Bounds on the deviation of discrete-time Markov chains from their mean-field model
نویسندگان
چکیده
منابع مشابه
Bounds on the deviation of discrete-time Markov chains from their mean-field model
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 pape...
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We study the fraction of time that a Markov chain spends in a given subset of states. We give an exponential bound on the probability that it exceeds its expectation by a constant factor. Our bound depends on the mixing properties of the chain, and is asymptotically optimal for a certain class of Markov chains. It beats the best previously known results in this direction. We present an applicat...
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ژورنال
عنوان ژورنال: Performance Evaluation
سال: 2013
ISSN: 0166-5316
DOI: 10.1016/j.peva.2013.08.012