2468427zbMATH OpenOpenAlexFDO

Authors Nelson Antunes, Christine Fricker, Danielle Tibi, Philippe Robert

Publication date 22 January 2008

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

Full work available at URL https://arxiv.org/abs/math/0601296, https://projecteuclid.org/euclid.aop/1196268679

zbMATH Keywords

energy functionfixed point equationsmean field limitmetastabilitystable equilibrium points

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Abstract: This paper analyzes stochastic networks consisting of a set of finite capacity sites where different classes of individuals move according to some routing policy. The associated Markov jump processes are analyzed under a thermodynamic limit regime, that is, when the networks have some symmetry properties and when the number of nodes goes to infinity. An intriguing stability property is proved: under some conditions on the parameters, it is shown that, in the limit, several stable equilibrium points coexist for the empirical distribution. The key ingredient of the proof of this property is a dimension reduction achieved by the introduction of two energy functions and a convenient mapping of their local minima and saddle points. Networks with a unique equilibrium point are also presented.

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Cited in

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