A Generic Mean Field Convergence Result for Systems of Interacting Objects

  • Authors:
  • Jean-Yves Le Boudec;David McDonald;Jochen Mundinger

  • Affiliations:
  • EPFL, I&C, Switzerland;University of Ottawa, Canada;EPFL, I&C, Switzerland

  • Venue:
  • QEST '07 Proceedings of the Fourth International Conference on Quantitative Evaluation of Systems
  • Year:
  • 2007

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Abstract

We consider a model for interacting objects, where the evolution of each object is given by a finite state Markov chain, whose transition matrix depends on the present and the past of the distribution of states of all objects. This is a general model of wide applicability; we mention as examples: TCP connections, HTTP flows, robot swarms, reputation systems. We show that when the number of objects is large, the occupancy measure of the system converges to a deterministic dynamical system (the "mean field") with dimension the number of states of an individual object. We also prove a fast simulation result, which allows to simulate the evolution of a few particular objects imbedded in a large system. We illustrate how this can be used to model the determination of reputation in large populations, with various liar strategies.