Mean-field limit for a class of density-dependent stochastic processes
Az esemény címe:
Mean-field limit for a class of density-dependent stochastic processes
Az esemény műfaja:
Előadás
Tudományterület:
Matematika
Kezdés:
2014. November 4. 16:15
Befejezés:
2014. November 4. 17:00
Program:
A BME Matematikai Intézet (Összintézeti) Matematikai Modellalkotás Szemináriumra. Horváth, Illés (MTA-BME Information Systems Research Group)
Absztrakt: The mean-field (a.k.a. fluid limit) approach for density-dependent parallel continuous-time Markov chains is extended to a larger class of processes where generally-timed transitions are also allowed. The system is no longer memoryless, and the mean-field limit is the solution of a system of coupled delayed differential equations (DDE). The presentation focuses on the practical aspects of the topic.
Real-life examples include peer-to-peer software update process.
Szervező intézmények:
BME Matematikai Intézet
Helyszínek:
BME, Központi épület, 1. emelet, 50-es terem
Régió:
Közép-Magyarország
Kapcsolattartó:
Gergely Madi-Nagy gnagy@math.bme.hu
Az esemény honlapja:
http://www.math.bme.hu/~gnagy/mmsz/HorvathIlles2014.htm
Szinopszis:
The mean-field (a.k.a. fluid limit) approach for density-dependent
parallel continuous-time Markov chains is extended to a larger class
of processes where generally-timed transitions are also allowed. The
system is no longer memoryless, and the mean-field limit is the
solution of a system of coupled delayed differential equations (DDE).
The presentation focuses on the practical aspects of the topic.
Real-life examples include peer-to-peer software update process.