Fluid approximation of CTMC with deterministic delays

Luca Bortolussi, Jane Hillston

Research output: Chapter in Book/Report/Conference proceedingConference contribution


We compare population models in terms of Continuous Time Markov Chains with embedded deterministic delays (delayed CTMC), in which an exponential timed transition can only update the state of the system after a deterministic delay, and delay differential equations (DDE). We prove a fluid approximation theorem, showing that, when the size of the population goes to infinity, the delayed CTMC converges to a solution of the DDE.
Original languageEnglish
Title of host publicationProceedings of the Quantitative Evaluations of Systems (QEST) Conference
PublisherInstitute of Electrical and Electronics Engineers (IEEE)
Number of pages10
ISBN (Electronic)978-0-7695-4781-7
ISBN (Print)978-1-4673-2346-8
Publication statusPublished - 18 Sep 2012


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