Connectivity of nodes - Keith Briggskeithbriggs.info/documents/connectivity-teratalk.pdfTheory for...

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Connectivity of nodes Keith Briggs [email protected] research.btexact.com/teralab/keithbriggs.html TeraTalk 2003 May 15 1415 typeset in pdfLAT E X on a linux system Connectivity of nodes 1 of 33

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Page 1: Connectivity of nodes - Keith Briggskeithbriggs.info/documents/connectivity-teratalk.pdfTheory for the Poisson 2d model We now place a window R of area A over R2 • The number of

Connectivity of nodes

Keith Briggs

[email protected]

research.btexact.com/teralab/keithbriggs.html

TeraTalk 2003 May 15 1415

typeset in pdfLATEX on a linux system

Connectivity of nodes 1 of 33

Page 2: Connectivity of nodes - Keith Briggskeithbriggs.info/documents/connectivity-teratalk.pdfTheory for the Poisson 2d model We now place a window R of area A over R2 • The number of

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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

Page 14: Connectivity of nodes - Keith Briggskeithbriggs.info/documents/connectivity-teratalk.pdfTheory for the Poisson 2d model We now place a window R of area A over R2 • The number of

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

Page 15: Connectivity of nodes - Keith Briggskeithbriggs.info/documents/connectivity-teratalk.pdfTheory for the Poisson 2d model We now place a window R of area A over R2 • The number of

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

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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

Page 17: Connectivity of nodes - Keith Briggskeithbriggs.info/documents/connectivity-teratalk.pdfTheory for the Poisson 2d model We now place a window R of area A over R2 • The number of

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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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)

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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

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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