On Asymptotic Consensus Value in Directed Random Networks (1004.3527v1)

Abstract: 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 random graphs, where each agent can communicate with any other agent with some exogenously specified probability. While different aspects of consensus algorithms over random switching networks have been widely studied, a complete characterization of the distribution of the asymptotic value for general \textit{asymmetric} random consensus algorithms remains an open problem. In this paper, we derive closed-form expressions for the mean and an upper bound for the variance of the asymptotic consensus value, when the underlying network evolves according to an i.i.d. \textit{directed} random graph process. We also provide numerical simulations that illustrate our results.