On Ergodicity, Infinite Flow, and Consensus in Random Models

DOI10.1109/TAC.2010.2091174MaRDI QIDQ5347771zbMATH OpenFDO

Authors Behrouz Touri, Angelia Nedić

Publication date 25 August 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1001.1890

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Circuits, networks (94C99) Ergodicity, mixing, rates of mixing (37A25) Zero-one laws (60F20)

Abstract: We consider the ergodicity and consensus problem for a discrete-time linear dynamic model driven by random stochastic matrices, which is equivalent to studying these concepts for the product of such matrices. Our focus is on the model where the random matrices have independent but time-variant distribution. We introduce a new phenomenon, the infinite flow, and we study its fundamental properties and relations with the ergodicity and consensus. The central result is the infinite flow theorem establishing the equivalence between the infinite flow and the ergodicity for a class of independent random models, where the matrices in the model have a common steady state in expectation and a feedback property. For such models, this result demonstrates that the expected infinite flow is both necessary and sufficient for the ergodicity. The result is providing a deterministic characterization of the ergodicity, which can be used for studying the consensus and average consensus over random graphs.

Cited in

(17)

• Interval consensus over random networks
• On the convergence rate of diffusion in the bidirectional Erdős-Rényi networks: an \(H^2\)-norm perspective
• On robust and optimal imperfect information state equipartitioning for network systems
• scientific article; zbMATH DE number 468985 (Why is no real title available?)
• Reaching consensus in unbalanced networks with coarse information communication
• Consensus of noisy multiagent systems with Markovian switching topologies and time-varying delays
• Iterated Proportional Fitting Procedure and Infinite Products of Stochastic Matrices
• Quantized consensus over directed networks with switching topologies
• Convergence of max-min consensus algorithms
• Robust consensus for multi-agent systems over unbalanced directed networks
• The evolution of beliefs over signed social networks
• Discrete-time consensus strategy for a class of high-order linear multiagent systems under stochastic communication topologies
• Phase transitions in the Ising model on a hierarchical random graph based on the triangle
• \(L^1\) group consensus of multi-agent systems with switching topologies and stochastic inputs
• Stochastic approximation based consensus dynamics over Markovian networks
• Group pinning consensus under fixed and randomly switching topologies with acyclic partition
• On backward product of stochastic matrices

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