A stochastic epidemiological model and a deterministic limit for BitTorrent-like peer-to-peer file-sharing networks

In this paper, we propose a stochastic model for a file-sharing peer-to-peer network which resembles the popular BitTorrent system: large files are split into chunks and a peer can download or swap from another peer only one chunk at a time. We prove that the fluid limits of a scaled Markov model of this system are of the coagulation form, special cases of which are well-known epidemiological (SIR) models. In addition, Lyapunov stability and settling-time results are explored. We derive conditions under which the BitTorrent incentives under consideration result in shorter mean file-acquisition times for peers compared to client-server (single chunk) systems. Finally, a diffusion approximation is given and some open questions are discussed.Comment: 25 pages, 6 figure

Applying Mean-Field Approximation to Continuous Time Markov Chains

The mean-field analysis technique is used to perform analysis of a system with a large number of components to determine the emergent deterministic behaviour and how this behaviour modifies when its parameters are perturbed. The computer science performance modelling and analysis community has found the mean-field method useful for modelling large-scale computer and communication networks. Applying mean-field analysis from the computer science perspective requires the following major steps: (1) describing how the agent populations evolve by means of a system of differential equations, (2) finding the emergent deterministic behaviour of the system by solving such differential equations, and (3) analysing properties of this behaviour. Depending on the system under analysis, performing these steps may become challenging. Often, modifications of the general idea are needed. In this tutorial we consider illustrating examples to discuss how the mean-field method is used in different application areas. Starting from the application of the classical technique, moving to cases where additional steps have to be used, such as systems with local communication. Finally, we illustrate the application of existing model checking analysis techniques

Intrinsic Statistics on Riemannian Manifolds: Basic Tools for Geometric Measurements

A preliminary appeared as INRIA RR-5093, January 2004.International audienceIn medical image analysis and high level computer vision, there is an intensive use of geometric features like orientations, lines, and geometric transformations ranging from simple ones (orientations, lines, rigid body or affine transformations, etc.) to very complex ones like curves, surfaces, or general diffeomorphic transformations. The measurement of such geometric primitives is generally noisy in real applications and we need to use statistics either to reduce the uncertainty (estimation), to compare observations, or to test hypotheses. Unfortunately, even simple geometric primitives often belong to manifolds that are not vector spaces. In previous works [1, 2], we investigated invariance requirements to build some statistical tools on transformation groups and homogeneous manifolds that avoids paradoxes. In this paper, we consider finite dimensional manifolds with a Riemannian metric as the basic structure. Based on this metric, we develop the notions of mean value and covariance matrix of a random element, normal law, Mahalanobis distance and X² law. We provide a new proof of the characterization of Riemannian centers of mass and an original gradient descent algorithm to efficiently compute them. The notion of Normal law we propose is based on the maximization of the entropy knowing the mean and covariance of the distribution. The resulting family of pdfs spans the whole range from uniform (on compact manifolds) to the point mass distribution. Moreover, we were able to provide tractable approximations (with their limits) for small variances which show that we can effectively implement and work with these definitions

Rate of Growth of the Coalescent Set in a Coalescing Stochastic Flow

Darling, R.W.R.. (1986). Rate of Growth of the Coalescent Set in a Coalescing Stochastic Flow. Retrieved from the University Digital Conservancy, https://hdl.handle.net/11299/4449