Mean-field approximation of counting processes from a differential equation perspective

Deterministic limit of a class of continuous time Markov chains is considered based purely on differential equation techniques. Starting from the linear system of master equations, ordinary differential equations for the moments and a partial differential equation, called Fokker–Planck equation, for...

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Bibliographic Details
Main Authors: Dávid Kunszenti-Kovács, Péter Simon
Format: Article
Language:English
Published: University of Szeged 2016-09-01
Series:Electronic Journal of Qualitative Theory of Differential Equations
Subjects:
Online Access:http://www.math.u-szeged.hu/ejqtde/periodica.html?periodica=1&paramtipus_ertek=publication&param_ertek=5293