Analysis of Large Urn Models with Local Mean-Field Interactions

The stochastic models investigated in this paper describe the evolution of a set of $F_N$ identical balls scattered into $N$ urns connected by an underlying symmetrical graph with constant degree $h_N$. After some random amount of time {\em all the balls} of any urn are redistributed locally, among the $h_N$ urns of its neighborhood. The allocation of balls is done at random according to a set of weights which depend on the state of the system. The main original features of this context is that the cardinality $h_N$ of the range of interaction is not necessarily linear with respect to $N$ as in a classical mean-field context and, also, that the number of simultaneous jumps of the process is not bounded due to the redistribution of all balls of an urn at the same time. The approach relies on the analysis of the evolution of the local empirical distributions associated to the state of urns located in the neighborhood of a given urn. Under convenient conditions, by taking an appropriate Wasserstein distance and by establishing several technical estimates for local empirical distributions, we are able to prove mean-field convergence results. When the load per node goes to infinity, a convergence result for the invariant distribution of the associated McKean-Vlasov process is obtained for several allocation policies. For the class of power of $d$ choices policies, we show that the associated invariant measure has an asymptotic finite support property under this regime. This result differs somewhat from the classical double exponential decay property usually encountered in the literature for power of $d$ choices policies

Analysis of Large Unreliable Stochastic Networks

In this paper a stochastic model of a large distributed system where users' files are duplicated on unreliable data servers is investigated. Due to a server breakdown, a copy of a file can be lost, it can be retrieved if another copy of the same file is stored on other servers. In the case where no other copy of a given file is present in the network, it is definitively lost. In order to have multiple copies of a given file, it is assumed that each server can devote a fraction of its processing capacity to duplicate files on other servers to enhance the durability of the system. A simplified stochastic model of this network is analyzed. It is assumed that a copy of a given file is lost at some fixed rate and that the initial state is optimal: each file has the maximum number $d$ of copies located on the servers of the network. Due to random losses, the state of the network is transient and all files will be eventually lost. As a consequence, a transient $d$-dimensional Markov process $(X(t))$ with a unique absorbing state describes the evolution this network. By taking a scaling parameter $N$ related to the number of nodes of the network. a scaling analysis of this process is developed. The asymptotic behavior of $(X(t))$ is analyzed on time scales of the type $t\mapsto N^p t$ for $0\leq p\leq d{-}1$. The paper derives asymptotic results on the decay of the network: Under a stability assumption, the main results state that the critical time scale for the decay of the system is given by $t\mapsto N^{d-1}t$. When the stability condition is not satisfied, it is shown that the state of the network converges to an interesting local equilibrium which is investigated. As a consequence it sheds some light on the role of the key parameters $\lambda$, the duplication rate and $d$, the maximal number of copies, in the design of these systems

Identification and adaptive control of a high-contrast focal plane wavefront correction system

All coronagraphic instruments for exoplanet high-contrast imaging need wavefront correction systems to reject optical aberrations and create sufficiently dark holes. Since the most efficient wavefront correction algorithms (controllers and estimators) are usually model-based, the modeling accuracy of the system influences the ultimate wavefront correction performance. Currently, wavefront correction systems are typically approximated as linear systems using Fourier optics. However, the Fourier optics model is usually biased due to inaccuracies in the layout measurements, the imperfect diagnoses of inherent optical aberrations, and a lack of knowledge of the deformable mirrors (actuator gains and influence functions). Moreover, the telescope optical system varies over time because of instrument instabilities and environmental effects. In this paper, we present an expectation-maximization (E-M) approach for identifying and real-time adapting the linear telescope model from data. By iterating between the E-step (a Kalman filter and a Rauch smoother) and the M-step (analytical or gradient-based optimization), the algorithm is able to recover the system even if the model depends on the electric fields, which are unmeasurable hidden variables. Simulations and experiments in Princeton's High Contrast Imaging Lab demonstrate that this algorithm improves the model accuracy and increases the efficiency and speed of the wavefront correction

Multi-Objective Optimization for Power Efficient Full-Duplex Wireless Communication Systems

In this paper, we investigate power efficient resource allocation algorithm design for multiuser wireless communication systems employing a full-duplex (FD) radio base station for serving multiple half-duplex (HD) downlink and uplink users simultaneously. We propose a multi-objective optimization framework for achieving two conflicting yet desirable system design objectives, i.e., total downlink transmit power minimization and total uplink transmit power minimization, while guaranteeing the quality-of-service of all users. To this end, the weighted Tchebycheff method is adopted to formulate a multi-objective optimization problem (MOOP). Although the considered MOOP is non-convex, we solve it optimally by semidefinite programming relaxation. Simulation results not only unveil the trade-off between the total downlink and the total uplink transmit power, but also confirm that the proposed FD system provides substantial power savings over traditional HD systems.Comment: Accepted for presentation at the IEEE Globecom 2015, San Diego, CA, USA, Dec. 201