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This entirely depends on how you have things setup. It depends on what version of AllJoyn is being used on the Applications (Standard or Thin) and if they contain a Bundled Router or not. (Router is the term we use for daemon in todays design).

For what you have listed in the question I will assume that the 3 devices are Thin Core Library devices. What happens in the AllJoyn framework either way is the the AllJoyn Routers talk to AllJoyn Routers. The Applications that use the AllJoyn library talk to a single Router. All of the communication is handled automatically because the Routers do what they do, look at AllJoyn messages and pass them to the appropriate destination.

With the 3 Thin Core Library devices (D1, D2, & D3) and 3 Routers(R1, R2, & R3) in the network it will be random which Router the Thin Core Library connects with. Lets assume that each Thin Core Library application connects to 1 Router each (D1 connects to R1, D2 to R2, etc.). Lets also assume that each Thin Core Library application is both a Consumer and Producer of AllJoyn Notifications for the sake of this explanation.

If D1 sends an AllJoyn Notification then it tells the R1 to publish the notification on its behalf. R1 will advertise this notification, R2 and R3 will receive this and connect to R1. R1 then distributes the notification, and then R2 & R3 disconnect. R2 passes the notification over to D2 and D2 takes action to show the message. R3 does the same with D3.

This all happens under the hood and as a developer you never need to worry about the AllJoyn Router software. The above example could have been that D1, D2 & D3 connect to the same Router R1. In which case the interaction would have been for D1 to talk to R1 and R1 passes information to D2 and D3. The # of Routers do not matter, it is really the # of applications that are important. Applications are the end points that make use of information that travels across the network and are interested in other Applications in proximity.

Hope this helps.