Continuous approximation of collective system behaviour: A tutorial

Luca Bortolussi, Jane Hillston, Diego Latella, Mieke Massink

Research output: Contribution to journalArticlepeer-review

Abstract / Description of output

In this paper we present an overview of the field of deterministic approximation of Markov processes, both in discrete and continuous times. We will discuss mean field approximation of discrete time Markov chains and fluid approximation of continuous time Markov chains, considering the cases in which the deterministic limit process lives in continuous time or discrete time. We also consider some more advanced results, especially those relating to the limit stationary behaviour. We assume a knowledge of modelling with Markov chains, but not of more advanced topics in stochastic processes.
Original languageEnglish
Pages (from-to)317-349
Number of pages33
JournalPerformance Evaluation
Volume70
Issue number5
DOIs
Publication statusPublished - 1 May 2013

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