  For a mean field game model with a major and infinite minor players, we
characterize a notion of Nash equilibrium via a system of so-called master
equations, namely a system of nonlinear transport equations in the space of
measures. Then, for games with a finite number N of minor players and a major
player, we prove that the solution of the corresponding Nash system converges
to the solution of the system of master equations as N tends to infinity.
