English

Bounds for the expected value of one-step processes

Dynamical Systems 2015-12-08 v2 Social and Information Networks

Abstract

Mean-field models are often used to approximate Markov processes with large state-spaces. One-step processes, also known as birth-death processes, are an important class of such processes and are processes with state space {0,1,,N}\{0,1,\ldots,N\} and where each transition is of size one. We derive explicit bounds on the expected value of such a process, bracketing it between the mean-field model and another simple ODE. Our bounds require that the Markov transition rates are density dependent polynomials that satisfy a sign condition. We illustrate the tightness of our bounds on the SIS epidemic process and the voter model.

Keywords

Cite

@article{arxiv.1505.00898,
  title  = {Bounds for the expected value of one-step processes},
  author = {Benjamin Armbruster and Ádám Besenyei and Péter L. Simon},
  journal= {arXiv preprint arXiv:1505.00898},
  year   = {2015}
}

Comments

14 pages, 4 figures, revised

R2 v1 2026-06-22T09:28:09.311Z