Fluid Limits of Pure Jump Markov Processes: a Practical Guide

Details Fluid Limits of Pure Jump Markov Processes: a Practical Guide Fluid Limits of Pure Jump Markov Processes: a Practical Guide

2002-10-08

arxiv.org/abs/math/0210109v3

Mathematics

Probability

16 pages, 1 figure

Scientific paper

A rescaled Markov chain converges uniformly in probability to the solution of
an ordinary differential equation, under carefully specified assumptions.
The presentation is much simpler than those in the outside literature.
The result may be used to build parsimonious models of large random or
pseudo-random systems.

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