Bounds on the deviation of discrete-time Markov chains from their mean-field model

@article{Bortolussi2013BoundsOT,
  title={Bounds on the deviation of discrete-time Markov chains from their mean-field model},
  author={Luca Bortolussi and Richard A. Hayden},
  journal={Perform. Eval.},
  year={2013},
  volume={70},
  pages={736-749}
}
We consider a generic mean-field scenario, in which a sequence of population models, described by discretetime Markov chains (DTMCs), converges to a deterministic limit in discrete time. Under the assumption that the limit has a globally attracting equilibrium, the steady states of the sequence of DTMC models converge to the point-mass distribution concentrated on this equilibrium. In this paper we provide explicit bounds in probability for the convergence of such steady states, combining… CONTINUE READING