Mean-field approximation of counting processes from a differential equation perspective

Dávid Kunszenti-Kovács, Péter L. Simon

Research output: Article

2 Citations (Scopus)


Deterministic limit of a class of continuous time Markov chains is considered based purely on differential equation techniques. Starting from the linear system of master equations, ordinary differential equations for the moments and a partial differential equation, called Fokker-Planck equation, for the distribution is derived. Introducing closures at the level of the second and third moments, mean-field approximations are introduced. The accuracy of the mean-field approximations and the Fokker-Planck equation is investigated by using two differential equation-based and an operator semigroup-based approach.

Original languageEnglish
Article number75
JournalElectronic Journal of Qualitative Theory of Differential Equations
Publication statusPublished - 2016

ASJC Scopus subject areas

  • Applied Mathematics

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