Product of Random Stochastic Matrices and Distributed Averaging

Product of Random Stochastic Matrices and Distributed Averaging PDF Author: Behrouz Touri
Publisher: Springer Science & Business Media
ISBN: 364228003X
Category : Technology & Engineering
Languages : en
Pages : 152

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Book Description
The thesis deals with averaging dynamics in a multiagent networked system, which is a main mechanism for diffusing the information over such networks. It arises in a wide range of applications in engineered physical networks (such as mobile communication and sensor networks), as well as social and economic networks. The thesis provides in depth study of stability and other phenomena characterizing the limiting behavior of both deterministic and random averaging dynamics. By developing new concepts, and using the tools from dynamic system theory and non-negative matrix theory, several novel fundamental results are rigorously developed. These contribute significantly to our understanding of averaging dynamics as well as to non-negative random matrix theory. The exposition, although highly rigorous and technical, is elegant and insightful, and accompanied with numerous illustrative examples, which makes this thesis work easily accessible to those just entering this field and will also be much appreciated by experts in the field.

Product of Random Stochastic Matrices and Distributed Averaging

Product of Random Stochastic Matrices and Distributed Averaging PDF Author: Behrouz Touri
Publisher: Springer Science & Business Media
ISBN: 3642280021
Category : Computers
Languages : en
Pages : 152

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Book Description
The thesis deals with averaging dynamics in a multiagent networked system, which is a main mechanism for diffusing the information over such networks. It arises in a wide range of applications in engineered physical networks (such as mobile communication and sensor networks), as well as social and economic networks. The thesis provides in depth study of stability and other phenomena characterizing the limiting behavior of both deterministic and random averaging dynamics. By developing new concepts, and using the tools from dynamic system theory and non-negative matrix theory, several novel fundamental results are rigorously developed. These contribute significantly to our understanding of averaging dynamics as well as to non-negative random matrix theory. The exposition, although highly rigorous and technical, is elegant and insightful, and accompanied with numerous illustrative examples, which makes this thesis work easily accessible to those just entering this field and will also be much appreciated by experts in the field.

Multi-agent Optimization

Multi-agent Optimization PDF Author: Angelia Nedić
Publisher: Springer
ISBN: 3319971425
Category : Business & Economics
Languages : en
Pages : 317

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Book Description
This book contains three well-written research tutorials that inform the graduate reader about the forefront of current research in multi-agent optimization. These tutorials cover topics that have not yet found their way in standard books and offer the reader the unique opportunity to be guided by major researchers in the respective fields. Multi-agent optimization, lying at the intersection of classical optimization, game theory, and variational inequality theory, is at the forefront of modern optimization and has recently undergone a dramatic development. It seems timely to provide an overview that describes in detail ongoing research and important trends. This book concentrates on Distributed Optimization over Networks; Differential Variational Inequalities; and Advanced Decomposition Algorithms for Multi-agent Systems. This book will appeal to both mathematicians and mathematically oriented engineers and will be the source of inspiration for PhD students and researchers.

Introduction to Averaging Dynamics over Networks

Introduction to Averaging Dynamics over Networks PDF Author: Fabio Fagnani
Publisher: Springer
ISBN: 3319680226
Category : Technology & Engineering
Languages : en
Pages : 145

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Book Description
This book deals with averaging dynamics, a paradigmatic example of network based dynamics in multi-agent systems. The book presents all the fundamental results on linear averaging dynamics, proposing a unified and updated viewpoint of many models and convergence results scattered in the literature. Starting from the classical evolution of the powers of a fixed stochastic matrix, the text then considers more general evolutions of products of a sequence of stochastic matrices, either deterministic or randomized. The theory needed for a full understanding of the models is constructed without assuming any knowledge of Markov chains or Perron–Frobenius theory. Jointly with their analysis of the convergence of averaging dynamics, the authors derive the properties of stochastic matrices. These properties are related to the topological structure of the associated graph, which, in the book’s perspective, represents the communication between agents. Special attention is paid to how these properties scale as the network grows in size. Finally, the understanding of stochastic matrices is applied to the study of other problems in multi-agent coordination: averaging with stubborn agents and estimation from relative measurements. The dynamics described in the book find application in the study of opinion dynamics in social networks, of information fusion in sensor networks, and of the collective motion of animal groups and teams of unmanned vehicles. Introduction to Averaging Dynamics over Networks will be of material interest to researchers in systems and control studying coordinated or distributed control, networked systems or multiagent systems and to graduate students pursuing courses in these areas.

Séminaire de Probabilités XLIX

Séminaire de Probabilités XLIX PDF Author: Catherine Donati-Martin
Publisher: Springer
ISBN: 3319924206
Category : Mathematics
Languages : en
Pages : 544

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Book Description
This 49th volume offers a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France. This includes articles on latest developments on diffusion processes, large deviations, martingale theory, quasi-stationary distribution, random matrices, and many more. All the contributions come from spontaneous submissions and their diversity illustrates the good health of this branch of mathematics. The featured contributors are E. Boissard, F. Bouguet, J. Brossard, M. Capitaine, P. Cattiaux, N. Champagnat, K. Abdoulaye Coulibaly-Pasquier, H. Elad Altman, A. Guillin, P. Kratz, A. Lejay, C. Leuridan, P. McGill, L. Miclo, G. Pagès, E. Pardoux, P. Petit, B. Rajeev, L. Serlet, H. Tsukada, D. Villeomannais and B. Wilbertz.

Random Products of Stochastic Matrices

Random Products of Stochastic Matrices PDF Author: Jeffrey Thomas Moore
Publisher:
ISBN:
Category : Stochastic matrices
Languages : en
Pages : 74

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Book Description


Decision and Game Theory for Security

Decision and Game Theory for Security PDF Author: Radha Poovendran
Publisher: Springer
ISBN: 3319126016
Category : Computers
Languages : en
Pages : 388

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Book Description
This book constitutes the refereed proceedings of the 5th International Conference on Decision and Game Theory for Security, GameSec 2014, held in Los Angeles, CA, USA, in November 2014. The 16 revised full papers presented together with 7 short papers were carefully reviewed and selected from numerous submissions. The covered topics cover multiple facets of cyber security that include: rationality of adversary, game-theoretic cryptographic techniques, vulnerability discovery and assessment, multi-goal security analysis, secure computation, economic-oriented security, and surveillance for security. Those aspects are covered in a multitude of domains that include networked systems, wireless communications, border patrol security, and control systems.

Empirical Processes with Applications to Statistics

Empirical Processes with Applications to Statistics PDF Author: Galen R. Shorack
Publisher: SIAM
ISBN: 0898716845
Category : Mathematics
Languages : en
Pages : 991

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Book Description
Originally published in 1986, this valuable reference provides a detailed treatment of limit theorems and inequalities for empirical processes of real-valued random variables. It also includes applications of the theory to censored data, spacings, rank statistics, quantiles, and many functionals of empirical processes, including a treatment of bootstrap methods, and a summary of inequalities that are useful for proving limit theorems. At the end of the Errata section, the authors have supplied references to solutions for 11 of the 19 Open Questions provided in the book's original edition.

Products of Independent Identically Distributed Stochastic Matrices

Products of Independent Identically Distributed Stochastic Matrices PDF Author: Murray Rosenblatt
Publisher:
ISBN:
Category :
Languages : en
Pages : 15

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Book Description
Generalized results from the study on the probability distribution on a compact group are interpreted and examples are cited.

Random Matrices and Their Applications

Random Matrices and Their Applications PDF Author: Joel E. Cohen
Publisher: American Mathematical Soc.
ISBN: 082185044X
Category : Mathematics
Languages : en
Pages : 376

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Book Description
Features twenty-six expository papers on random matrices and products of random matrices. This work reflects both theoretical and applied concerns in fields as diverse as computer science, probability theory, mathematical physics, and population biology.