Ergodic Randomized Algorithms and Dynamics Over Networks

Algorithms and dynamics over networks often involve randomization and randomization can induce oscillating dynamics that fail to converge in a deterministic sense. Under assumptions of independence across time and linearity of the updates, we show that the oscillations are ergodic if the expected dy...

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Vydáno v:	IEEE transactions on control of network systems Ročník 2; číslo 1; s. 78 - 87
Hlavní autoři:	Ravazzi, Chiara, Frasca, Paolo, Tempo, Roberto, Ishii, Hideaki
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Piscataway IEEE 01.03.2015 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Témata:	Clocks Control systems Convergence Heuristic algorithms Power system dynamics Random variables Vectors Randomized algorithms opinion dynamics PageRank problem networks
ISSN:	2325-5870, 2372-2533
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Abstract	Algorithms and dynamics over networks often involve randomization and randomization can induce oscillating dynamics that fail to converge in a deterministic sense. Under assumptions of independence across time and linearity of the updates, we show that the oscillations are ergodic if the expected dynamics is stable. We apply this result to three problems of network systems, namely, the estimation from relative measurements, the PageRank computation, and the dynamics of opinions in social networks. In these applications, the randomized dynamics is the asynchronous counterpart of a deterministic (stable) synchronous one. By ergodicity, the deterministic limit can be recovered via a time-averaging operation, which can be performed locally by each node of the network.
AbstractList	Algorithms and dynamics over networks often involve randomization and randomization can induce oscillating dynamics that fail to converge in a deterministic sense. Under assumptions of independence across time and linearity of the updates, we show that the oscillations are ergodic if the expected dynamics is stable. We apply this result to three problems of network systems, namely, the estimation from relative measurements, the PageRank computation, and the dynamics of opinions in social networks. In these applications, the randomized dynamics is the asynchronous counterpart of a deterministic (stable) synchronous one. By ergodicity, the deterministic limit can be recovered via a time-averaging operation, which can be performed locally by each node of the network.
Author	Ravazzi, Chiara Frasca, Paolo Tempo, Roberto Ishii, Hideaki
Author_xml	– sequence: 1 givenname: Chiara surname: Ravazzi fullname: Ravazzi, Chiara email: chiara.ravazzi@polito.it organization: Dept. of Electron. & Telecommun. (DET), Politec. di Torino, Turin, Italy – sequence: 2 givenname: Paolo surname: Frasca fullname: Frasca, Paolo email: p.frasca@utwente.nl organization: Dept. of Appl. Math., Univ. of Twente, Enschede, Netherlands – sequence: 3 givenname: Roberto surname: Tempo fullname: Tempo, Roberto email: roberto.tempo@polito.it organization: IEIIT, Turin, Italy – sequence: 4 givenname: Hideaki surname: Ishii fullname: Ishii, Hideaki email: ishii@dis.titech.ac.jp organization: Dept. of Comput. Intell. & Syst. Sci., Tokyo Inst. of Technol., Yokohama, Japan
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SubjectTerms	Clocks Control systems Convergence Heuristic algorithms Power system dynamics Random variables Vectors
Title	Ergodic Randomized Algorithms and Dynamics Over Networks
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