NDLI: Analysis of Large Scale Interacting Systems by Mean Field Method

Content Provider	IEEE Xplore Digital Library
Author	Bobbio, A. Gribaudo, M. Telek, M.
Copyright Year	2008
Description	Author affiliation: Dept. of Telecommun., Budapest Univ. of Technol. & Econ., Budapest (Telek, M.) \|\| Dipt. di Inf.., Univ. di Torino, Turin (Gribaudo, M.) \|\| Dipt. di Inf., Univ. of Piemonte Orientale, Alessandria (Bobbio, A.)
Abstract	Modeling and analysing very large stochastic systems composed of interacting entities is a very challenging and complex task. The usual approach, relying on the generation of the whole state space, is bounded by the state space explosion, even if symmetry properties, often included in the model, allow to apply lumping techniques and building the overall model by means of tensor algebra operations. In this paper we resort to the mean field theory. The main idea of the mean field theory is to focus on one particular tagged entity and to replace all interactions with the other entities with an average or effective interaction. The reduction of a multibody problem into an effective one-body problem makes the solution easier while at the same time taking into account the contribution of an averaged interdependence of the whole system on the specific entity. We apply the mean field approach to very large systems of interacting continuous time Markov chains, in which the averaged interaction depends on the distribution of the entity population in each state. We report several examples of interacting Markovian queues, showing the potentialities of the proposed technique.
Starting Page	215
Ending Page	224
File Size	286638
Page Count	10
File Format	PDF
ISBN	9780769533605
DOI	10.1109/QEST.2008.47
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2008-09-14
Publisher Place	France
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Analytical models Fluids Performance Evaluation Biological system modeling Computational modeling Continuous time Markov chain Mean field method Matrices Approximation methods Convergence
Content Type	Text
Resource Type	Article

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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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