The Laplace functional

When working with random variables, a couple useful tools are the characteristic function and the moment-generating function, which for a random variable \(Y\) are defined respectively as
$$
\phi_Y(t)= \mathbb{E}\left [ e^{itY} \right ]\,
$$
and
$$
M_Y(t)= \mathbb{E}\left [ e^{tY} \right ]\,,
$$
where the imaginary number \(i=\sqrt{-1}\) and the real variable \(t\in \mathbb{R}\). For continuous random variables, these two respective functions are essentially the Fourier and Laplace transforms of the probability densities. (The moment-generating function \(M(t)\) may not exist due to the integral not converging to a finite value, whereas the characteristic function \(\phi_Y(t)\) always exists.)

If \(Y\) is a discrete random variable, a useful object is the probability-generating function, which is defined as
$$
G_Y(z)= \mathbb{E}\left [z^Y \right ]\,.
$$
This function is the Z-transform of the probability mass function of the random variable \(Y\).

By using these tools, results such as sums of random variables and convergence theorems can be proven. There exist equivalent tools which prove useful for studying point processes (and, more generally random measures).

Laplace functional

For a point process \(\Phi \) defined on some underlying space \(\mathbb{S}\), such as \(\mathbb{R}^d\), the Laplace functional is defined as
$$
L_{\Phi}(f)=\mathbb{E}[e^{-\int_{ \mathbb{S}} f(x){\Phi}(dx)}]\,,
$$
where \(f\) is any (Borel) measurable non-negative function on the space \(\mathbb{S}\).

A simple point process is one for which two or more points coincide in location with probability zero. For a simple point process, we can write the random integral (or sum) using set theory notation, giving
$$
\int_{\mathbb{S}} f(x){\Phi}(dx)=\sum\limits_{x\in \Phi} f(x) \,.
$$

Name

Why’s it called a Laplace functional? From its definition, it’s clear that the first half of the name stems from the Laplace transform. Mapping from the space \(\mathbb{S}\), it’s called a functional because it is a function of a non-negative function \(f\).

Characterization

The Laplace functional characterizes the point process, meaning each point process (or, more generally, random measure) has its own unique Laplace functional. For a given point process, the challenge is to derive the mathematical expression for the Laplace functional by using its definition.

Poisson example

For deriving the Laplace functional, perhaps not surprisingly, one of the easiest one of the easiest point processes is the Poisson point process due to its independence property. For a Poisson process \(\Phi\) with intensity measure \(\Lambda\) defined on the state space \(\mathbb{S}\), the Laplace functional is given by
$$
L_{\Phi}(f)=e^{-\int_{ \mathbb{S}} [1-e^{-f(x)}]\,\Lambda(dx) } \,.
$$

If the Poisson point process is homogeneous, then

$$
L_{\Phi}(f)=e^{-\lambda\int_{ \mathbb{S}} [1-e^{-f(x)}]\,dx } \,,
$$

where \(\lambda\) is the intensity function (that is, the average density of points).

Applications

Proof techniques

Given a Laplace functional characterizes a point process, it can be used prove results on the distributions of point processes, where the proofs often simpler. For example, it can used to see what happens when you perform a point process operation on a point process, such as proving that the independent thinning a Poisson point process gives another Poisson point process. Laplace functionals are used to prove results on the superposition and (random or deterministic) mapping of point processes.

Interference in wireless network models

In the previous post, I covered the concept of the signal-to-interference ratio or SIR in wireless networks. (If noise is included, then then signal-to-interference-plus-noise ratio or just SINR.) Under such wireless network models, the interference term is a type of shot noise of the point process used for the transmitter locations.

Researchers commonly assume Rayleigh fading of the signal energy, which corresponds to the power values randomly varying according to an exponential distribution (due to a square root being taken). The tail distribution of an exponential variable \(F\) with mean \(\mu\) is simply \(\mathbb{P}(F>t)= e^{-t/\mu}\). This means that the exponential assumption and some conditioning arguments lead to Laplace transforms of random variables, including the interference, which can be recast as the Laplace functional of the point process used for the transmitter locations.

Related functionals

For random variables, the characteristic, moment-generating, and probability-generating functions are similarly defined and closely related. We now define two other functionals used for studying point processes.

Characteristic functional

For a point process \(\Phi \) defined on \(\mathbb{S}\), the characteristic functional is defined as
$$
L_{\Phi}(f)=\mathbb{E}[e^{i\int_{ \mathbb{S}} g(x){\Phi}(dx)}]\,,
$$
where \(i=\sqrt{-1}\) and \(g\) is any (Borel) measurable function on the space \(\mathbb{S}\).

Probability-generating functional

For a point process \(\Phi \) defined on \(\mathbb{S}\), the probability-generating functional is defined as
$$
G_{\Phi}(v)=\mathbb{E}[ \prod_{x\in \Phi } v(x)]\,,
$$
where \(v\) is any bounded non-negative (Borel) measurable function on the space \(\mathbb{S}\) such that \(0\leq v(x)\leq 1\) for any point \(x\in \mathbb{S}\). (Some authors use an alternative definition with a function \(u(x)=1-v(x)\).)

Further reading

There is a Wikipedia article on the Laplace functional.

The usual sources on point processes (and, more generally, random measures) cover Laplace functionals. For example, see section 7.2.1 of the text Stochastic Geometry and its Applications by Chiu, Stoyan, Kendall and Mecke. The Laplace and other functionals are covered in Section 9.4 of the second volume of An Introduction to the Theory of Point Processes by Daley and Vere-Jones.

Baccelli and Błaszczyszyn use the Laplace to prove some results on the Poisson point process in Section 1.2 in the first volume of Stochastic Geometry and Wireless Networks. In an approachable manner, Haenggi details the Laplace and probability-generating functionals in Stochastic Geometry for Wireless networks.

The recent book Random Measures, Theory and Applications by Kallenberg also uses Laplace functionals; see Lemma 3.1. Finally, Baccelli, Błaszczyszyn, and Karray use the Laplace functional in the recent book (manuscript) Random Measures, Point Processes, and Stochastic Geometry, but they call it a Laplace transform; see Section 1.3.2, 2.1.1 and 2.2.2, among others.

Shot noise

Given a mathematical model based on a point process, a quantity of possible interest is the sum of some function applied to each point of the point process. This random sum is called shot noise, where the name comes from developing mathematical models of the noise measured in old electronic devices, which was likened to shot (used in guns) hitting a surface.

Researchers have long studied shot noise induced by a point process. One particularly application is wireless network models, in which the interference term is an example of shot noise. It is also possible to construct new point processes, called shot noise Cox point processes, by using based on the shot noise of some initial point process.

For such applications, we need a more formal definition of shot noise.

Definition

Shot noise of a point process

We consider a point processes \(\Phi=\{X_i\}_i\) defined on some space \(\mathbb{S}\), which is often \(\mathbb{R}^n\), and a non-negative function \(f\) with the domain \(\mathbb{S}\), so \(f:\mathbb{S} \rightarrow [0,\infty)\). This function \(f\) is called the response function.

Then the shot noise is defined as
$$
I= \sum_{X_i\in \Phi} f(X_i)\,.
$$

Shot noise of a marked point process

The previous definition of shot noise can be generalized by considering a marked point process \(\Phi’=\{(X_i, M_i)\}_i\), where each point \(X_i\) now has a random mark \(M_i\), which can be a random variable some other random object taking values in some space \(\mathbb{M}\). Then for a response function \(g:\mathbb{S}\times \mathbb{M} \rightarrow [0,\infty)\) , the shot noise is defined as
$$
I’= \sum_{(X_i, M_i)\in \Phi’} g(X_i,M_i)\,.
$$

Properties

Given a point process on a space, like the plane, at any point the shot noise is simply a random variable. If we consider a subset of the space, then shot noise forms a random field, where we recall that a random field is simply a collection of random variables indexed by some set. (By convention, the set tends to be Euclidean space or a manifold). The shot noise can also be considered as a random measure, for example
$$
I(B)= \sum_{X_i\in \Phi\cap B} f(X_i)\,,
$$
where \(B\subseteq \mathbb{S}\). This makes sense as the point process \(\Phi\) is an example of a random (counting) measure.

For Poisson point processes, researchers have studied resulting shot noise random variable or field. For example, given a homogeneous Poisson point process on \(\mathbb{R}^d\), if the response function is a simple power-law \(f(x)=|x|^{-\beta}\), where \(\beta> d\) and \(|x|\) denotes the Euclidean distance from the origin, then the resulting shot noise is alpha stable random variable with parameter \(\alpha=d/\beta\).

For a general point process \(\Phi\) with intensity measure \(\Lambda\), the first moment of the shot noise is simply
$$
\mathbb{E}(I)= \int_{\mathbb{S}} f(x) \Lambda (dx) \,.
$$

This is a result of Campbell’s theorem or formula. A similar expression exists for the shot noise of a marked point process.

Some history

Shot noise has been studied for over a century in science. In physics, Walter Schottky did research on shot noise in Germany at the beginning of the 20th century. In the same era, Norman R. Campbell studied shot noise in Britain and wrote two key papers, where one of them contains a result now called Campbell’s theorem or Campbell’s formula, among other names, which is a fundamental result in point process theory. Campbell was a physicist, but his work contains this mathematical result for which he credited the famed pure mathematician G. H. Hardy.

(It’s interesting to note that Hardy claimed years later that, given he did pure mathematics, none of his work would lead to applications, but that claim is simply not true for this and other reasons.)

The work on the physical process of shot noise motivated more probability-oriented papers on shot noise, including:

  • 1944, S. O. Rice, Mathematical Analysis of Random Noise;
  • 1960, Gilbert and Pollak, Amplitude distribution of shot noise;
  • 1971, Daley, The definition of a multi-dimensional generalization of shot noise;
  • 1977, J. Rice, On generalized shot noise;
  • 1990 Lowen and Teich, Power-law shot noise.

Further reading

As a model for interference in wireless networks, shot noise is covered in books such as the two-volume textbooks Stochastic Geometry and Wireless Networks by François Baccelli and Bartek Błaszczyszyn, where the first volume is on theory and the second volume is on applications. Martin Haenggi wrote a very readable introductory book called Stochastic Geometry for Wireless networks.

Signal strengths of a wireless network

In two previous posts, here and here, I discussed the importance of the quantity called the signal-to-interference ratio, which is usually abbreviated as SIR, for studying communication in wireless networks. In everyday terms, for a listener to hear a certain speaker in a room full of people speaking, the ratio of the speaker’s volume to the sum of the volumes of everyone else heard by the listener. The SIR is the communication bottleneck for any receiver and transmitter pair in a wireless network.

But the strengths (or power values) of the signals are of course also important. In this post I will detail how we can model them using a a simple network model with a single observer.

Propagation model

For a transmitter located at \(X_i\in \mathbb{R}^2\), researchers usually attempt to represent the received power of the signal \(P_i\) with a propagation model. Assuming the power is received at \(x\in \mathbb{R}^2\), this mathematical model consists of a random and a deterministic component taking the general form
$$
P_i(x)=F_i\,\ell(|X_i-x|) ,
$$
where \(\ell(r)\) is a non-negative function in \(r>0\) and \(F_i\) is a non-negative random variable.

The function \(\ell(r)\) is called the pathloss function, and common choices include \(\ell(r)=(\kappa r)^{-\beta}\) and \(\ell(r)=\kappa e^{-\beta r}\), where \(\beta>0\) and \(\kappa>0\) are model constants.

The random variables \(F_i\) represent signal phenomena such as multi-path fading and shadowing (also called shadow fading), caused by the signal interacting with the physical environment such as buildings. It is often called fading or shadowing variables.

We assume the transmitters locations \(X_1,\dots,X_n\) are on the plane \(\mathbb{R}^2\). Researchers typically assume they form a random point process or, more precisely, the realization of a random point process.

From two dimensions to one dimension

For studying wireless networks, a popular technique is to consider a wireless network from the perspective of a single observer or user. Researchers then consider the incoming or received signals from the entire network at the location of this observer or user. They do this by considering the inverses of the signal strengths, namely

$$
L_i(x): = \frac{1}{P_i}=\frac{1}{F_i \,\ell(|X_i-x|) }.
$$

Mathematically, this random function is simply a mapping from the two-dimensional plane \(\mathbb{R}^2\) to the one-dimensional non-negative real line \(\mathbb{R}_0^+=[0,\infty)\).

If the transmitters are located according to a non-random point pattern or a random point process, this random mapping generates a random point process on the non-negative real line. The resulting one-dimensional point process of the values \(L_1,L_2,\dots, \) has been called (independently) propagation (loss) process or path loss (with fading) process. More recently, my co-authors and I decided to call it a projection process, but of course the precise name doesn’t mattter

Intensity measure of signal strengths

Assuming a continuous monotonic path loss function \(\ell\) and the fading variables \(F_1, F_2\dots\) are iid, if the transmitters form a stationary random point process with intensity \(\lambda\), then the inverse signal strengths \(L_1,L_2,\dots \) form a random point process on the non-negative real line with the intensity measure \(M\).

$$
M(t) =\lambda \pi \mathbb{E}( [\ell(t F)^{-1} ]^2)\,,
$$

where \(\ell^{-1}\) is the generalized inverse of the function \(\ell\). This expression can be generalized for a non-stationary point process with general intensity measure \(\Lambda\).

The inverses \(1/L_1,1/L_2,\dots \), which are the signal strengths, forprocess with intensity measure

$$
\bar{M}(s) =\lambda \pi \mathbb{E}( [\ell( F/s)^{-1} ]^2).
$$

Poisson transmitters gives Poisson signal strengths

Assuming a continuous monotonic path loss function \(\ell\) and the fading variables \(F_1, F_2\dots\) are iid, if the transmitters form a Poisson point process with intensity \(\lambda\), then the inverse signal strengths \(L_1,L_2,\dots \) form a Poisson point process on the non-negative real line with the intensity measure \(M\).

If \(L_1,L_2,\dots \) form a homogeneous Poisson point process, then the inverses \(1/L_1,1/L_2,\dots \) will also form a Poisson point process with intensity measure \(\bar{M}(s) =\lambda \pi \mathbb{E}( [\ell( F/s)^{-1} ]^2). \)

Propagation invariance

For \(\ell(r)=(\kappa r)^{-\beta}\) , the expression for the intensity measure \(M\) reduces to
$$
M(t) = \lambda \pi t^{-2/\beta} \mathbb{E}( F^{-2/\beta})/\kappa^2.
$$

What’s striking here is that information of the fading variable \(F\) is captured simply by one moment \(\mathbb{E}( F^{-2/\beta}) \). This means that two different distributions will give the same results as long as this moment is matching. My co-authors and I have been called this observation propagation invariance.

Some history

To study just the (inverse) signal strengths as a point process on the non-negative real line was a very useful insight. It was made independently in these two papers:

  • 2008, Haenggi, A geometric interpretation of fading in wireless
    networks: Theory and applications;
  • 2010, Błaszczyszyn, Karray, and Klepper, Impact of the geometry, path-loss exponent and random shadowing on the mean interference factor in wireless cellular networks.

My co-authors and I presented a general expression for the intensity measure \(M\) in the paper:

  • 2018, Keeler, Ross and Xia, When do wireless network signals appear Poisson?.

This paper is also contains examples of various network models.

Further reading

A good starting point on this topic is the Wikipedia article Stochastic geometry models of wireless networks. The paper that my co-authors and I wrote has details on the projection process.

With Bartek Błaszczyszyn, Sayan Mukherjee, and Martin Haenggi, I co-wrote a short monograph on SINR models called Stochastic Geometry Analysis of Cellular Networks, which is written at a slightly more advanced level. The book puts an emphasis on studying the point process formed from inverse signal strengths, we call the projection process.

The Standard Model of wireless networks

In the previous post I discussed the signal-to-interference-plus ratio or SIR in wireless networks. If noise is included, then then signal-to-interference-plus-noise ratio or just SINR. But I will just write about SIR, as most results that hold for SIR, will also hold for SINR without any great mathematical difficulty.

The SIR is an important quantity due to reasons coming from information theory.  If you’re unfamiliar  with it, I suggest reading the previous post.

In this post, I will describe a very popular mathematical model of the SIR, which I like to call the standard model. (This is not a term used in the literature as I have borrowed it from physics.)

Definition of SIR

To define the SIR, we consider a wireless network of \(n\) transmitters with positions located at \(X_1,\dots,X_n\) in some region of space. At some location \(x\), we write \(P_i(x)\) to denote the power value of a signal received at \(x\) from transmitter  \(X_i\). Then at location \(x\), the SIR with respect to transmitter \(X_i\) is
$$
\text{SIR}(x,X_i) := \frac{P_i(x)}{\sum\limits_{j\neq i} P_j(x)} .
$$

Researchers usually attempt to represent the received power of the signal \(P_i(x)\) with a propagation model. This mathematical model  consists of a random and a deterministic component given by
$$
P_i(x)=F_i\ell(|X_i-x|) ,
$$
where \(\ell(r)\) is a non-negative function in \(r\geq 0\) and \(F_i\) is a non-negative random variable. The function \(\ell(r)\)  is often called the path loss function. The random variables represent random fading or shadowing.

Standard model

Based on the three model components of fading, path loss, and transmitter locations, there are many combinations possible. That said, researchers generally (I would guess, say, 90 percent or more) use a single combination, which I call the standard model.

The three standard model assumptions are:

  1. Singular power law path loss \(\ell(r)=(\kappa r)^{-\beta}\).
  2. Exponential distribution for fading variables, which are independent and identically distributed (iid).
  3. Poisson point process for transmitter locations.

Why these three? Well, in short, because they work very well together. Incredibly, it’s sometimes possible to get relatively a simple  mathematical expression for, say, the coverage probability \(\mathbb{P}[\text{SIR}(x,X_i)>\tau ]\), where \(\tau>0\).

I’ll now detail the reasons more specifically.

Path loss

The \(\ell(r)=(\kappa r)^{-\beta}\) is very simple, despite having a singularity at \(r=0\). This allows simple algebraic manipulation of equations.

Some, such as myself, are initially skeptical of this function as it gives an infinitely strong signal at the transmitter due to the singularity in the function \(\ell(r)=(\kappa r)^{-\beta}\). More specifically, the path loss of the signal from transmitter \(X_i\) approaches infinity as \(x\) approaches \(X_i\) .

But apparently, overall, the singularity does not have a significant impact on most mathematical results, at least qualitatively. That said, one still observe consequences of this somewhat physically unrealistic model assumption. And I strongly doubt enough care is taken by researchers to observe and note this.

Fading and shadowing variables

Interestingly, the original reason why exponential variables were used is because it allowed the SIR problem to be reformulated into a problem of a Laplace transform of a random variable, which for a random variable \(Y\) is defined as

$$
\mathcal{L}_Y(t)=\mathbb{E}(e^{- Y t}) \, .
$$

where \(t\geq 0\). (This is essentially the moment-generating function with \(-t\) instead of \(t\).)

The reason for this connection is that the tail distribution of an exponential variable \(F\) with mean \(\mu\)  is simply \(\mathbb{P}(F>t)= e^{-t/\mu}\).  In short, with the exponential assumption, various conditioning arguments eventually lead to Laplace transforms of random variables.

Transmitters locations

No prizes for guessing that researcher overwhelmingly use a (homogeneous) Poisson point process for the transmitter (or receiver) locations. When developing mathematical models with point processes, if you can’t get any results with the Poisson point process, then abandon all hope.

It’s the easier to work with this point process due to its independence property, which leads to another useful property. For Poisson point process, the Palm distribution is known, which is the distribution of a point process conditioned on a point (or collection of points) existing in a specific location of the underlying space on which the point process is defined.  In general, the Palm distribution is not known for many point processes.

Random propagation effects can lead to Poisson

A lesser known reason why researchers would use the Poisson point process is that, from the perspective of a single observer in the network, it can be used to capture the randomness in the signal strengths.  Poisson approximation results in probability imply that randomly perturbing the signal strengths can make signals appear more Poisson, by which I mean  the signal strengths behave stochastically or statistically as though they were created by a Poisson network of transmitters.

The end result is that a non-Poisson network can appear more Poisson, even if the transmitters do not resemble (the realization of) a Poisson point process. The source of randomness that makes a non-Poisson network appear more Poisson is the random propagation effects of fading, shadowing, randomly varying antenna gains, and so on, or some combination of these.

Further reading

A good starting point on this topic is the Wikipedia article Stochastic geometry models of wireless networks. This paper is also good:

  • 2009, Haenggi, Andrews, Baccelli, Dousse, Franceschetti, Stochastic Geometry and Random Graphs for the Analysis and Design of Wireless Networks.

This paper by my co-authors and I has some details on standard model and why a general network model behaving Poisson in terms of the signal strengths:

  • 2018, Keeler, Ross and Xia, When do wireless network signals appear Poisson?.

Early books on the subject include the two-volume textbooks Stochastic Geometry and Wireless Networks by François Baccelli and Bartek Błaszczyszyn, where the first volume is on theory and the second volume is on applications.  Martin Haenggi wrote a very readable introductory book called Stochastic Geometry for Wireless networks.

Finally, I co-wrote with Bartek Błaszczyszyn, Sayan Mukherjee, and Martin Haenggi a short monograph on SINR models called Stochastic Geometry Analysis of Cellular Networks, which is written at a slightly more advanced level. This book has a section on why signal strengths appear Poisson.

Signal-to-interference ratio in wireless networks

The fundamentals of information theory say that to successfully communicate across any potential communication link the signal strength of the communication must be stronger than that of the back ground noise, which leads to the fundamental quantity known as signal-to-noise ratio. Information theory holds in very general (or, in mathematical speak, abstract) settings. The communication could be, for example, a phone call on an old wired landline, two people talking in a bar, or a hand-written letter, for which the respective signals in these examples are the electrical current, speaker’s voice, and the writing. (Respective examples of noise could be, for example, thermal noise in the wires, loud music, or coffee stains on the letter.)

In wireless networks, it’s possible for a receiver to simultaneously detect signals from multiple transmitters, but the receiver typically only wants to receive one signal. The other unwanted or interfering signals form a type of noise, which is usually called interference, and the other (interfering) transmitters are called interferers. Consequently, researchers working on wireless networks study the signal-to-interference ratio, which is usually abbreviated as SIR. Another name for the SIR is carrier-to-interference ratio.

If we also include background noise, which is coming not from the interferers, then the quantity becomes the signal-to-interference-plus-noise ratio or just SINR. But I will just write about SIR, though jumping from SIR to SINR is usually not difficult mathematically.

The concept of SIR makes successful communication more difficult to model and predict, as it just doesn’t depend on the distance of the communication link. Putting the concept in everyday terms, for a listener to hear a certain speaker in a room full of people all speaking to the listener, it is not simply the distance to the speaker, but rather the ratio of the speaker’s volume to the sum of the volumes of everyone else heard by the listener. The SIR is the communication bottleneck for any receiver and transmitter pair in a wireless network.

In wireless network research, much work has been done to examine and understand communication success in terms of interference and SIR, which has led to a popular mathematical model that incorporates how signals propagate and the locations of transmitters and receivers.

Definition

To define the SIR, we consider a wireless network of transmitters with positions located at \(X_1,\dots,X_n\) in some region of space. At some location \(x\), we write \(P_i(x)\) to denote the power value of a signal received at \(x\) from transmitter \(X_i\). Then at location \(x\), the SIR with respect to transmitter \(X_i\) is
$$
\text{SIR}(x,X_i) :=\frac{P_i(x)}{\sum\limits_{j\neq i} P_j(x)} =\frac{P_i(x)}{\sum\limits_{j=1}^{n} P_j(x)-P_i(x)} .
$$

The numerator is the signal and the denominator is the interference.  This ratio tells us that increasing the number of transmitters \(n\) decreases the original SIR values. But then, in exchange, there is a greater number of transmitters for the receiver to connect to, some of which may have larger \(P_i(x)\) values and, subsequently, SIR values. This delicate trade-off makes it challenging and interesting to mathematically analyze and design networks that deliver high SIR values.

Researchers usually assume that the SIR is random. A quantity of interest is the tail distribution of the SIR, namely

$$
\mathbb{P}[\text{SIR}(x,X_i)>\tau ] := \frac{P_i(x)}{\sum\limits_{j\neq i} P_j(x)} \,,
$$

where \(\tau>0\) is some parameter, sometimes called the SIR threshold. For a given value of \(\tau\), the probability \(\mathbb{P}[\text{SIR}(x,X_i)>\tau]\) is sometimes called the coverage probability, which is simply the probability that a signal coming from \(X_i\) can be received successfully at location \(x\).

Mathematical models

Propagation

Researchers usually attempt to represent the received power of the signal \(P_i(x)\) with a propagation model. This mathematical model consists of a random and a deterministic component taking the general form
$$
P_i(x)=F_i\ell(|X_i-x|) ,
$$
where \(F_i\) is a non-negative random variable and \(\ell(r)\) is a non-negative function in \(r \geq 0\).

Path loss

The function \(\ell(r)\) is called the path loss function, and common choices include \(\ell(r)=(\kappa r)^{-\beta}\) and \(\ell(r)=\kappa e^{-\beta r}\), where \(\beta>0\) and \(\kappa>0\) are model constants, which need to be fitted to (or estimated with) real world data.

Researchers generally assume that the so-called path loss function \(\ell(r)\) is decreasing in \(r\), but actual path loss (that is, the change in signal strength over a path travelled) typically increases with distance \(r\). Researchers originally assumed path loss functions to be increasing, not decreasing, giving the alternative (but equivalent) propagation model
$$
P_i(x)= F_i/\ell(|X_i-x|).
$$

But nowadays researchers assume that the function \(\ell(r)\) is decreasing in \(r\). (Although, based on personal experience, there is still some disagreement on the convention.)

Fading and shadowing

With the random variable \(F_i\), researchers seek to represent signal phenomena such as multi-path fading and shadowing (also called shadow fading), caused by the signal interacting with the physical environment such as buildings. These variables are often called fading or shadowing variables, depending on what physical phenomena they are representing.

Typical distributions for fading variables include the exponential and gamma distributions, while the log-normal distribution is usually used for shadowing. The entire collection of fading or shadowing variables is nearly always assumed to be independent and identically distributed (iid), but very occasionally random fields are used to include a degree of statistical dependence between variables.

Transmitters locations

In general, we assume the transmitters locations \(X_1,\dots,X_n\) are on the plane \(\mathbb{R}^2\). To model interference, researchers initially proposed non-random models, but they were considered inaccurate and intractable. Now researchers typically use random point processes or, more precisely, the realizations of random point processes for the transmitter locations.

Not surprisingly, the first natural choice is the Poisson point process. Other point processes have been used such as Matérn and Thomas cluster point processes, and Matérn hard-core point processes, as well as determinantal point processes, which I’ll discuss in another post.

Some history

Early random models of wireless networks go back to the 60s and 70s, but these were based simply on geometry: meaning a transmitter could communicate successfully to a receiver if they were closer than some fixed distance. Edgar Gilbert created the field of continuum percolation with this significant paper:

  • 1961, Gilbert, Random plane networks.

Interest in random geometrical models of wireless networks continued into the 70s and 80s. But there was no SIR in these models.

Motivated by understanding SIR, researchers in the late 1990s and early 2000s started tackling SIR problems by using a random model based on techniques from stochastic geometry and point processes. Early papers include:

  • 1997, Baccelli, Klein, Lebourges ,and Zuyev, Stochastic geometry and architecture of communication networks;
  • 2003, Baccelli and Błaszczyszyn , On a coverage process ranging from the Boolean model to the Poisson Voronoi tessellation, with applications to wireless communications;
  • 2006, Baccelli, Mühlethaler, and Błaszczyszyn, An Aloha protocol for multihop mobile wireless networks.

But they didn’t know that some of their results had already been discovered independently by researchers working on wireless networks in the early 1990s. These papers include:

  • 1994, Pupolin and Zorzi, Outage probability in multiple access packet radio networks in the presence of fading;
  • 1990, Sousa and Silvester, Optimum transmission ranges in a direct-sequence spread-spectrum multihop packet radio network.

The early work focused more on small-scale networks like wireless ad hoc networks. Then the focus shifted dramatically to mobile or cellular phone networks with the publication of the paper:

  • 2011, Andrews, Baccelli, Ganti, A tractable approach to coverage and rate in cellular networks.

It’s can be said with confidence that this paper inspired much of the interest in using point processes to develop models of wireless networks. The work generally considers the SINR in the downlink channel for which the incoming signals originate from the phone base stations.

Further reading

A good starting point on this topic is the Wikipedia article Stochastic geometry models of wireless networks. This paper is also good:

  • 2009, Haenggi, Andrews, Baccelli, Dousse, Franceschetti, Stochastic Geometry and Random Graphs for the Analysis and Design of Wireless Networks.

Early books on the subject include the two-volume textbooks Stochastic Geometry and Wireless Networks by François Baccelli and Bartek Błaszczyszyn, where the first volume is on theory and the second volume is on applications.  Martin Haenggi wrote a very readable introductory book called Stochastic Geometry for Wireless networks.

Finally, Bartek Błaszczyszyn, Sayan Mukherjee, Martin Haenggi, and I wrote a short book on SINR models called Stochastic Geometry Analysis of Cellular Networks, which is written at a slightly more advanced level. The book put an emphasis on studying the point process formed from inverse signal strengths, we call the projection process.