Robustness of large-scale stochastic matrices to localized perturbations

Upper bounds are derived on the total variation distance between the invariant distributions of two stochastic matrices differing on a subset W of rows. Such bounds depend on three parameters: the mixing time and the minimal expected hitting time on W for the Markov chain associated to one of the matrices; and the escape time from W for the Markov chain associated to the other matrix. These results, obtained through coupling techniques, prove particularly useful in scenarios where W is a small subset of the state space, even if the difference between the two matrices is not small in any norm. Several applications to large-scale network problems are discussed, including robustness of Google's PageRank algorithm, distributed averaging and consensus algorithms, and interacting particle systems.Comment: 12 pages, 4 figure

Scaling limits for continuous opinion dynamics systems

Scaling limits are analyzed for stochastic continuous opinion dynamics systems, also known as gossip models. In such models, agents update their vector-valued opinion to a convex combination (possibly agent- and opinion-dependent) of their current value and that of another observed agent. It is shown that, in the limit of large agent population size, the empirical opinion density concentrates, at an exponential probability rate, around the solution of a probability-measure-valued ordinary differential equation describing the system's mean-field dynamics. Properties of the associated initial value problem are studied. The asymptotic behavior of the solution is analyzed for bounded-confidence opinion dynamics, and in the presence of an heterogeneous influential environment.Comment: Published at http://dx.doi.org/10.1214/10-AAP739 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

From local averaging to emergent global behaviors: the fundamental role of network interconnections

Distributed averaging is one of the simplest and most studied network dynamics. Its applications range from cooperative inference in sensor networks, to robot formation, to opinion dynamics. A number of fundamental results and examples scattered through the literature are gathered here and originally presented, emphasizing the deep interplay between the network interconnection structure and the emergent global behavior.Comment: 10 page

The asymptotical error of broadcast gossip averaging algorithms

In problems of estimation and control which involve a network, efficient distributed computation of averages is a key issue. This paper presents theoretical and simulation results about the accumulation of errors during the computation of averages by means of iterative "broadcast gossip" algorithms. Using martingale theory, we prove that the expectation of the accumulated error can be bounded from above by a quantity which only depends on the mixing parameter of the algorithm and on few properties of the network: its size, its maximum degree and its spectral gap. Both analytical results and computer simulations show that in several network topologies of applicative interest the accumulated error goes to zero as the size of the network grows large.Comment: 10 pages, 3 figures. Based on a draft submitted to IFACWC201

The robustness of democratic consensus

In linear models of consensus dynamics, the state of the various agents converges to a value which is a convex combination of the agents' initial states. We call it democratic if in the large scale limit (number of agents going to infinity) the vector of convex weights converges to 0 uniformly. Democracy is a relevant property which naturally shows up when we deal with opinion dynamic models and cooperative algorithms such as consensus over a network: it says that each agent's measure/opinion is going to play a negligeable role in the asymptotic behavior of the global system. It can be seen as a relaxation of average consensus, where all agents have exactly the same weight in the final value, which becomes negligible for a large number of agents.Comment: 13 pages, 2 fig

A game theoretic approach to a peer-to-peer cloud storage model

Classical cloud storage based on external data providers has been recognized to suffer from a number of drawbacks. This is due to its inherent centralized architecture which makes it vulnerable to external attacks, malware, technical failures, as well to the large premium charged for business purposes. In this paper, we propose an alternative distributed peer-to-peer cloud storage model which is based on the observation that the users themselves often have available storage capabilities to be offered in principle to other users. Our set-up is that of a network of users connected through a graph, each of them being at the same time a source of data to be stored externally and a possible storage resource. We cast the peer-to-peer storage model to a Potential Game and we propose an original decentralized algorithm which makes units interact, cooperate, and store a complete back up of their data on their connected neighbors. We present theoretical results on the algorithm as well a good number of simulations which validate our approach.Comment: 10 page

On imitation dynamics in potential population games

Imitation dynamics for population games are studied and their asymptotic properties analyzed. In the considered class of imitation dynamics - that encompass the replicator equation as well as other models previously considered in evolutionary biology - players have no global information about the game structure, and all they know is their own current utility and the one of fellow players contacted through pairwise interactions. For potential population games, global asymptotic stability of the set of Nash equilibria of the sub-game restricted to the support of the initial population configuration is proved. These results strengthen (from local to global asymptotic stability) existing ones and generalize them to a broader class of dynamics. The developed techniques highlight a certain structure of the problem and suggest possible generalizations from the fully mixed population case to imitation dynamics whereby agents interact on complex communication networks.Comment: 7 pages, 3 figures. Accepted at CDC 201

Finite-time influence systems and the Wisdom of Crowd effect

Recent contributions have studied how an influence system may affect the wisdom of crowd phenomenon. In the so-called naive learning setting, a crowd of individuals holds opinions that are statistically independent estimates of an unknown parameter; the crowd is wise when the average opinion converges to the true parameter in the limit of infinitely many individuals. Unfortunately, even starting from wise initial opinions, a crowd subject to certain influence systems may lose its wisdom. It is of great interest to characterize when an influence system preserves the crowd wisdom effect. In this paper we introduce and characterize numerous wisdom preservation properties of the basic French-DeGroot influence system model. Instead of requiring complete convergence to consensus as in the previous naive learning model by Golub and Jackson, we study finite-time executions of the French-DeGroot influence process and establish in this novel context the notion of prominent families (as a group of individuals with outsize influence). Surprisingly, finite-time wisdom preservation of the influence system is strictly distinct from its infinite-time version. We provide a comprehensive treatment of various finite-time wisdom preservation notions, counterexamples to meaningful conjectures, and a complete characterization of equal-neighbor influence systems