We analyze the dynamics of agent--based models (ABMs) from a Markovian perspective and derive explicit statements about the possibility of linking a microscopic agent model to the dynamical processes of macroscopic observables that are useful for a precise understanding of the model dynamics. In this way the dynamics of collective variables may be studied, and a description of macro dynamics as emergent properties of micro dynamics, in particular during transient times, is possible.
@article{arxiv.1207.2255,
title = {Aggregation and Emergence in Agent-Based Models: A Markov Chain Approach},
author = {Sven Banisch and Ricardo Lima and Tanya Araújo},
journal= {arXiv preprint arXiv:1207.2255},
year = {2012}
}