PROPAGATION OF CHAOS FOR A FULLY CONNECTED LOSS NETWORK WITH ALTERNATE ROUTING

被引：25

作者：

GRAHAM, C ^{[1
]}

MELEARD, S ^{[1
]}

机构：

[1] UNIV PARIS 06,PROBABIL LAB 224,PARIS,FRANCE

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1993年 / 44卷 / 01期

关键词：

JUMP PROCESSES; RANDOM GRAPHS AND TREES; COUPLINGS; PROPAGATION OF CHAOS;

D O I：

10.1016/0304-4149(93)90043-4

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study a stochastic loss network of switched circuits with alternate routing. The processes of interest will be the loads of the links, forming a strongly interacting system which is neither exchangeable nor Markovian. We consider interaction graphs representing the past history of a collection of links and prove their convergence to a limit tree, using the notion of chain reactions. Thus we prove a propagation of chaos result in variation norm for the laws of the whole sample paths, for general initial conditions, and in the i.i.d. case we have speeds of convergence.

引用

页码：159 / 180

页数：22

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