A particle system in interaction with a rapidly varying environment: Mean field limits and applications

Abstract

We study an interacting particle system whose dynamics depends on an interacting random environment. As the number of particles grows large, the transition rate of the particles slows down (perhaps because they share a common resource of fixed capacity). The transition rate of a particle is determined by its state, by the empirical distribution of all the particles and by a rapidly varying environment. The transitions of the environment are determined by the empirical distribution of the particles. We prove the propagation of chaos on the path space of the particles and establish that the limiting trajectory of the empirical measure of the states of the particles satisfies a deterministic differential equation. This deterministic differential equation involves the time averages of the environment process. We apply our results to analyze the performance of communication networks where users access some resources using random distributed multi-access algorithms. For these networks, we show that the environment process corresponds to a process describing the number of clients in a certain loss network, which allows us provide simple and explicit expressions of the network performance.