Kunszenti-Kovács Dávid and Simon Péter L.: Mean-field approximation of counting processes from a differential equation perspective. (2016)
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Abstract
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 the distribution is derived. Introducing closures at the level of the second and third moments, mean-field approximations are introduced. The accuracy of the mean-field approximations and the Fokker–Planck equation is investigated by using two differential equation-based and an operator semigroup-based approach.
| Item Type: | Journal |
|---|---|
| Other title: | Honoring the career of Tibor Krisztin on the occasion of his sixtieth birthday |
| Publication full: | Electronic journal of qualitative theory of differential equations : special edition |
| Date: | 2016 |
| Volume: | 2 |
| Number: | 75 |
| ISSN: | 1417-3875 |
| Number of Pages: | 17 |
| Language: | English |
| DOI: | 10.14232/ejqtde.2016.1.75 |
| Uncontrolled Keywords: | Differenciálegyenlet |
| Additional Information: | Bibliogr.: p. 16-17. ; összefoglalás angol nyelven |
| Date Deposited: | 2021. Nov. 11. 13:54 |
| Last Modified: | 2021. Nov. 12. 09:42 |
| URI: | http://acta.bibl.u-szeged.hu/id/eprint/73742 |
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