arXiv · 1309.1349
Ergodic Randomized Algorithms and Dynamics over Networks
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.
Explore related subjects
Keep this discovery
Chiara Ravazzi, Paolo Frasca, Roberto Tempo, Hideaki Ishii. 2013-09-05. Ergodic Randomized Algorithms and Dynamics over Networks. https://arxiv.org/abs/1309.1349
Cite the original work for its findings. Save a collection to share your selection of sources.