Variance Analysis of Randomized Consensus in Switching Directed Networks (0910.3883v1)

Abstract: In this paper, we study the asymptotic properties of distributed consensus algorithms over switching directed random networks. More specifically, we focus on consensus algorithms over independent and identically distributed, directed Erdos-Renyi random graphs, where each agent can communicate with any other agent with some exogenously specified probability $p$. While it is well-known that consensus algorithms over Erdos-Renyi random networks result in an asymptotic agreement over the network, an analytical characterization of the distribution of the asymptotic consensus value is still an open question. In this paper, we provide closed-form expressions for the mean and variance of the asymptotic random consensus value, in terms of the size of the network and the probability of communication $p$. We also provide numerical simulations that illustrate our results.