clt for degrees of random directed geometric networks yilun shang department of mathematics,...

37
CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Upload: beatrix-byrd

Post on 04-Jan-2016

214 views

Category:

Documents


1 download

TRANSCRIPT

Page 1: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

CLT for Degrees of Random Directed Geometric Networks

Yilun Shang

Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Page 2: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Context

• Background and Motivation

• Model

• Central limit theorems

• Degree distributions

• Miscellaneous

Page 3: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

(Static) sensor network

• Large-scale networks of simple sensors

Page 4: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Static sensor network

• Large-scale networks of simple sensors• Usually deployed randomlyUse broadcast paradigms to communicate

with other sensors

Page 5: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Static sensor network

• Large-scale networks of simple sensors• Usually deployed randomlyUse broadcast paradigms to communicate

with other sensors• Each sensor is autonomous

and adaptive to environment

Page 6: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Static sensor network

• Sensor nodes are densely deployed

Page 7: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Static sensor network

• Sensor nodes are densely deployed

• Cheap

Page 8: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Static sensor network

• Sensor nodes are densely deployed

• Cheap

• Small size

Page 9: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Communication

• Radio Frequency

omnidirectional antenna

directional antenna

Page 10: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Communication

• Radio Frequency omnidirectional antenna directional antenna• Optical laser beam need line of sight for communication

Page 11: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

An illustration

Page 12: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Graph Models

Random (directed) geometric network

• Scatter n points on R2 (n large), X1,X2, …,Xn , i.i.d. with density function f

and distribution F

• Given a communication radius rn, two points are connected if they are at distance ≤rn.

Page 13: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Random geometric network

Page 14: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Random geometric network

r

Page 15: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Random geometric network

Page 16: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Random directed geometric network

• Fix angle ∈(0,2]. Xn={X1,..,Xn} i.i.d. points in R2, with density f ,distribution F. Let Yn={Y1,..,Yn} be a sequence of i.u.d. angles, let {rn} be a sequence tends to 0. G(Xn ,Yn ,rn) is a kind of random directed geometric network, where (Xi, Xj ) is an arc iff Xj in S i=S(Xi ,Yi ,rn ).

D.,Petit,Serna, IEEE Trans. Mobi. Comp. 2003

Page 17: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Random directed geometric network

Yi

S i

Xi

rn

Each sensor Xi covers a sector S i, defined by rn and with inclination Yi.

Page 18: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Random directed geometric network

• G( Xn ,Yn ,rn ) is a digraph

• If x5 is not in S1 , to communicate from x1 to x5:

Page 19: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Random directed geometric network

Page 20: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Notations and basic facts• For any fixed k N, define ∈ rn=rn(t) by nrn(t)2=t,

for t>0. Here, t is introduced to accommodate the areas of sectors.

• For A in R2, X is a finite point set in R2 and x R∈ 2, let X(A) be the number of points in X located in A,

and Xx=X {x}.∪ • For >0 , let H be the homogeneous Poisson

point process on R2 with intensity .• For k N and ∈ A is a subset of N, set

(k)=P[Poi()=k] and (A)=P[Poi() A].∈

Page 21: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Notations and basic facts

• Let Zn(t) be the number of vertices of out degrees at least k of G( Xn ,Yn ,rn ) , then

Zn(t)=∑ni=1 I{Xn(S(Xi,Yi,rn(t)))≥ k+1}

• Let Wn(t) be the number of vertices of in degrees at least k of G( Xn ,Yn ,rn ) , then

Wn(t)=∑ni=1 I{ # {Xj ∈ Xn|Xi∈ S(Xj,Yj,rn(t))}≥ k+1}

Page 22: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Central limit theorems

• Theorem

Page 23: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Central limit theorems

• Theorem

Suppose k is fixed. The finite dimensional distributions of the process

n- 1/2[Zn(t) - EZn(t)], t>0

converge to those of a centered Gaussian process (Z∞(t),t>0) with

E[Z∞(t)Z∞(u)]=∫R2 tf(x)/2([k, ∞))f(x)dx +

Page 24: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Central limit theorems

(1/4 2) ∫02 ∫0

2∫R2∫R2 g( z, f(x1), y1, y2 )

f 2(x1 )dz dx1 dy1 dy2 - h(t) h(u),

where g( z, , y1, y2 )=

P[{Hz(S(0,y1,t1/2)) ≥k}∩{H

0(S(z,y2 ,u1/2))≥k}] - P[H(S(0,y1,t1/2))≥ k] P[H(S(z,y2 ,u1/2)) ≥k ],

and h(t)= ∫R2{tf(x)/2(k - 1) tf(x)/2

+tf(x)/2([k, ∞))} f(x)dx.

Page 25: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Central limit theorems

Sketch of the proof

• Compute expectation

• Compute covariance

• Poisson CLT through a dependency graph argument

• Depoissionization

Page 26: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Central limit theorems

• Wn(t)

• k(n) tends to infinity

• Xn−→Pn , where Pn ={X1,..,XNn } is a Poisson process with intensity function n f(x).

Here, Nn is a Poisson variable with mean n.

Corresponding central limit theorems are obtained

Page 27: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Degree distributions

• For k N 0∈ ∪ , let p(k) be the probability of a typical vertex in G(Xn ,Yn ,rn) having out degree k

• Theorem

Page 28: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Degree distributions

• For k N 0∈ ∪ , let p(k) be the probability of a typical vertex in G(Xn ,Yn ,rn) having out degree k

• Theorem

p(k)=∫R2 tf(x)/2(k) f(x)dx ( * )

Page 29: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Degree distributions

• Example 1

f=I[0,1]2 uniform

Page 30: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Degree distributions

• Example 1

f=I[0,1]2 uniform

p(k)=exp( - t tk/k!

The out degree distribution is Poi(t)

Page 31: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Degree distributions

• Example 2

f(x1,x2)=(1/2exp( - (x12+x2

2)/2) normal

Page 32: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Degree distributions

• Example 2

f(x1,x2)=(1/2exp( - (x12+x2

2)/2) normal

p(k)=4t - exp( - t/4) ∑ki=0 (t/4i -

1/i!

a skew distribution

Page 33: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Degree distributions

Page 34: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Degree distributions

• If f is bounded, the degree distribution will never be power law because of fast

decay

Page 35: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Degree distributions

• If f is bounded, the degree distribution will never be power law because of fast

decay

• Given p(k)≥0, ∑∞k=0 p(k)=1, it’s very

hard to solve equation ( * ) for getting a f(x)

Page 36: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008

Miscellaneous

• High dimension

• Angles not uniformly at random

• Dynamic model

(Brownian, Random direction, Random waypoint, Voronoi, etc.)

Page 37: CLT for Degrees of Random Directed Geometric Networks Yilun Shang Department of Mathematics, Shanghai Jiao Tong University May 18, 2008