An Investigation of Stochastic Market Equilibrium in Cognitive Radio Networks

Author

Byun, Sang-Seon ; Vasilakos, Athanasios ; Balasingham, Ilangko

Author_Institution

Dept. of Electron. & Telecommun., Norwegian Univ. of Sci. & Technol., Trondheim, Norway

Volume

14

Issue

12

fYear

2010

fDate

12/1/2010 12:00:00 AM

Firstpage

1122

Lastpage

1124

Abstract

In this letter, we model a cognitive radio network as an interference market where each primary user (PU) and secondary user (SU) are price-taking interference offerers and purchasers, respectively. We consider stochastic interference demands of SUs and the existence of random disturbances in PUs´ interference observations. Exploiting the fact that the dB value of the uplink inter-cell interference in CDMA networks is modeled as a Gaussian normal distribution, the price-demand decision process in each PU is given by a pair of stochastic differential equations. Then, we investigate an equilibrium of the interference market and its convergence in the context of asymptotic stability in the mean. Numerical results illustrate the convergence of the price-demand decision process to the equilibrium.

Keywords

Gaussian distribution; code division multiple access; cognitive radio; differential equations; stochastic processes; CDMA networks; Gaussian normal distribution; cognitive radio networks; interference market; price-demand decision process; stochastic differential equations; stochastic interference demands; stochastic market equilibrium; Asymptotic stability; Cognitive radio; Differential equations; Interference; Mathematical model; Stability analysis; Stochastic processes; Cognitive radio; spectrum market; stochastic differential equation; stochastic market equilibrium; tâtonnement process;

fLanguage

English

Journal_Title

Communications Letters, IEEE

Publisher

ieee

ISSN

1089-7798

Type

jour

DOI

10.1109/LCOMM.2010.12.101540

Filename

5610966