Connectivity of nodes - Keith Briggskeithbriggs.info/documents/connectivity-teratalk.pdfTheory for...
Transcript of Connectivity of nodes - Keith Briggskeithbriggs.info/documents/connectivity-teratalk.pdfTheory for...
Connectivity of nodes
Keith Briggs
research.btexact.com/teralab/keithbriggs.html
TeraTalk 2003 May 15 1415
typeset in pdfLATEX on a linux system
Connectivity of nodes 1 of 33
Contents. Introduction
. Theory for the Poisson 1d model
. Order statistics theory
. Probability of connectivity for the fixed-n 1d model
. Simulation results - fixed-n 1d model
. Theory for the Poisson 2d model
. Simulation results - fixed-n 2d model Unit square Unit torus Unit-radius disk
. Distance distribution for some regions
. Triangles
. Asymptotics for near neighbours
. Exact theory for mean distances on a torus
. Almost sure connectivity results
. References
Connectivity of nodes 2 of 33
Introduction
I consider connectivity of nodes with a radio range ρ placeduniformly and randomly in a bounded region under variousmodels:
• Poisson 1d model: the nodes exist on all of R with a exponential distribution ofseparation with parameter λ, and a window of unit length is placed over them.The number of nodes visible through the window is Poisson distributed.
• fixed-n 1d model: there are exactly n nodes independently and uniformly placedin [0, 1].
• Poisson 2d model: the nodes exist on all of R2 with a intensity λ, and afinite-area window is placed over them. The number of nodes visible through thewindow is Poisson distributed.
• fixed-n 2d model: there are exactly n nodes independently and uniformly placedin a bounded region R.
Notation:. pdf=probability density function. cdf=cumulative distribution function. The notation is sloppy in not distinguishing a RV X and its values x
. [[x]] is the indicator function: 1 if x is true, else 0
Keith Briggs Connectivity of nodes 3 of 33
Theory for the Poisson 1d model
• λ is the intensity of nodes per unit length
• The pdf of the internode distance d is f(d) = λe−λd
• The cdf of the internode distance is F (d) = 1−e−λd
• The expectation of d is E[d] = 1/λ
Keith Briggs Connectivity of nodes 4 of 33
More theory for the Poisson 1d model
We now place a unit length window over R and assume that nnodes are visible. The following results are conditional on n
• There are n−1 internode intervals, and the cdf of the maximum interval isFn−1(d) = (1−e−λd)n−1
• the cdf of the minimum interval is F1(d) = 1−e−nλd
• the pdf of the minimum interval is f1(d) = nλe−nλd
• The expectation of the minimum interval is E[d(1)] = 1/(2λ), so is half theexpectation of the internode distance
• The intervals have correlation −1/n
• The probability of full connectivity for the n nodes is thus approximately (i.e.ignoring correlation and edge effects) Fn−1(ρ) = (1−e−λρ)n−1
• This result is only approximate. We should expect deviations small n
The exact theory for the fixed-n case is here
Keith Briggs Connectivity of nodes 5 of 33
Order statistics theory [dav70]
Let x1, x2, ..., xn be RVs uniformly distributed in [0, 1].
Sort them in increasing order as x(1) 6 x(2) 6 ... 6 x(n).• The pdf of x(k) is
1
(k−1)!
(n
k
)x
k−1(1−x)
n−k
• The cdf of the range r = x(n)−x(1) is nrn−1−(n−1)rn
• If wrs = x(s)−x(r), then the pdf of wrs is
ws−r−1rs (1−wrs)
n−s+r/B(s−r, n−s+r+1)
• For the special case of adjacent nodes (s = r+1), this becomes n(1−wr,r+1)n−1,
which gives a cdf of 1−(1−wr,r+1)n
• However, the wr,r+1 are not independent random variables, so the probabilitythat the maximum of n−1 samples of wr,r+1 is less than a constant ρ, is NOT[1−(1−ρ)n]n−1
. But this is approximately correct for large n and ρ near 1 and isplotted in blue on the graphs of simulation results
. As ρ → 1, this becomes 1−(n−1)(1−ρ)n. cf. the exact equation
Keith Briggs Connectivity of nodes 6 of 33
Exact theory for the fixed-n 1d model
• Let yk = x(k)−x(k−1) be the gaps (k = 2, . . . , n), with y1 = x(1)
0 1x(1)
y1
x(2)
y2
x(3)
y3. . .
. . . x(n)
• Their joint pdf is (for 1 6 m 6 n and∑m
i=1 yi 6 1)
f(y1, y2, . . . , ym) =n!
(n−m)!
(1−
m∑i=1
yi
)n−m
• If ci are constants such that∑m
i=1 ci 6 1, then by integrating the pdf we obtain
Pr [y1 > c1, y2 > c2, . . . ] =
(1−
m∑i=1
ci
)n−1
• Boole's law for the probability of at least one event Ai of n eventsA1, A2, . . . , An occurring is
Pr
[n⋃
i=1
Ai
]=∑
i
Pr [Ai]−∑∑
i<j
Pr [AiAj]+· · ·+(−1)n−1Pr [A1A2 . . . An]
Keith Briggs Connectivity of nodes 7 of 33
Exact theory for the fixed-n 1d model (cotd.)
• We don't care about y1, so we put c1 = 0
• Using Boole's law, the probability that the largest yk exceeds some constant ρ is
Pr[y(n) > ρ
]= (n−1) Pr [y1 > ρ]−
(n−1
2
)Pr [y1 > c1, y2 > c2]+. . .
• Thus
Pr [fully connected] = 1−b1/ρc∑i=1
(−1)i+1(n−1
i
)(1−iρ)
n
• This is plotted as a red line on the following pages
• Note that for ρ > 1/2, this is exactly 1−(n−1)(1−ρ)n.
. cf. an approximation
Keith Briggs Connectivity of nodes 8 of 33
Probability of connectivity for the fixed-n 1d model
2, 5, 10, 20, 50 nodes
0.0 0.2 0.4 0.6 0.8 1.00.0
0.2
0.4
0.6
0.8
1.0
range
prob
abil
ity
of fu
ll c
onne
ctiv
ity
2 5 10 20 50
Keith Briggs Connectivity of nodes 9 of 33
Theory for the Poisson 2d model [cre91]
• λ is the intensity of nodes per unit area
• The pdf of the nearest neighbour distance d isf(d) = 2πλde−λπd2
• The cdf of d is F (d) = 1−e−πλd2
• The expectation of d is E[d] = 1/(2λ1/2)
• The variance of d is (4−π)/(4πλ)
• The probability of a node being isolated (i.e. having no neigh-bour within range ρ) is e−πλρ2
Keith Briggs Connectivity of nodes 10 of 33
Theory for the Poisson 2d model
We now place a window R of area A over R2
• The number of nodes visible will be Poisson distributed with mean λA
• Conditional on n nodes being visible, and if the nearest neighbour distances wereindependent (which is not the case) the probability of no node being isolated
would be(1−e−πλρ2
)n
• There is no simple way to compute the probability of full connectivity. However,since a necessary condition is that no node is isolated, the last expression is anapproximate upper bound for the fixed-n model and is plotted in red on thefollowing graphs
• The blue curve is the asymptotic probability of the whole region R being covered,using this theory
Keith Briggs Connectivity of nodes 11 of 33
Simulation results - square, ρ = 0.1, 0.3
ρ=0.10
10 100 10000.0
0.2
0.4
0.6
0.8
1.0
number of nodes
prob
abil
ity
ρ=0.30
10 1000.0
0.2
0.4
0.6
0.8
1.0
number of nodes
prob
abil
ity
[1−e−πλρ2
]n
simulation asymptotic
Keith Briggs Connectivity of nodes 12 of 33
Simulation results - torus, ρ = 0.1, 0.3
ρ=0.10
10 100 10000.0
0.2
0.4
0.6
0.8
1.0
number of nodes
prob
abil
ity
ρ=0.30
10 1000.0
0.2
0.4
0.6
0.8
1.0
number of nodes
prob
abil
ity
[1−e−πλρ2
]n
simulation asymptotic
Keith Briggs Connectivity of nodes 13 of 33
Simulation results - unit-radius disk, ρ = 0.1, 0.3
ρ=0.10
10 100 10000.0
0.2
0.4
0.6
0.8
1.0
number of nodes
prob
abil
ity
ρ=0.30
10 1000.0
0.2
0.4
0.6
0.8
1.0
number of nodes
prob
abil
ity
[1−e−πλρ2
]n
simulation asymptotic
Keith Briggs Connectivity of nodes 14 of 33
Non-homogeneous Poisson process
Example: intensity falls off exponentially from an access point
−40 −20 0 20 40
−40
−20
0
20
40
Keith Briggs Connectivity of nodes 15 of 33
Delaunay triangles 1[kla90]
• Pick one node O from a planar Poisson process of intensity λ
• Consider triangles formed by two other nodes
• Call it empty if no other nodes are in the triangle
• Call it very empty if no other nodes are in the circumcircleof the triangle
• An empty triangle:a
b
Oθu
u
u�
��
��
��
��
��
��
��
���
uu u u
uu
uu
Keith Briggs Connectivity of nodes 16 of 33
Delaunay triangles 2
The Delaunay triangulation consists of very empty triangles only.The second figure shows the Voronoi tesselation superimposed.
Keith Briggs Connectivity of nodes 17 of 33
Delaunay triangles 3
• Let a and b be the lengths of the two edges adjacent to Oand θ the angle
• For very empty triangles, the joint pdf is
2πabλ4 exp[−πλ2 a2+b2−2ab cos θ
4 sin2 θ
]
• For very empty triangles, the pdf of the area A isλ2A exp (−λA)
• For very empty triangles, the mean of a is 329πλ
• For empty triangles, the pdf is 2πabλ4 exp[−λ2ab sin(θ)/2
]• In both cases, the mean number of triangles at O is 6
Keith Briggs Connectivity of nodes 18 of 33
Delaunay triangles 4
Integrating out over side b and angle θ, we get for the pdf ofside a:
4aλ
∫ π
0sin2 θ exp
[−πa2λ
4 sin2 θ
] [1+eα2ν2
α|ν|π1/2(erf(α|ν|)+sign(ν))]dθ
where
α =sin θ
(πλ)1/2
ν =aλ cos θ
2 sin2 θ
Keith Briggs Connectivity of nodes 19 of 33
Delaunay triangles 5
edge length distribution in Delaunay tesselation
0.00 0.05 0.10 0.15 0.200
5
10
15
20
25
30
length
prob
abil
ity
1000 nodes: exact simulation
Keith Briggs Connectivity of nodes 20 of 33
Distance distribution for some regions
Two points independently uniformly distributed in a region R;the pdf of the distance d is f(d), mean distance is µ:
• R = unit interval, f(d) = 2(1−d)[[0 6 d 6 1]], µ = 1/3
• R = 1-torus, f(d) = 2[[0 6 d 6 1/2]], µ = 1/4
• R = 2-torus
f(d) =
{2πd if 0 6 d < 1/2
2d[π−4 sec−1(2d)
]if 1/2 6 d 6
√2
µ =[√
2+log(1+√
2)]
/6
• R = unit radius disk, f(d) = d/π[4 arctan
(√4−d2/d
)−d
√4−d2
][[0 6 d 6 2]],
µ = 128/(45π)
• R = unit sphere, µ = 36/35
• R = unit square, see next slide
Keith Briggs Connectivity of nodes 21 of 33
Asymptotics for near neighbours
• Put n points in a unit torus in R2
• Let dk = be the distance to kth nearest neighbour
• Then it is known that ([eva02]): E[dk] = π−1/2 Γ(k+1/2)Γ(k) n−1/2+
O(n−3/2)
• So E[d1] = 1/2 n−1/2+O(n−3/2)
Keith Briggs Connectivity of nodes 22 of 33
Asymptotics for nearest neighbours - simulations
mean distance to neighbours on a torus
0 1 2 3 4 5 6 7−4.5
−4.0
−3.5
−3.0
−2.5
−2.0
−1.5
−1.0
−0.5
log(number of nodes)
log
(me
an
dis
tan
ce)
nearest, second nearest, . . .
asymptotic, ∗ is exact value for n = 2, k = 1, namely [21/2+log(1+21/2)]/6
Keith Briggs Connectivity of nodes 23 of 33
Exact theory for mean distances on a torus 1
Recall that our pdf and cdf are defined piecewise: I will use< and > to indicate the pieces on [0, 1/2] and [1/2, 1/
√2]
respectively:
f<(x) = 2πx
f>(x) = 2x[π−4 sec−1(2x)
]F<(x) = πx2
F>(x) =√
4x2−1+x2 [π−4 sec−1(2x)
]
Keith Briggs Connectivity of nodes 24 of 33
Exact theory for mean distances on a torus 2
I will use the subscript k :n to denote the kth order statistic ina sample of size n
Thus
f<k:n(x) =
Γ(n+1)Γ(k)Γ(n−k+1)
f<(x) [F<(x)]k−1 [1−F<(x)]n−k
and similarly for f>k:n(x).
So we have
fk:n(x) = f<k:n(x)[[0 6 x 6 1/2]]+f>
k:n(x)[[1/2 < x 6 1/√
2]]
andµk:n = µ<
k:n+µ>k:n, 1 6 k 6 n
Keith Briggs Connectivity of nodes 25 of 33
Exact theory for mean distances on a torus 3
To get the mean, we can do the lower integral exactly:
µ<k:n =
∫ 1/2
0t f<
k:n(t) dt
=(π/4)k
(2k+1)Γ(n+1)
Γ(k)Γ(n−k+1)F(
k+1/2 k−n
k+3/2
∣∣∣ π/4)
but the upper integral
µ>k:n =
∫ 1/√
2
1/2t f>
k:n(t) dt
will have to be approximated. Luckily, it is typically a verysmall correction term to µ<
k:n, and goes to zero geometricallywith n.
Keith Briggs Connectivity of nodes 26 of 33
Exact theory for mean distances on a torus 4
Because k−n < 0, the hypergeometric function above is aterminating series:
F(
k+1/2 k−n
k+3/2
∣∣∣ π/4)
=n−k∑i=0
(k+1/2)i(k−n)i
(k+3/2)i
(π/4)i
i!
It is quite feasible to evaluate µk:n exactly from this, but ifdesired we can use an integral representation of this functionand Watson's lemma to find the large n asymptotics. I omit allthe details of this. The results are on the next page.
Keith Briggs Connectivity of nodes 27 of 33
Exact theory for mean distances on a torus 5
We now do asymptotics (n →∞) for the mean distance to thekth neighbour
µ<1:n ∼ n
[12
n−3/2− 316
n−5/2+25256
n−7/2− 1052048
n−9/2+. . .
]µ<
2:n ∼ n2[34
(n−1)−5/2−4532
(n−1)−7/2+1155512
(n−1)−9/2−. . .
]µ<
3:n ∼ n3[1516
(n−2)−7/2−525128
(n−2)−9/2+. . .
]µ<
4:n ∼ n4[3532
(n−3)−9/2−. . .
]. . .
µ<k:n ∼ Γ(k+1/2)/Γ(k) n−1/2
Note: for the 2d Poisson process, we have 12 n−1/2 exactly for the nearest neighbour
(k = 1)
Keith Briggs Connectivity of nodes 28 of 33
Exact theory for mean distances on a torus 6
To compute the contribution to the mean from the upperintegral, we need to do:
µ>k:n =
∫ 1/√
2
1/2t f>
k:n(t) dt
I do not know a way of approximating this for all n and k,but by making a series expansion of f>
1:n around 1/√
2 and justkeeping the first term, for the nearest neighbour we get:
µ>1:n ≈ (3−2
√2)n
Thus a good approximation for the mean distance to the nearestneighbour is
µ1:n = µ<1:n+µ>
1:n ∼ 1/2 n−1/2−3/16 n−3/2+(3−2√
2)n
Keith Briggs Connectivity of nodes 29 of 33
Almost sure connectivity results [mil70]
• Planar process of intensity λ in region R
• Let p(r) = Pr [every point of R covered by a disk radius r]
• Then, as |R| → ∞
p(r) ∼ exp[−λ|R| e−πλr2
(1+πλr2)]
• This is plotted in blue on these graphs of simulation results
Keith Briggs Connectivity of nodes 30 of 33
References 1
[gho51] B Ghosh, Random distances within a rectangle and be-tween two rectangles, Bull Calcutta Math Soc 43, 17-24 (1951)MR 13,475a 60.0X
[dar53] D A Darling, On a class of problems related to the randomdivision of an interval 24, 239-253 (1953)
[pyk65] R Pyke, Spacings, J. Roy. Stat. Soc. B27, 395-449 (1965)
[dav70] H A David Order Statistics, Wiley 1970
[mil70] R E Miles On the homogeneous planar point process, Math.Biosciences 6, 85-127 (1970)
Keith Briggs Connectivity of nodes 31 of 33
References 2
[phi89] T K Philips, S Panwar and A Tantawi, Connectivity proper-ties of a packet radio network model, IEEE Trans. Inf. Theory35, 1044-7 (1989)
[che89] Y-C Cheng and T G Robertazzi Critical connectivity phe-nomena in multihop radio models, IEEE Trans. Comm. 37,770-7 (1989)
[pit90] P Piret, On the connectivity of radio networks, IEEE Trans.Inf. Theory 37, 1490-2 (1990)
[kla90] M S Klamkin (ed), Problems in Applied Mathematics, SIAM1990
[cre91] N A C Cressie, Statistics for spatial data, Wiley 1991
Keith Briggs Connectivity of nodes 32 of 33
References 3
[bet02] C Bettstetter, On the minimum node degree andconnectivity of a wireless multihop network, MOBIHOC'02Lausanne http://portal.acm.org/citation.cfm?id=513811&coll=portal&dl=ACM&ret=1
[eva02] D Evans, A J Jones and W M Schmidt, Asymptotic momentsof near neighbour distance distributions, Proc Roy Soc Lon A458, 1-11 (2002)
[ola03] S Olafsson, Capacity and connectivity in ad-hoc net-works, http://technology.intra.bt.com/enterprise-research/Comms/Newsletters/january2003.htm
Keith Briggs Connectivity of nodes 33 of 33