Geographic locations of cellular base stations sometimes can be well fitted with spatial homogeneous Poisson point processes. In this paper we make a complementary observation: In the presence of the log-normal shadowing of sufficiently high variance, the statistics of the propagation loss of a single user with respect to different network stations are invariant with respect to their geographic positioning, whether regular or not, for a wide class of empirically homogeneous networks. Even in perfectly hexagonal case they appear as though they were realized in a Poisson network model, i.e., form an inhomogeneous Poisson point process on the positive half-line with a power-law density characterized by the path-loss exponent. At the same time, the conditional distances to the corresponding base stations, given their observed propagation losses, become independent and log-normally distributed, which can be seen as a decoupling between the real and model geometry. The result applies also to Suzuki (Rayleigh-log-normal) propagation model. We use Kolmogorov-Smirnov test to empirically study the quality of the Poisson approximation and use it to build a linear-regression method for the statistical estimation of the value of the path-loss exponent.
This convenient property has been observed independently in physics models @cite_11 @cite_10 and network models @cite_31 @cite_17 @cite_5 ; see @cite_18 and references therein for further details. For example, compare [Corollary 10] equivalence2013 and [Lemma 2] panchenko2007guerra , which effectively both give the same equivalence result for, in our setting, the marked propagation process of the typical user. In the physics context, these invariance results imply Bolthausen-Sznitman invariance property (cf [Eq. (2.26)] panchenko2013sherrington ) for the Poisson-Dirichlet process, which is used to study the Sherrington-Kirkpatrick model for spin glasses (types of disordered magnets). This latter process It should not be confused with the better known Poisson-Dirichlet process of Kingman @cite_22 . In fact both processes are special cases of two-parameter Poisson-Dirichlet process extensively studied in @cite_2 . is exactly the so-called signal-to-total-interference ratio (STIR) process, which in turn is trivially related to the SIR process in (interference-limited) Poisson networks @cite_18 @cite_24 .
@cite_18 @cite_11 @cite_22 @cite_24 @cite_2 @cite_5 @cite_31 @cite_10 @cite_17
2099205567 2065794571 1884565747 2086605530
We introduce an extended family of continuous-domain stochastic models for sparse, piecewise-smooth signals. These are specified as solutions of stochastic differential equations, or, equivalently, in terms of a suitable innovation model; the latter is analogous conceptually to the classical interpretation of a Gaussian stationary process as filtered white noise. The two specific features of our approach are 1) signal generation is driven by a random stream of Dirac impulses (Poisson noise) instead of Gaussian white noise, and 2) the class of admissible whitening operators is considerably larger than what is allowed in the conventional theory of stationary processes. We provide a complete characterization of these finite-rate-of-innovation signals within Gelfand's framework of generalized stochastic processes. We then focus on the class of scale-invariant whitening operators which correspond to unstable systems. We show that these can be solved by introducing proper boundary conditions, which leads to the specification of random, spline-type signals that are piecewise-smooth. These processes are the Poisson counterpart of fractional Brownian motion; they are nonstationary and have the same 1 ω-type spectral signature. We prove that the generalized Poisson processes have a sparse representation in a wavelet-like basis subject to some mild matching condition. We also present a limit example of sparse process that yields a MAP signal estimator that is equivalent to the popular TV-denoising algorithm. k−2 � 1 − xb−k � � dx� . Call this process a � -coalescent. Discrete measure-valued processes derived from the � -coalescent model a system of masses undergoing coalescent collisions. Kingman's coalescent, which has numerous applications in population genetics, is the δ0-coalescent for δ0 a unit mass at 0. The coalescent recently derived by Bolthausen and Sznit- man from Ruelle's probability cascades, in the context of the Sherrington- Kirkpatrick spin glass model in mathematical physics, is the U-coalescent for U uniform on � 0� 1� .F or� = U, and whenever an infinite number of masses are present, each collision in a � -coalescent involves an infinite number of masses almost surely, and the proportion of masses involved exists as a limit almost surely and is distributed proportionally to � . The two-parameter Poisson-Dirichlet family of random discrete distributions derived from a stable subordinator, and corresponding exchangeable ran- dom partitions ofgoverned by a generalization of the Ewens sampling formula, are applied to describe transition mechanisms for processes of coalescence and fragmentation, including the U-coalescent and its time reversal. 1. Introduction. Markovian coalescent models for the evolution of a sys- tem of masses by a random process of binary collisions were introduced by Marcus (29) and Lushnikov (28). See (3) for a recent survey of the scientific lit- erature of these models and their relation to Smoluchowski's mean-field theory of coagulation phenomena. Evans and Pitman (15) gave a general framework for the rigorous construction of partition-valued and discrete measure-valued coalescent Markov processes allowing infinitely many massses and treated the binary coalescent model where each pair of masses x and y is subject to a coa- lescent collision at rate κ� xyfor a suitable rate kernel κ. This paper studies a family of partition-valued Markov processes, with state space the compact set of all partitions of � �= � 1� 2 ���� � , such that the restriction of the partition to each finite subset ofis a Markov chain with transition rates of a simple form determined by the moments of a finite measureon the unit interval. The case � = δ 0 , a unit mass at 0, is Kingman's coalescent in which every We consider models given by Hamiltonians of the form View the MathML sourceH(I,f,p,q,t;e)=h(I)+?j=1n±(12pj2+Vj(qj))+eQ(I,f,p,q,t;e) Turn MathJax on where I?I?Rd,f?TdI?I?Rd,f?Td, p,q?Rnp,q?Rn, t?T1t?T1. These are higher dimensional analogues, both in the center and hyperbolic directions, of the models studied in , and and are usually called “a-priori unstable Hamiltonian systems”. All these models present the large gap problem. We show that, for 0<e«10<e«1, under regularity and explicit non-degeneracy conditions on the model, there are orbits whose action variables I perform rather arbitrary excursions in a domain of size O(1)O(1). This domain includes resonance lines and, hence, large gaps among d-dimensional KAM tori. This phenomenon is known as Arnold diffusion. The method of proof follows closely the strategy of and . The main new phenomenon that appears when the dimension d of the center directions is larger than one is the existence of multiple resonances in the space of actions I?I?RdI?I?Rd. We show that, since these multiple resonances happen in sets of codimension greater than one in the space of actions I, they can be contoured. This corresponds to the mechanism called diffusion across resonances in the Physics literature. The present paper, however, differs substantially from and . On the technical details of the proofs, we have taken advantage of the theory of the scattering map developed in [31]—notably the symplectic properties—which were not available when the above papers were written. We have analyzed the conditions imposed on the resonances in more detail. More precisely, we have found that there is a simple condition on the Melnikov potential which allows us to conclude that the resonances are crossed. In particular, this condition does not depend on the resonances. So that the results are new even when applied to the models in and We define and analyze a random coverage process of the @math -dimensional Euclidian space which allows one to describe a continuous spectrum that ranges from the Boolean model to the Poisson-Voronoi tessellation to the Johnson-Mehl model. Like for the Boolean model, the minimal stochastic setting consists of a Poisson point process on this Euclidian space and a sequence of real valued random variables considered as marks of this point process. In this coverage process, the cell attached to a point is defined as the region of the space where the effect of the mark of this point exceeds an affine function of the cumulated effect of all marks. This cumulated effect is defined as the shot noise process associated with the marked point process. In addition to analyzing and visualizing this continuum, we study various basic properties of the coverage process such as the probability that a point or a pair of points be covered by a typical cell. We also determine the distribution of the number of cells which cover a given point, and show how to provide deterministic bounds on this number. Finally, we also analyze convergence properties of the coverage process using the framework of closed sets, and its differentiability properties using perturbation analysis. Our results require a pathwise continuity property for the shot noise process for which we provide sufficient conditions. The model in question stems from wireless communications where several antennas share the same (or different but interfering) channel(s). In this case, the area where the signal of a given antenna can be received is the area where the signal to interference ratio is large enough. We describe this class of problems in detail in the paper. The obtained results allow one to compute quantities of practical interest within this setting: for instance the outage probability is obtained as the complement of the volume fraction; the law of the number of cells covering a point allows one to characterize handover strategies etc.