Ergodic Randomized Algorithms and Dynamics Over Networks

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Publication:5358445

DOI10.1109/TCNS.2014.2367571zbMATH Open1370.93308arXiv1309.1349MaRDI QIDQ5358445FDOQ5358445


Authors: Chiara Ravazzi, Paolo Frasca, Hideaki Ishii, Roberto Tempo Edit this on Wikidata


Publication date: 21 September 2017

Published in: IEEE Transactions on Control of Network Systems (Search for Journal in Brave)

Abstract: Algorithms and dynamics over networks often involve randomization, and randomization may result in oscillating dynamics which fail to converge in a deterministic sense. In this paper, we observe this undesired feature in three applications, in which the dynamics is the randomized asynchronous counterpart of a well-behaved synchronous one. These three applications are network localization, PageRank computation, and opinion dynamics. Motivated by their formal similarity, we show the following general fact, under the assumptions of independence across time and linearities of the updates: if the expected dynamics is stable and converges to the same limit of the original synchronous dynamics, then the oscillations are ergodic and the desired limit can be locally recovered via time-averaging.


Full work available at URL: https://arxiv.org/abs/1309.1349







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