Propagation of chaos for a fully connected loss network with alternate routing
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.
Year of publication: |
1993
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Authors: | Graham, Carl ; Méléard, Sylvie |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 44.1993, 1, p. 159-180
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Publisher: |
Elsevier |
Keywords: | jump processes random graphs and trees couplings propagation of chaos |
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