Product of Random Stochastic Matrices and Distributed Averaging


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


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


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


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.




Decision and Game Theory for Security


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


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.




Random Matrices and Their Applications


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.




Distributed Control of Robotic Networks


Book Description

This self-contained introduction to the distributed control of robotic networks offers a distinctive blend of computer science and control theory. The book presents a broad set of tools for understanding coordination algorithms, determining their correctness, and assessing their complexity; and it analyzes various cooperative strategies for tasks such as consensus, rendezvous, connectivity maintenance, deployment, and boundary estimation. The unifying theme is a formal model for robotic networks that explicitly incorporates their communication, sensing, control, and processing capabilities--a model that in turn leads to a common formal language to describe and analyze coordination algorithms. Written for first- and second-year graduate students in control and robotics, the book will also be useful to researchers in control theory, robotics, distributed algorithms, and automata theory. The book provides explanations of the basic concepts and main results, as well as numerous examples and exercises. Self-contained exposition of graph-theoretic concepts, distributed algorithms, and complexity measures for processor networks with fixed interconnection topology and for robotic networks with position-dependent interconnection topology Detailed treatment of averaging and consensus algorithms interpreted as linear iterations on synchronous networks Introduction of geometric notions such as partitions, proximity graphs, and multicenter functions Detailed treatment of motion coordination algorithms for deployment, rendezvous, connectivity maintenance, and boundary estimation




Probability Measures on Semigroups: Convolution Products, Random Walks and Random Matrices


Book Description

A Scientific American article on chaos, see Crutchfield et al. (1986), illus trates a very persuasive example of recurrence. A painting of Henri Poincare, or rather a digitized version of it, is stretched and cut to produce a mildly distorted image of Poincare. The same procedure is applied to the distorted image and the process is repeated over and over again on the successively more and more blurred images. After a dozen repetitions nothing seems to be left of the original portrait. Miraculously, structured images appear briefly as we continue to apply the distortion procedure to successive images. After 241 iterations the original picture reappears, unchanged! Apparently the pixels of the Poincare portrait were moving about in accor dance with a strictly deterministic rule. More importantly, the set of all pixels, the whole portrait, was transformed by the distortion mechanism. In this exam ple the transformation seems to have been a reversible one since the original was faithfully recreated. It is not very farfetched to introduce a certain amount of randomness and irreversibility in the above example. Think of a random miscoloring of some pixels or of inadvertently giving a pixel the color of its neighbor. The methods in this book are geared towards being applicable to the asymp totics of such transformation processes. The transformations form a semigroup in a natural way; we want to investigate the long-term behavior of random elements of this semigroup.




Distributed Computing and Internet Technology


Book Description

This book constitutes the refereed proceedings of the 10th International Conference on Distributed Computing and Internet Technology, ICDCIT 2014, held in Bhubaneswar, India, in February 2014. The 29 revised full papers presented together with 6 invited talks in this volume were carefully reviewed and selected from 197 submissions. The papers cover topics such as distributed computing, sensor networks, Internet technologies and applications, security and multimedia.