Propagation of chaos for a fully connected loss network with alternate routing

Carl Graham and Sylvie Méléard

Stochastic Processes and their Applications, 1993, vol. 44, issue 1, 159-180

Abstract: 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.

Keywords: jump; processes; random; graphs; and; trees; couplings; propagation; of; chaos (search for similar items in EconPapers)
Date: 1993
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Citations: View citations in EconPapers (4)

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