Nonlinear Markov processes in big networks

Autor: Li Quan-Lin
Jazyk: angličtina
Rok vydání: 2016
Předmět:
Zdroj: Special Matrices, Vol 4, Iss 1 (2016)
Druh dokumentu: article
ISSN: 2300-7451
DOI: 10.1515/spma-2016-0019
Popis: Big networks express multiple classes of large-scale networks in many practical areas such as computer networks, internet of things, cloud computation, manufacturing systems, transportation networks, and healthcare systems. This paper analyzes such big networks, and applies the mean-field theory and the nonlinear Markov processes to constructing a broad class of nonlinear continuous-time block-structured Markov processes, which can be used to deal with many practical stochastic systems. Firstly, a nonlinear Markov process is derived from a large number of big networks with weak interactions, where each big network is described as a continuous-time block-structured Markov process. Secondly, some effective algorithms are given for computing the fixed points of the nonlinear Markov process by means of the UL-type RG-factorization. Finally, the Birkhoff center, the locally stable fixed points, the Lyapunov functions and the relative entropy are developed to analyze stability or metastability of the system of weakly interacting big networks, and several interesting open problems are proposed with detailed interpretation. We believe that the methodology and results given in this paper can be useful and effective in the study of big networks.
Databáze: Directory of Open Access Journals