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Fluid Limits of Pure Jump Markov Processes: a Practical Guide

R. W. R. Darling
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Abstract

A rescaled Markov chain converges uniformly in probability to the solution of an ordinary differential equation, under carefully specified assumptions. The presentation is much simpler than those in the outside literature. The result may be used to build parsimonious models of large random or pseudo-random systems.

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R. W. R. Darling. 2002-12-23. Fluid Limits of Pure Jump Markov Processes: a Practical Guide. https://arxiv.org/abs/math/0210109

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