Stochastic networks with multiple stable points

被引:20
作者
Antunes, Nelson [1 ]
Fricker, Christine [2 ]
Robert, Philippe [2 ]
Tibi, Danielle [3 ]
机构
[1] Univ Algarve, Fac Ciencias & Tecnol, P-8005139 Faro, Portugal
[2] Inst Natl Rech Informat & Automat, F-78153 Le Chesnay, France
[3] Univ Paris 07, UMR 7599, F-75251 Paris 5, France
关键词
energy function; fixed point equations; stable equilibrium points; metastability; mean field limit;
D O I
10.1214/009117907000000105
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This paper analyzes stochastic networks consisting of a set of finite capacity sites where different classes of individuals move according to some routing policy. The associated Markov jump processes are analyzed under a thermodynamic limit regime, that is, when the networks have some symmetry properties and when the number of nodes goes to infinity. An intriguing stability property is proved: under some conditions on the parameters, it is shown that, in the limit, several stable equilibrium points coexist for the empirical distribution. The key ingredient of the proof of this property is a dimension reduction achieved by the introduction of two energy functions and a convenient mapping of their local minima and saddle points. Networks with a unique equilibrium point are also presented.
引用
收藏
页码:255 / 278
页数:24
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