PPP
PPP
PPP
Marco Di Renzo
Paris-Saclay University
Laboratory of Signals and Systems (L2S) – UMR8506
CNRS – CentraleSupelec – University Paris-Sud
Paris, France
H2020-MCSA [email protected]
Part II: Motivating, validating and applying all this to cellular networks
2
What is Stochastic Geometry ?
Stochastic geometry is the area of mathematical
research that is aimed to provide suitable mathematical
models and appropriate statistical methods to study and
analyze random spatial patterns.
5
Examples…
6
Examples…
7
Examples…
9
Examples…Beyond “Points” (zoom in)
10
What Stochastic Geometry is Useful For ?
Stochastic geometry is a rich branch of applied probability with
several applications: material science, image analysis, stereology,
astronomy, biology, forestry, geology, communications, etc.
13
What is a Point Process ? – Mathematical Definition
Notation
1. A point process is denoted by
2. An instance (realization) of the point process is denoted by
3. The number of points of a point process in the set A 2 is
denoted by A
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What is a Point Process ? – Mathematical Definition
Definition
A point process in 2 is a random variable taking values in the space
15
What is a Point Process ? – Mathematical Definition
x B
B
A
where A denotes the area of A.
17
Binomial Point Process (BPP)
Let B A, then: B k
N B B
k Nk
1
k A A
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Equivalent Point Processes: Void Probability
Given two point processes, is there any simple approach to prove
whether they are equivalent ?
Void Probability
Let a point process . Its void probabilities over all bounded
sets A are defined as A 0 for A 2 .
Stationarity
Let a point process = xn . is said to be stationary if the translated
point process x = xn x has the same distribution as for every x 2 .
Isotropy
Let a point process = xn . is said to be isotropic if the rotated point
process r = rxn has the same distribution as for every rotation r
about the origin.
Motion - Invariant
A point process is motion-invariant if it is stationary and isotropic.
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Stationarity and Intensity Measure
Remarks:
1. The density does not depend on the particular choice of the set A
2. Stationarity implies that the density is constant
3. The converse is, in general, not true: a constant density does not
imply stationarity
21
Stationary (Homogeneous) Poisson Point Process (PPP)
The most widely used model for the spatial locations of nodes
Most amicable for mathematical analysis
Considered the “Gaussian of point processes”
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Homogeneous PPP: Formal Definition
A stationary point process of density is PPP if:
A k
A
exp A
k
k!
A
k A k
A exp A
k
k
1
1
A A k 0 A k 0 k!
exp A A exp A A
k k
k k
A k 0 k! A k 1 k!
exp A A exp A A
A A
k 1 n
A k 1! A n!
exp A
k 1 n 0
A
A exp A
A k
K
exp A exp K
1 k
exp K
k! k!
A
K
exp A exp A K
1 k
exp K
k
k! k !
AK K
k
K
k k
1. The number of points in the set A is a Poisson random variable with mean A .
2. Conditioned on the number of points, the points are distributed as a BPP.
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Inhomogeneous PPP – Just a Glimpse…
In homogeneous PPPs, the mean number of points per unit area does not
vary over space, i.e., they have a constant density measure .
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Inhomogeneous PPP – Just a Glimpse…
An inhomogeneous point process of intensity function x is PPP if:
A
A
A k exp A
k
k!
Note: The sampling can be performed with the aid of an independent sequence
u1 , u2 ,... of random numbers uniformly distributed over 0,1. More
precisely the point xk is deleted if uk xk * .
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Voronoi Cell and Voronoi Tessellation: Definitions
Voronoi Cell
The Voronoi cell V x of a point x of a general
point process consists of the locations whose
distance to x is not greater than their distance
from any other point of :
V x y 2 : x y z y z \ x
y 2 : x y y
Voronoi Tessellation
The Voronoi tessellation or Voronoi diagram
of is the decomposition of the space into
the Voronoi cells of . 30
Void Probability of PPP – First Contact Distribution
Distribution of the distance of the nearest point to the origin
Let be a homogeneous PPP of density . The Complementary
Cumulative Distribution Function (CCDF) of the distance D of
the nearest point of to the origin is:
CCDFD r D r exp r 2
Proof :
Let B o, r be the ball of center the origin "o" and radius "r". Then:
CCDFD r D r B o, r is empty B o, r 0
exp B o, r exp r 2 31
Sums over PPPs: The Campbell Theorem
Campbell Theorem
Let be a PPP of density and f x : 2 . Then:
f x f x dx
x 2
Proof :
The proof is made of two parts:
1. First, we compute the expectation by conditioning on an area of radius R
and on the number of points that fall in this finite area.
2. Then, we remove the conditioning with respect to the number of points
and let the area go to infinity.
= B o, R f x
1
B o, R
dx
B o , R
=
B o, R
f x dx
f x lim f x lim f x dx f x dx
x R x B o , R R B o , R 2 33
Products over PPPs: Probability Generating Functional
Probability Generating Functional (PGFL)
Let be a PPP of density and f x : 2 0,1 be a real value function. Then:
f x exp 1 f x dx
x
2
Proof :
The proof is made of two parts:
1. First, we compute the expectation by conditioning on an area of radius R
and on the number of points that fall in this finite area.
2. Then, we remove the conditioning with respect to the number of points
and let the area go to infinity.
exp B o, R
1
dx
n 0 B o , R B o , R
n!
exp B o, R exp B o, R f x
1
dx
B o , R B o, R
exp B o, R exp f x dx exp 1 f x dx
B o , R B o , R
f x lim f x lim exp 1 f x dx exp 1 f x dx
x R x B o, R B o , R
2 35
R
Sums and Products over Inhomogeneous PPPs
Campbell Theorem
Let be a PPP of intensity function x , i.e., dx = x dx and f x : 2 . Then:
f x f x dx f x x dx
x 2 2
f x exp 1 f x dx exp 1 f x x dx
x 2 2
Proof : The same as for the homogeneous case.
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Displacement Theorem of (Inhomogeneous) PPP
probability kernel p x, Ap x p Ap , where x p
dp
is a point of p ,
i.e., the transformed version of x according to the probability kernel.
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Displacement Theorem of (Inhomogeneous) PPP
which denotes the probability that the displaced version of x (i.e., x p ) lies in Ap .
x l p x Ap x dx 1 l x x dx
d d
p Ap p
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Displacement Theorem of (Inhomogeneous) PPP
x p l p x , l p : 2
p 0, y 1 l x x dx 1 l r , r , rdrd
2
0, y p 0, y p
2 0 0
y1
p
rdr y 2
0 0
p 0, y 1 l x x dx 1 l r , r , rdrd
2
0, y p 0, y p
r yT
2 T 10, y T rdr 2 T rdr
1
0 T 0
T yT 2
y 2 T T 2 40
Displacement Theorem of (Inhomogeneous) PPP
Proof :
Consider the summation S x f x p for any measurable function f .
exp S exp f x p exp f x p
x
p p x p p
exp 1 exp f x p p dx p
dp
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Displacement Theorem of (Inhomogeneous) PPP
Let us compute exp S without assuming that p is a PPP:
x
x
exp f l p x, Tx Tx exp f l p x, Tx
Let define f x Tx exp f l p x, Tx , we have:
exp S f x exp 1 f x dx
d
x
exp 1 Tx exp f l p x, Tx
dx
d
exp 1 exp f l p x, t CDFTx dt dx
d
exp 1 exp f x p p dx p
dp
the last identity holds if p dx p CDFTx dt dx p x, dx p dx .
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Marked Point Processes
Examples:
- x is the center of an atom and m is the type of atom
- x is the location of a tree and m is the type of tree
- x is the location of a transmitter and m is the transmit power
- x is the location of a transmitter and m is the channel gain
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Marking Theorem for Inhomogeneous PPP
Independent Marks
A marked point process is said to be independently marked if, given the locations
of the points of the ground point process xi d , the marks are mutually
independent random vectors on l and if the conditional distribution of the mark
m of a point x depends only on the point x it is attached to, i.e., m
m x Fx dm , where Fx dm on l is the probability kernel (distribution)
of the marks.
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Example: Independent Thinning
Consider the summation S x x f x for any measurable function f ,
where x 1 p x & x 0 1 p x .
exp S f x exp 1 f x dx
2
x
exp 1 p x exp f x 1 p x dx
2
exp 1 exp f x p x dx
2
PGFL of a PPP with intensity measure thin dx p x dx 47
Independent Thinning: An Illusory Paradox
A Bernoulli trial is an idealized coin flip. The probability of heads is p and the
probability of tails is q 1 p. Sequences of Bernoulli trials are independent.
nh !
nt ! exp p
p nh 1 p t
exp p exp 1 p
n
nh ! nt !
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Palm Theory and Conditioning
Palm theory formalizes the notion of the conditional distribution
of a general point process given that it has a point at some
location.
51
Reduced Palm Distribution: Definition and Notation
Rationale
1. When calculating Palm probabilities it is more natural not to consider the point
of the point process that we condition on.
2. Consider a network whose nodes form a point process. Assume that we want to
identify one of them as the intended transmitter, while the other act as the interferers.
The computation of the sum interference from all the interferers requires the
conditioning on the location of the intended transmitter and its exclusion from the
set of interferers for computing the distribution of the sum interference.
BS i
Pcov Pr SINR T
BS0
P ho r
2
ri r0
SINR
2 I agg r0
o
I agg r0 P hi ri
2
i \ BS0
is a PPP
P ho 2 ro
Pr 2 T ...
I agg r0
Pcov
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Reduced Palm Distribution of PPP: Slivnyak Theorem
Note: This implies that, for a PPP, a new point can be added or a point can be
removed from the point process without disturbing the distribution of the other
points of the process. This originates from their complete spatial randomness.
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Reduced Palm Distribution: Sums over Point Processes
f x, \ x !x f x, dx
x 2
f x, \ x f x, dx
x 2
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Counter-Example that the PPP is Special: Beta-Ginibre
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Counter-Example that the PPP is Special: Beta-Ginibre
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Counter-Example that the PPP is Special: Beta-Ginibre
58
Playing with Point Processes
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Playing with Point Processes
60
Useful Material
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“Cappuccino” Point Process: The Time Has Come…
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Thank You for Your Attention
ETN-5Gwireless (H2020-MCSA, grant 641985)
An European Training Network on 5G Wireless Networks
http://cordis.europa.eu/project/rcn/193871_en.html (Jan. 2015, 4 years)
Paris-Saclay University
Laboratory of Signals and Systems (L2S) – UMR-8506
CNRS – CentraleSupelec – University Paris-Sud
3 rue Joliot-Curie, 91192 Gif-sur-Yvette (Paris), France
E-Mail: [email protected]
Web-Site: http://www.l2s.centralesupelec.fr/perso/marco.direnzo