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.
| Original language | English |
|---|---|
| Pages (from-to) | 159-180 |
| Number of pages | 22 |
| Journal | Stochastic Processes and their Applications |
| Volume | 44 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 1 Jan 1993 |
Keywords
- couplings
- jump processes
- propagation of chaos
- random graphs and trees