Mean-Field approximation and Quasi-Equilibrium reduction of Markov Population Models

TitleMean-Field approximation and Quasi-Equilibrium reduction of Markov Population Models
Publication TypeConference Paper
Year of Publication2014
AuthorsBortolussi L, Paskauskas R
Conference Name11th International Conference on Quantitative Evaluation of SysTems, QEST 2014
Volume8657
SeriesLecture Notes in Computer Science
Pages106-121
PublisherSpringer
Conference LocationFirenze, Italy
ISBN Number978-3-319-10695-3
Abstract

Markov Population Model is a commonly used framework to describe stochastic systems. Their exact analysis is unfeasible in most cases because of the state space explosion. Approximations are usually sought, often with the goal of reducing the number of variables. Among them, the mean field limit and the quasi-equilibrium approximations stand out. We view them as techniques that are rooted in independent basic principles. At the basis of the mean field limit is the law of large numbers. The principle of the quasi-equilibrium reduction is the separation of temporal scales. It is common practice to apply both limits to an MPM yielding a fully reduced model. Although the two limits should be viewed as completely independent options, they are applied almost invariably in a fixed sequence: MF limit first, QE reduction second. We present a framework that makes explicit the distinction of the two reductions, and allows an arbitrary order of their application. By inverting the sequence, we show that the double limit does not commute in general: the mean field limit of a time-scale reduced model is not the same as the time-scale reduced limit of a mean field model. An example is provided to demonstrate this phenomenon. Sufficient conditions for the two operations to be freely exchangeable are also provided.

URLhttp://dx.doi.org/10.1007/978-3-319-10696-0_9
DOI10.1007/978-3-319-10696-0_9
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