Comparing fluid and mean field approximation of Markov Chains
- Day - Time: 19 October 2010, h.15:00
- Place: Area della Ricerca CNR di Pisa - Room: C-29
- Luca Bortolussi (Università di Trieste)
We will consider two apparently different techniques for deterministic approximation of Markov Chains: fluid-flow approximation and mean field analysis. Fluid limits, or fluid-flow approximation, has received a lot of attention in recent years as a technique to approximate the evolution of stochastic process algebras, when the numerosity of all components is large. Mean field techniques, on the other hand, are often used to provide a deterministic approximation of the collective behavior of systems with many identical copies of the same object, both in discrete and continuous time. We will comment on similarities and differences, discussing if the fluid limit and the mean field approximation for a PEPA model (without synchronization) are the same, and if and how the theory of mean field approximation can be useful for the analysis of Stochastic Process Algebra models.