# Kernels of critical graph components

This post is motivated by G(N,p), the classical Erdos-Renyi random graph, specifically its critical window, when $p=p(N)=\frac{1}{N}(1+\lambda N^{-1/3})$.

We start with the following observation, which makes no restriction on p. Suppose a component of G(N,p) is a tree. Then, the graph geometry of this component is that of a uniform random tree on the appropriate number of vertices. This is deliberately informal. To be formal, we’d have to say “condition on a particular subset of vertices forming a tree-component” and so on. But the formality is broadly irrelevant, because at the level of metric scaling limits, if we want to describe the structure of a tree component, it doesn’t matter whether it has $\log N$ or $\frac{1}{7}N$ vertices, because in both cases the tree structure is uniform. The only thing that changes is the scaling factor.

In general, when V vertices form a connected component of a graph with E edges, we define the excess to be E-V+1. So the excess is non-negative, and is zero precisely when the component is a tree. I’m reluctant to say that the excess counts the number of cycles in the component, but certainly it quantifies the amount of cyclic structure present. We will sometimes, in a mild abuse of notation, talk about excess edges. But note that for a connected component with positive excess, there is a priori no way to select which edges would be the excess edges. In a graph process, or when there is some underlying exploration of the component, there sometimes might be a canonical way to classify the excess edges, though it’s worth remarking that the risk of size-biasing errors is always extremely high in this sort of situation.

Returning to the random graph process, as so often there are big changes around criticality. In the subcritical regime, the components are small, and most of them, even the largest with high probability, are trees. In the supercritical regime, the giant component has excess $\Theta(N)$, which is qualitatively very different.

It feels like every talk I’ve ever given has begun with an exposition of Aldous’s seminal paper [Al97] giving a distributional scaling limit of the sizes of critical components in the critical window, and a relation between the process on this time-scale and the multiplicative coalescent. And it remains relevant here, because the breadth-first exploration process can also be used to track the number of excess edges.

In a breadth-first exploration, we have a stack of vertices we are waiting to explore. We pick one and look its neighbours restricted to the rest of the graph, that is without the vertices we have already fully explored, and also without the other vertices in the stack. That’s the easiest way to handle the total component size. But we can simultaneously track how many times we would have joined to a neighbour within the stack, which leads to an excess edge, and Aldous derives a joint distributional scaling limit for the sizes of the critical components and their excesses. (Note that in this case, there is a canonical notion of excess edge, but it depends not just on the graph structure, but also on the extra randomness of the ordering within the breadth-first search.)

Roughly speaking, we consider the reflected exploration process, and its scaling limit, which is a reflected parabolically-drifting Brownian motion (though the details of this are not important at this level of exposition, except that it’s a well-behaved non-negative process that hits zero often). The component sizes are given by the widths of the excursions above zero, scaled up in a factor $N^{1/3}$. Then conditional on the shape of the excursion, the excess is Poisson with parameter the area under the excursion, with no rescaling. That is, a critical component has $\Theta(1)$ excess.

So, with Aldous’s result in the background, when we ask about the metric structure of these critical components, we are really asking: “what does a uniformly-chosen connected component with fixed excess look like when the number of vertices grows?”

I’ll try to keep notation light, but let’s say T(n,k) is a uniform choice from connected graphs on n vertices with excess k.

[Note, the separation of N and n is deliberate, because in the critical window, the connected components have size $n = \Theta(N^{2/3})$, so I want to distinguish the two problems.]

In this post, we will mainly address the question: “what does the cycle structure of T(n,k) look like for large n?” When k=0, we have a uniform tree, and the convergence of this to the Brownian CRT is now well-known [CRT2, LeGall]. We hope for results with a similar flavour for positive excess k.

2-cores and kernels

First, we have to give a precise statement of what it means to study just the cycle structure of a connected component. From now on I will assume we are always working with a connected graph.

There are several equivalent definitions of the 2-core C(G) of a graph G:

• When the excess is positive, there are some cycles. The 2-core is the union of all edges which form part of some cycle, and any edges which lie on a path between two edges which both form part of some cycle.
• C(G) is the maximal induced subgraph where all degrees are at least two.
• If you remove all the leaves from the graph, then all the leaves from the remaining graph, and continue, the 2-core is the state you arrive at where there are no leaves.

It’s very helpful to think of the overall structure of the graph as consisting of the 2-core, with pendant trees ‘hanging off’ the 2-core. That is, we can view every vertex of the 2-core as the root of a (possibly size 1) tree. This is particular clear if we remove all the edges of the 2-core from the graph. What remains is a forest, with one tree for each vertex of the 2-core.

In general, the k-core is the maximal induced subgraph where all degrees are at least k. The core is generally taken to be something rather different. For this post (and any immediate sequels) I will never refer to the k-core for k>2, and certainly not to the traditional core. So I write ‘core’ for ‘2-core’.

As you can see in the diagram, the core consists of lots of paths, and topologically, the lengths of these paths are redundant. So we will often consider instead the kernel, K(G), which is constructed by taking the core and contracting all the paths between vertices of degree greater than 2. The resulting graph has minimal degree at least three. So far we’ve made no comment about the simplicity of the original graphs, but certainly the kernel need not be simple. It will regularly have loops and multiple edges. The kernel of the graph and core in the previous diagram is therefore this:

Kernels of critical components

To recap, we can deconstruct a connected graph as follows. It has a kernel, and each edge of the kernel is a path length of some length in the core. The rest of the graph consists of trees hanging off from the core vertices.

For now, we ask about the distribution of the kernel of a T(n,K). You might notice that the case k=1 is slightly awkward, as when the core consists of a single cycle, it’s somewhat ambiguous how to define the kernel. Everything we do is easily fixable for k=1, but rather than carry separate cases, we handle the case $k\ge 2$.

We first observe that fixing k doesn’t confirm the number of vertices or edges in the kernel. For example, both of the following pictures could correspond to k=3:

However, with high probability the kernel is 3-regular, which suddenly makes the previous post relevant. As I said earlier, it can introduce size-biasing errors to add the excess edges one-at-a-time, but these should be constant factor errors, not scaling errors. So imagine the core of a large graph with excess k=2. For the sake of argument, assume the kernel has the dumbbell / handcuffs shape. Now add an extra edge somewhere. It’s asymptotically very unlikely that this is incident to one of the two vertices with degree three in the core. Note it would need to be incident to both to generate the right-hand picture above. Instead, the core will gain two new vertices of degree three.

Roughly equivalently, once the size of the core is fixed (and large) we have to make a uniform choice from connected graphs of this size where almost every vertex has degree 2, and $\Theta(1)$ of the rest have degree 3 or higher. But the sum of the degrees is fixed, because the excess is fixed. If there are n vertices in the core, then there are $\Theta(n)$ more graphs where all the vertices have degree 2 or 3, than graphs where a vertex has degree at least 4. Let’s state this formally.

Proposition: The kernel of a uniform graph with n vertices and excess $k\ge 2$ is, with high probability as $n\rightarrow\infty$, 3-regular.

This proved rather more formally as part of Theorem 7 of [JKLP], essentially as a corollary after some very comprehensive generating function setup; and in [LPW] with a more direct computation.

In the previous post, we introduced the configuration model as a method for constructing regular graphs (or any graphs with fixed degree sequence). We observe that, conditional on the event that the resulting graph is simple, it is in fact uniformly-distributed among simple graphs. When the graph is allowed to be a multigraph, this is no longer true. However, in many circumstances, as remarked in (1.1) of [JKLP], for most applications the configuration model measure on multigraphs is the most natural.

Given a 3-regular labelled multigraph H with 2(k-1) vertices and 3(k-1) edges, and K a uniform choice from the configuration model with these parameters, we have

$\mathbb{P}\left( K \equiv H \right) \propto \left(2^{t(H)} \prod_{e\in E(H)} \mathrm{mult}(e)! \right)^{-1},$

where t(H) is the number of loops in H, and mult(e) the multiplicity of an edge e. This might seem initially counter-intuitive, because it looks we are biasing against graphs with multiple edges, when perhaps our intuition is that because there are more ways to form a set of multiple edges we should bias in favour of it.

I think it’s most helpful to look at a diagram of a multigraph as shown, and ask how to assign stubs to edges. At a vertex with degree three, all stub assignments are different, that is 3!=6 possibilities. At the multiple edge, however, we care which stubs match with which stubs, but we don’t care about the order within the multi-edge. Alternatively, there are three choices of how to divide each vertex’s stubs into (2 for the multi-edge, 1 for the rest), and then two choices for how to match up the multi-edge stubs, ie 18 in total = 36/2, and a discount factor of 2.

We mention this because in fact K(T(n,k)) converges in distribution to this uniform configuration model. Once you know that K(T(n,k)) is with high probability 3-regular, then again it’s probably easiest to think about the core, indeed you might as well condition on its total size and number of degree 3 vertices. It’s then not hard to convince yourself that a uniform choice induces a uniform choice of kernel. Again, let’s state that as a proposition.

Proposition: For any H a 3-regular labelled multigraph H with 2(k-1) vertices and 3(k-1) edges as before,

$\lim_{n\rightarrow\infty}\mathbb{P}\left( K(T(n,k)) \equiv H \right) \propto \left(2^{t(H)} \prod_{e\in E(H)} \mathrm{mult}(e)! \right)^{-1}.$

As we said before, the kernel describes the topology of the core. To reconstruct the graph, we need to know the lengths in the core, and then how to glue pendant trees onto the core. But this final stage depends on k only through the total length of paths in the core. Given that information, it’s a combinatorial problem, and while I’m not claiming it’s easy, it’s essentially the same as for the case with k=1, and is worth treating separately.

It is worth clarifying a couple of things first though. Even the outline of methods above relies on the fact that the size of the core diverges as n grows. Again, the heuristic is that up to size-biasing errors, T(n,k) looks like a uniform tree with some uniformly-chosen extra edges. But distances in T(n,k) scale like $n^{1/2}$ (and thus in critical components of G(N,p) scale like $N^{1/3}$). And the core will be roughly the set of edges on paths between the uniformly-chosen pairs of vertices, and so will also have length $\Theta(n^{1/2})$.

Once you have conditioned on the kernel structure, and the (large) number of internal vertices on paths in the core (ie the length of the core), it is natural that the assignment of the degree-2 vertices to core paths / kernel edges is uniform. A consequence of this is that if you record $(Y_1,\ldots,Y_m)$ the lengths of paths in the core, where m=3(k-1), then

$\frac{(Y_1,\ldots,Y_m)}{\sum Y_i} \stackrel{d}\rightarrow \mathrm{Dirichlet}(1,1,\ldots,1).$

This is stated formally as Corollary 7 b) of [ABG09]. It’s worth noting that this confirms that the lengths of core paths are bounded in probability away from zero after the appropriate rescaling. In seeking a metric scaling limit, this is convenient as it means there’s so danger that two of the degree-3 vertices end up in ‘the same place’ in the scaling limit object.

To recap, the only missing ingredients now to give a complete limiting metric description of T(n,k) are 1) a distributional limit of the total core length; 2) some appropriate description of set of pendant trees conditional on the size of the pendant forest. [ABG09] show the first of these. As remarked before, all the content of the second of these is encoded in the unicyclic k=1 case, which I have written about before, albeit slightly sketchily, here. (Note that in that post we get around size-biasing by counting a slightly different object, namely unicyclic graphs with an identified cyclic edge.)

However, [ABG09] also propose an alternative construction, which you can think of as glueing CRTs directly onto the stubs of the kernel (with the same distribution as before). The proof that this construction works isn’t as painful as one might fear, and allows a lot of the other metric distributional results to be read off as corollaries.

References

[ABG09] – Addario-Berry, Broutin, Goldschmidt – Critical random graphs: limiting constructions and distributional properties

[CRT2] – Aldous – The continuum random tree: II

[Al97] – Aldous – Brownian excursions, critical random graphs and the multiplicative coalescent

[JKLP] – Janson, Knuth, Luczak, Pittel – The birth of the giant component

[LeGall] – Le Gall – Random trees and applications

[LPW] – Luczak, Pittel, Wierman – The structure of a random graph at the point of the phase transition

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# Random 3-regular graphs

A graph is d-regular if every vertex has degree d. Probably the easiest examples of d-regular graphs are the complete graph on (d+1) vertices, and the infinite d-ary tree. A less trivial example is the Petersen graph, which is 3-regular. 3-regular graphs will be the main focus for some of this post, but initially we lose nothing by considering general d.

Throughout, a necessary condition for the existence of a d-regular graph with N vertices is that at least one of d and N is even, as the sum of the degrees of a graph must be even. We will always assume that this holds, so that when d=3, we are always taking N to be even.

A natural pair of questions for a probabilist is ‘can we sample a d-regular graph with N vertices uniformly at random?’ and ‘what does a typical large d-regular graph look like?’

In a rather old post, I addressed some aspects of the first question, but revisit it briefly here. A good idea, due to Bollobas [B80] is to assign to all the vertices d stubs (or half-edges), and choose a matching of the Nd stubs uniformly at random. This works as a method to generate a random graph with any fixed degree sequence.

If you want your graphs to be simple, this can go wrong, because there’s a chance you get loops (that is, an edge from a vertex v to itself) and multiple edges between the same pair of vertices. It would be nice the graph formed in this fashion was simple with high probability when $N\rightarrow\infty$. Unfortunately that’s not the case, however the probability that the graph is simple remains asymptotically bounded away from 0 and 1. Indeed, because the presence of a loop / multiple edge is asymptotically independent of the presence of a loop / multiple edge elsewhere, it’s unsurprising we have a Poisson limit for the number of such occurences. So from a sampling point of view, it’s reasonable to sample a graph in this way until you find a simple one. This takes O(1) steps, and it’s O(N) steps to check whether a given multigraph is simple.

It’s clear that conditional on the graph generated in this fashion being simple, its distribution is uniform on the set of simple graphs with the correct degree distribution. If you are happy for your graphs to have loops, then it’s a little bit more complicated, because if an edge has multiplicity k, these can appear in k! ways in the configuration construction.

Other asymptotic properties

Loops and multiple edges can be thought of as cycles of length 1 and 2 respectively if you want. We might ask about other small cycles. A calculation in expectation is relatively straightforward. Given three vertices, the probability they form a triangle (in at least one way) is $\Theta(N^{-3})$, and there are $\Theta(N^3)$ ways to choose three vertices. Thus the expected number of triangles is $\Theta(1)$. Finally, the edge structure induced on disjoint triples is asymptotically independent, and hence a Poisson limit. (See [J06] for details, including more detail on the general configuration construction.) The same result holds for the same reasons for cycles of any fixed finite length.

We might also ask about connectivity. At a heuristic level, there are two ways for the graph to be disconnected: it could have some small components; or it could have two components of size $\Theta(N)$. The smallest possible component is $K_4$, and an argument like for the cycles above shows that the number of copies of $K_4$ vanishes in expectation. Now, consider having two components of size roughly N/2. There are $\binom{N}{N/2} \sim 2^{2N}$ ways to make this choice. However, given such a choice, we can handle the probability that all the stubs from one class match within that class by going through the class one stub at a time:

$\frac{\frac{3N}{2}-1}{3N-1} \times \frac{\frac{3N}{2}-3}{3N-3} \times \cdots \times \frac{1}{\frac{3N}{2}+1}.$

We approximate this as

$\frac{\sqrt{(3N/2)!}}{\sqrt{ (3N)!}} \sim e^{3N/2} 2^{-3N/2} \left(3N\right)^{-3N/2},$

and this dominates the number of choices powerfully enough that we might believe it remains valid for a broader range of class sizes. In fact we have a much stronger statement, namely that G(N,3) is 3-connected with high probability. This means that the graph cannot be disconnected by removing two vertices, or equivalently that there are three vertex-disjoint paths between any pair of vertices in the graph, essentially one emerging from each stub. See this note by David Ellis for a quick proof. We might return to this later.

You might ask about planarity. It’s clear from degree consideration that there are no induced copies of $K_5$ in any random 3-regular graph, and since $K_{3,3}$ contains a cycle of length 4, and with high probability G(N,3) doesn’t, that takes care of that possibility too. However, there might be minors of this form. This seemed a good example of the Kuratowski criterion not actually being that useful, since I certainly don’t find the minors of the 3-regular graph an obvious structure to handle.

However, we can use Euler’s formula V – E + F = 2 for planar graphs. Here V = N, E = 3N/2. Faces are described by (a subset of the) cycles, and we there are asymptotically O(1) small cycles, so most faces include a large number of edges. But each edge corresponds to at most two faces. So we have $F \ll E$, and so with high probability Euler’s formula can’t hold in G(N,3) for large N.

We can also ask about the local limit of G(N,3). Since the vertices are exchangeable, we don’t need to worry about whether we choose the root uniformly at random (often referred to as the Benjamini-Schramm sense) or by some other method.

The root has up to three neighbours, and with high probability it has exactly three neighbours. These neighbours have at most two other neighbours themselves. However, we’ve already seen that there are asymptotically O(1) cycles, and so with high probability there are no small cycles near a fixed root vertex. So the six neighbours-of-neighbours are with high probability different to the root and the root’s neighbours and to each other. We can make this argument at arbitrary finite radius from the root, to conclude that the local limit of G(N,3) is the infinite 3-ary tree.

Spectral expansion

[Caveat – this is something I read about and wanted to mention, but I really don’t know much at all about any of this theory, and it’s definitely not certain that what follows wouldn’t be better replaced by a set of links.]

This straightforward local limit offers good heuristics on some of the more global properties. Almost by definition, the d-ary tree expands as rapidly as is possible away from the root among infinite d-regular graphs. There are a number of ways to measure the expansion of a graph, and some methods transfer better to the infinite setting than others. The adjacency matrix of an infinite graph can be defined similarly to that of a finite graph, and it remains possible to talk about eigenfunctions and spectrum. As for the finite setting, d is an eigenvalue because the tree is d-regular, and -d is an eigenvalue because it is also bipartite.

The next largest eigenvalue $\lambda_2$ governs the spectral gap $d-\lambda_2$ which is a measure of the expansion of a graph. A graph is a good (spectral) expander if all the non-trivial eigenvalues are close to zero. A priori, all we know is that $|\lambda_2|\le d$. For the infinite d-ary tree, we have $\lambda_2 = 2\sqrt{d-1}$. This blog post by Luca Trevisan gives a very readable proof.

A key result is that finite graphs can have $\lambda_2 \le 2\sqrt{d-1}$, but not asymptotically. That is, taking N to be the number of vertices:

$\lambda_2 \ge 2\sqrt{d-1} - o_N(1).$

This is the content of the Alon-Boppana theorem [Al86]. In fact the error can be quantified as $O(\frac{1}{\log N})$ – the diamater of the graph is relevant here. A finite d-regular graph for which $\lambda_2\le 2\sqrt{d-1}$ is called a Ramanujan graph. The existence of Ramanujan graphs has been much studied, and various constructions often rely on number theoretic properties of N, and lie at the interface of disparate branches of mathematics where my understanding is zero rather than epsilon.

Now return to our view of the d-ary tree as the local limit of a d-regular graph on N vertices for large N. We might expect from everything above that the uniform d-regular graph is a good expander. Bollobas shows that in the sense of edge-expansion, asymptotically almost all d-regular graphs have edge-expansion bounded away from zero. (See Section 2 of [Ell], including history of the d=3 case.) Friedman [Fri08] proves the conjecture of Alon that for every $\epsilon>0$, a.a.s. $\lambda_2$ for G(N,d) is at most $2\sqrt{d-1}+\epsilon$. In this sense, G(N,d) is asymptotically ‘almost Ramanujan’. (See also [Bor17] for another proof and an introduction including history, context and references.)

Some other links: The Wikipedia page on expanders, which includes a discussion of the different descriptions of expansion, and the Cheeger inequalities and other relations between them; slides for a talk by Spielman on spectra and Ramanujan graphs; a survey by Murty on Ramanujan graphs;.

What next?

This post took a slightly different direction from what I had intended, and rather than make a halting U-turn back to my planned finale, I’ll postpone this. However, a short overture is that I’m interested in the structure of critical components of random graphs during the critical window. This is the window during which the largest components first have cycles with probability $\Theta(1)$. Indeed, the critical components have size $\Theta(N^{2/3})$ and $\Theta(1)$ surplus edges. Conditional on their size, and number of surplus edges, the choice of the graph structure on the component is uniform among such (connected) graphs.

Addario-Berry, Broutin and Goldschmidt [ABG09] study scaling limits of such components. Central to this analysis is the 2-core of such components, which can be described in terms of 3-regular (multi)graphs. Various processes we are now interested in running on the critical components of critical RGs can then be studied in terms of related processes on random 3-regular graphs.

References

[ABG09] – Addario-Berry, Broutin, Goldschmidt – Critical random graphs: limiting constructions and distributional properties

[Al86] – Alon – Eigenvalues and expanders

[B80] – Bollobas – A probabilistic proof of an asymptotic formula for the number of labelled regular graphs

[B88] – Bollobas – The isoperimetric number of random regular graphs

[Bor17] – Bordenave – A new proof of Friedman’s second eigenvalue theorem and its extension to random lifts. Arxiv.

[Ell] – Ellis – The expansion of random regular graphs

[Fri08] – Friedman – A proof of Alon’s second eigenvalue conjecture and related problems

[J06] – Janson – The probability that a random multigraph is simple by

# Random transpositions

We study a procedure for generating a random sequence of permutations of [N]. We start with the identity permutation, and then in each step, we choose two elements uniformly at random, and swap them. We obtain a sequence of permutations, where each term is obtained from the previous one by multiplying by a uniformly-chosen transposition.

Some more formality and some technical remarks:

• This is a Markov chain, and as often with Markov chains, it would be better it was aperiodic. As described, the cycle will alternate between odd and even permutations. So we allow the two elements chosen to be the same. This laziness slows down the chain by a factor N-1/N, but removes periodicity. We will work over timescales where this adjustment makes no practical difference.
• Let $\tau_1,\tau_2,\ldots$ be the sequence of transpositions. We could define the sequence of permutations by $\pi_m= \tau_m\cdot\tau_{m-1}\cdot \ldots\cdot \tau_1$. I find it slightly more helpful to think of swapping the elements in places i and j, rather the elements i and j themselves, and so I’ll use this language, for which $\pi_m = \tau_1\cdot \tau_2\cdot\ldots \cdot \tau_m$ is the appropriate description. Of course, transpositions and the identity are self-inverse permutations, so it makes no difference to anything we might discuss.
• You can view this as lazy random walk on the Cayley graph of $S_N$ generated by the set of transpositions. That is, the vertices of the graph are elements of $S_N$, and two are connected by an edge if one can be obtained from the other by multiplying by a transposition. Note this relation is symmetric. Hence random transposition random walk.
• Almost everything under discussion would work in continuous time too.

At a very general level, this sort of model is interesting because sometimes the only practical way to introduce ‘global randomness’ is repeatedly to apply ‘local randomness’. This is not the case for permutations – it is not hard to sample uniformly from $S_N$. But it is a tractable model in which to study relevant questions about the generating randomness on a complicated set through iterated local operations.

Since it is a Markov chain with a straightforward invariant distribution, we can ask about the mixing time. That is, the correct scaling for the number of moves before the random permutation is close in distribution (say in the sense of total variation distance) to the equilibrium distribution. See this series of posts for an odd collection of background material on the topic. Diaconis and Shahshahani [DS81] give an analytic argument for mixing around $\frac{N\log N}{2}$ transpositions. Indeed they include a constant because it is a sharp cutoff, where the total variation distance drops from approximately 1 to approximately 0 in O(N) steps.

Comparison with Erdos-Renyi random graph process

In the previous result, one might observe that $m=\frac{N\log N}{2}$ is also the threshold number of edges to guarantee connectivity of the Erdos-Renyi random graph G(N,m) with high probability. [ER59] Indeed, there is also a sharp transition around this threshold in this setting too.

We explore this link further. We can construct a sequence of random graphs simultaneously with the random transposition random walk. When we multiply by transposition (i j), we add edge ij in the graph. Laziness of RTRW and the possibility of multiple edges mean this definition isn’t literally the same as the conventional definition of a discrete-time Erdos-Renyi random graph process, but again this is not a problem for any of the effects we seek to study.

The similarity between the constructions is clear. But what about the differences? For the RTRW, we need to track more information than the random graph. That is, we need to know what order the transpositions were added, rather than merely which edges were added. However, the trade-off is that a permutation is a simpler object than a graph in the following sense. A permutation can be a described as a union of disjoint cycles. In an exchangeable setting, all the information about a random permutation is encoded in the lengths of the these cycles. Whereas in a graph, geometry is important. It’s an elegant property of the Erdos-Renyi process that we can forget about the geometry and treat it as a process on component sizes (indeed, a multiplicative coalescent process), but there are other questions we might need to ask for which we do have to study the graph structure itself.

Within this analogy, unfortunately the word cycle means different things in the two different settings. In a permutation, a cycle is a directed orbit, while in a graph it has the usual definition. I’m going to write graph-cycle whenever relevant to avoid confusion.

A first observation is that, under this equivalence, the cycles of the permutation form a finer partition than the components of the graph. This is obvious. If we split the vertices into sets A and B, and there are no edges between them, then nothing in set A will ever get moved out of set A by a transposition. (Note that the slickness of this analogy is the advantage of viewing a transposition as swapping the elements in places i and j.)

However, we might then ask under what circumstances is a cycle of the permutation the same as a component of the graph (rather than a strict subset of it). A first answer is the following:

Lemma: [Den59] The permutation formed by a product of transpositions corresponding in any order to a tree in the graph has a single cycle.

We can treat this as a standalone problem and argue in the following predictable fashion. (Indeed, I was tempted to set this as a problem during selection for the UK team for IMO 2017 – it’s perfectly suitable in this context I think.) The first transposition corresponds to some edge say ab, and removing this edge divides the vertices into components $A \ni a, B\ni b$. Since no further transposition swaps between places in A and places in B, the final permutation maps a into B and b into A, and otherwise preserves A and B.

This argument extends to later transpositions too. Now, suppose there are multiple cycles. Colour one of them. So during the process, the coloured labels move around. At some point, we must swap a coloured label with an uncoloured label. Consider this edge, between places a and b as before, and indeed the same conclusion holds. WLOG we move the coloured label from a to b. But then at the end of the process (ie in the permutation) there are more coloured labels in B than initially. But the number of coloured labels should be the same, because they just cycle around in the final permutation.

We can learn a bit more by trying thinking about the action on cycles (in the permutation) of adding a transposition. In the following pair of diagrams, the black arrows represent the original permutation (note it’s not helpful to think of the directed edges as having anything to do with transpositions now), the dashed line represents a new transposition, and the new arrows describe the new permutation which results from this product.

It’s clear from this that adding a transposition between places corresponding to different cycles causes the cycles to merge, while adding a transposition between places already in the same cycle causes the cycle to split into two cycles. Furthermore the sizes of the two cycles formed is related to the distance in the cycle between the places defining the transposition.

This allows us to prove the lemma by adding the edges of the tree one-at-a-time and using induction. The inductive claim is that cycles of the permutation exactly correspond to components of the partially-built tree. Assuming this claim guarantees that the next step is definitely a merge, not a split (otherwise the edge corresponding to the next step would have to form a cycle). If all N-1 steps are merges, then the number of cycles is reduced by one on each step, and so the final permutation must be a single cycle.

Uniform split-merge

This gives another framework for thinking about the RTRW itself, entirely in terms of cycle lengths as a partition of [N]. That is, given a partition, we choose a pair of parts in a size-biased way. If they are different, we merge them; and if it is the same part, with size k, we split them into two parts, with sizes chosen uniformly from { (1,k-1), (2,k-2), …  (k-1,1) }.

What’s nice about this is that it’s easy to generalise to real-valued partitions, eg of [0,1]. Given a partition of [0,1], we sample two IID U[0,1] random variables $U_1,U_2$. If these correspond to different parts, we replace these parts by a single part with size given by the sum. If these correspond to the same part, with size $\alpha$, we split this part into two parts with sizes $|U_1-U_2|$ and $\alpha - |U_1-U_2|$. This is equivalent in a distributional sense to sampling another U[0,1] variable U and replacing $\alpha$ with $(\alpha U, \alpha(1-U))$. We probably want our partition to live in $\ell^1_\searrow$, so we might have to reorder the parts afterwards too.

These uniform split-merge dynamics have a (unique) stationary distribution, the canonical Poisson-Dirichlet random partition, hereafter PD(0,1). This was first shown in [DMZZ04], and then in a framework more relevant to this post by Schramm [Sch08].

Conveniently, PD(0,1) is also the scaling limit of the cycle lengths in a uniform random permutation (scaled by N). The best way to see this is to start with the observation that the length of the cycle containing 1 in a permutation chosen uniformly from $S_N$ has the uniform distribution on {1,…,N}. This matches up well with the uniform stick-breaking construction of PD(0,1), though other arguments are available too. Excellent background on Poisson-Dirichlet distributions and this construction and equivalence can be found in Chapter 3 of Pitman’s comprehensive St. Flour notes [CSP]. Also see this post, and the links within, with the caveat that my understanding of the topic was somewhat shaky then (as presently, for now).

However, Schramm says slightly more than this. As the Erdos-Renyi graph passes criticality, there is a well-defined (and whp unique) giant component including $\Theta(N)$ vertices. It’s not clear that the corresponding permutation should have giant cycles. Indeed, whp the giant component has $\Theta(N)$ surplus edges, so the process of cycle lengths will have undergone $O(N)$ splits. Schramm shows that most of the labels within the giant component are contained in giant cycles in the permutation. Furthermore, the distribution of cycle lengths within the giant component, rescaled by the size of the giant component, converges in distribution to PD(0,1) at any supercritical time $\frac{(1+\epsilon)N}{2}$

This is definitely surprising, since we already know that the whole permutation doesn’t look close to uniform until time $\frac{N\log N}{2}$. Essentially, even though the size of the giant component is non-constant (ie it’s gaining vertices), the uniform split-merge process is happening to the cycles within it at rate N. So heuristically, at the level of the largest cycles, at any supercritical time we have a non-trivial partition, so at any slightly later time (eg $\frac{(1+\epsilon/2)N}{2}$ and $\frac{(1+\epsilon)N}{2}$ ), mixing will have comfortably occurred, and so the distribution is close to PD(0,1).

This is explained very clearly in the introduction of [Ber10], in which the approach is extended to a random walk on $S_N$ driven by a uniform choice from any conjugacy class.

So this really does tell us how the global uniform randomness emerges. As the random graph process passes criticality, we have a positive mass of labels in a collection of giant cycles which are effectively a continuous-space uniform split-merge model near equilibrium (and thus with PD(0,1) marginals). The remaining cycles are small, corresponding to small trees which make up the remaining (subcritical by duality) components of the ER graph. These cycles slowly get absorbed into the giant cycles, but on a sufficiently slow timescale relevant to the split-merge dynamics that we do not need to think of a separate split-merge-with-immigration model. Total variation distance on permutations does feel the final few fixed points (corresponding to isolated vertices in the graph), hence the sharp cutoff corresponding to sharp transition in the number of isolated vertices.

References

[Ber10] – N. Berestycki – Emergence of giant cycles and slowdown transition in random transpositions and k-cycles. [arXiv version]

[CSP] – Pitman – Combinatorial stochastic processes. [pdf available]

[Den59] – Denes – the representation of a permutation as a product of a minimal number of transpositions, and its connection with the theory of graphs

[DS81] – Diaconis, Shahshahani – Generating a random permutation with random transpositions

[DMZZ04] – Diaconis, Mayer-Wolf, Zeitouni, Zerner – The Poisson-Dirichlet distribution is the unique invariant distribution for uniform split-merge transformations [link]

[ER59] – Erdos, Renyi – On random graphs I.

[Sch08] – Schramm – Compositions of random transpositions [book link]

# Generating uniform trees

A long time ago, I wrote quite a few a things about uniform trees. That is, a uniform choice from the $n^{n-2}$ unrooted trees with vertex set [n]. This enumeration, normally called Cayley’s formula, has several elegant arguments, including the classical Prufer bijection. But making a uniform choice from a large set is awkward, and so we seek more probabilistic methods to sample such a tree, which might also give insight into the structure of a ‘typical’ uniform tree.

In another historic post, I talked about the Aldous-Broder algorithm. Here’s a quick summary. We run a random walk on the complete graph $K_n$ started from a uniformly-chosen vertex. Every time we arrive at a vertex we haven’t visited before, we record the edge just traversed. Eventually we have visited all n vertices, so have recorded n-1 edges. It’s easy enough to convince yourself that these n-1 edges form a tree (how could there be a cycle?) and a bit more complicated to decide that the distribution of this tree is uniform.

It’s worth noting that this algorithm works to construct a uniform spanning tree on any connected base graph.

This post is about a few alternative constructions and interpretations of the uniform random tree. The first construction uses a Galton-Watson process. We take a Galton-Watson process where the offspring distribution is Poisson(1), and condition that the total population size is n. The resulting random tree has a root but no labels, however if we assign labels in [n] uniformly at random, the resulting rooted tree has the uniform distribution among rooted trees on [n].

Proof

This is all about moving from ordered trees to non-ordered trees. That is, when setting up a Galton-Watson tree, we distinguish between the following two trees, drawn extremely roughly in Paint:

That is, it matters which of the first-generation vertices have three children. Anyway, for such a (rooted) ordered tree T with n vertices, the probability that the Galton-Watson process ends up equal to T is

$\mathbb{P}(GW = T) = \prod_{v\in T} \frac{e^{-1}}{C(v)!} = e^{-n} \prod_{v\in T}\frac{1}{C(v)!},$

where $C(v)$ is the number of children of a vertex $v\in T$. Then, since $\mathbb{P}( |GW|=n )$ is a function of n, we find

$\mathbb{P}(GW=T \,\big|\, |GW|=n) = f(n)\prod_{v\in T} \frac{1}{C(v)!},$

where f(n) is a function of n alone (ie depends on T only through its size n).

But given an unordered rooted tree t, labelled by [n], there are $\prod_{v \in t} C(v)!$ ordered trees associated to t in the natural way. Furthermore, if we take the Poisson Galton-Watson tree conditioned to have total population size n, and label uniformly at random with [n], we obtain any one of these ordered trees with probability $\frac{f(n)}{n!} \prod_{v\in t} \frac{1}{C(v)!}$. So the probability that we have t after we forget about the ordering is $\frac{f(n)}{n!}$, which is a function of n alone, and so the distribution is uniform among the set of rooted unordered trees labelled by [n], exactly as required.

Heuristic for Poisson offspring distribution

In this proof, the fact that $\mathbb{P}(C(v)=k)\propto \frac{1}{k!}$ exactly balances the number of orderings of the k children explains why Poisson(1) works out. Indeed, you can see in the proof that Poisson(c) works equally well, though when $c\ne 1$, the event we are conditioning on (namely that the total population size is n) has probability decaying exponentially in n, whereas for c=1, the branching process is critical, and the probability decays polynomially.

We can provide independent motivation though, from the Aldous-Broder construction. Both the conditioned Galton-Watson construction and the A-B algorithm supply the tree with a root, so we’ll keep that, and look at the distribution of the degree of the root as constructed by A-B. Let $\rho=v_1,v_2,v_3,\ldots$ be the vertices [n], ordered by their discovery during the construction. Then $\rho$ is definitely connected by an edge to $v_2$, but thereafter it follows by an elementary check that the probability $\rho$ is connected to $v_m$ is $\frac{1}{n-1}$, independently across all m. In other words, the distribution of the degree of $\rho$ in the tree as constructed by A-B is

$1+ \mathrm{Bin}\left(n-2,\frac{1}{n-1}\right) \approx 1+\mathrm{Poisson}(1).$

Now, in the Galton-Watson process, conditioning the tree to have fixed, large size changes the offspring distribution of the root. Conveniently though, in a limiting sense it’s the same change as conditioning the tree to have size at least n. Since these events are monotone in n, it’s possible to take a limit of the conditioning events, and interpret the result as the Galton-Watson tree conditioned to survive. It’s a beautiful result that this interpretation can be formalised as a local limit. The limiting spine decomposition consists of an infinite spine, where the offspring distribution is a size-biased version of the original offspring distribution (and so in particular, always has at least one child) and where non-spine vertices have the original distribution.

In particular, the number of the offspring of the root is size-biased, and it is well-known and not hard to check that size-biasing Poisson(c) gives 1+Poisson(c) ! So in fact we have, in an appropriate limiting sense in both objects, a match between the degree distribution of the root in the uniform tree, and in the conditioned Galton-Watson tree.

This isn’t supposed to justify why a conditioned Galton-Watson tree is relevant a priori (especially the unconditional independence of degrees), but it does explain why Poisson offspring distributions are relevant.

Construction via G(N,p) and the random cluster model

The main reason uniform trees were important to my thesis was their appearance in the Erdos-Renyi random graph G(N,p). The probability that vertices {1, …, n} form a tree component in G(N,p) with some particular structure is

$p^{n-1} (1-p)^{\binom{n}{2}-(n-1)} \times (1-p)^{n(N-m)}.$

Here, the first two terms give the probability that the graph structure on {1, …, n} is correct, and the the final term gives the probability of the (independent) event that these vertices are not connected to anything else in the graph. In particular, this has no dependence on the tree structure chosen on [n] (for example, whether it should be a path or a star – both examples of trees). So the conditional distribution is uniform among all trees.

If we work in some limiting regime, where $pn\rightarrow 0$ (for example if n is fixed and $p=\frac{1}{N}\rightarrow 0$), then we can get away asymptotically with less strong conditioning. Suppose we condition instead just that [n] form a component. Now, there are more ways to form a connected graph with one cycle on [n] than there are trees on [n], but the former all require an extra edge, and so the probability that a given one such tree-with-extra-edge appears as the restriction to [n] in G(N,p) is asymptotically negligible compared to the probability that the restriction to [n] of G(N,p) is a tree. Naturally, the local limit of components in G(N,c/N) is a Poisson(c) Galton-Watson branching process, and so this is all consistent with the original construction.

One slightly unsatisfying aspect to this construction is that we have to embed the tree of size [n] within a much larger graph on [N] to see uniform trees. We can’t choose a scaling p=p(n) such that G(n,p) itself concentrates on trees. To guarantee connectivity with high probability, we need to take $p> \frac{\log n}{n}$, but by this threshold, the graph has (many) cycles with high probability.

At this PIMS summer school in Vancouver, one of the courses is focusing on lattice spin models, including the random cluster model, which we now briefly define. We start with some underlying graph G. From a physical motivation, we might take G to be $\mathbb{Z}^d$ or some finite subset of it, or a d-ary tree, or the complete graph $K_N$. As in classical bond percolation (note G(N,p) is bond percolation on $K_N$), a random subset of the edges of G are included, or declared open. The probability of a given configuration w, with e open edges is proportional to

$p^e (1-p)^{|E(G)| - e} q^{k(w)},$ (*)

where the edge-weight $p\in(0,1)$ as usual, and cluster weight $q\in (0,\infty)$, and $k(w)$ counts the number of connected components in configuration w. When q=1, we recover classical bond percolation (including G(N,p) ), while for q>1, this cluster-reweighting favours having more components, and q<1 favours fewer components. Note that in the case $q\ne 1$, the normalising constant (or partition function) of (*) is generally intractable to calculate explicitly.

As in the Erdos-Renyi graph, consider fixing the underlying graph G, and taking $p\rightarrow 0$, but also taking $\frac{q}{p}\rightarrow 0$. So the resulting graph asymptotically ‘wants to have as few edges as possible, but really wants to have as few components as possible’. In particular, 1) all spanning trees of G are equally likely; 2) any configuration with more than one component has asymptotically negligible probability relative to any tree; 3) any graph with a cycle has #components + #edges greater than that of a tree, and so is asymptotically negligible probability relative to any tree.

In other words, the limit of the distribution is the uniform spanning tree of G, and so this (like Aldous-Broder) is a substantial generalisation, which constructs the uniform random tree in the special case where $G=K_n$.

# Parking on a ring, linear hashing

I’ve spent most of my doctorate trying to analyse how adding destructive dynamics affects the behaviour of a particular random growth process, the classical random graph. In this post I’m going to talk about another random growth process, which is slightly less natural, but for which one can show some similar qualitative properties.

The model, and the additive coalescent

Consider m places arranged in a circle, and for consistency of analogy we think of these as parking spaces. Some number n of cars will arrive one at a time. Each car will arrive at a space chosen uniformly at random. If it is empty they will park in it, otherwise they will look clockwise until they find an empty space, and park there. For now we are only interested in growth, so we assume cars never leave. We are interested in the sizes of blocks of consecutively parked cars.

The reason to consider this slightly unnatural statement is its equivalence to the problem of hashing with linear probing, apparently a key topic in computer science, which I won’t pretend that I know anything about. In any case, it’s a nice model, and it seems reasonable that it would have a basis in more realistic search algorithms.

So, how does the sequence of sizes of blocks of consecutively parked cars grow? Well, given the sequence of block sizes, it is reasonably easy to convince yourself that the order of the blocks around the circle is uniformly random, and the number of empty spaces between adjacent blocks is also uniformly random.

Assume for now that there are at least three blocks. A block of size x can merge with a block of size y with the arrival of the next car only if the blocks are adjacent, with exactly one empty space between them. The chance of this is uniform among all pairs of blocks. Now suppose this is the case, and that the block of size y lies clockwise from the block of size x. Then they will merge precisely if the next car arrives at any of the x occupied spaces in that block, or at the empty space between the pair of blocks. This has probability $\frac{x+1}{m}$. There’s also the opposite ordering to consider, where the block of size x lies clockwise from the other. The total probability of this merge $\{x,y\}\mapsto \{x+y+1\}$ is therefore proportional to (x+y+2).

So the process of block sizes looks a bit like the additive coalescent, at least for large blocks. This is in contrast to the random graph process, where the sequence of component sizes behaves exactly like a multiplicative coalescent, where blocks merge at a rate proportional to the product of their sizes.

Asymptotics

As in the random graph process, it’s interesting to ask roughly how large the largest block will be in such a configuration. Pittel [3] considers the case where the number of empty places $\ell = m-n \approx \beta m$, for some $\beta\in (0,1)$.

A less interesting model would be to choose the positions of the n cars uniformly at random. But then the size of a block is roughly geometric with parameter $\beta$, and there are $\Theta(m)$ blocks with high probability. Relatively straightforward calculations in extreme value theory suggest that the largest block is likely to have size on the order of $\log m$ in this setting.

Of course, the actual model is slightly more complicated, because the size of a block is self-reinforcing, since larger blocks are more likely to grow than smaller blocks. However, we can still get somewhere with naïve estimates. Let’s label the places clockwise. Then in order for there to be a block starting at 0 and stretching beyond $\alpha \log m$, a necessary condition is that at least $\alpha \log m$ cars arrive at those places. The number of cars which arrive at those places is binomial, since there are n cars, and each arrives at a place chosen uniformly, and independently of the other cars. So this event corresponds to

$\mathrm{Bin}(n,\frac{\alpha \log m}{m}) \ge \alpha \log m.$

Then, since $n\approx (1-\beta)n$, this event corresponds approximately to

$\mathrm{Po}((1-\beta)\alpha \log m) \ge \alpha \log m.$

The probability that a Poisson RV is at least a constant multiple larger than its mean decays exponentially with the mean, hence in this case the probability is asymptotically some negative power of m, depending on the value of $\alpha$. But there are $O(m)$ possible places for such a block to start, so whether we can apply a union bound usefully or not depends on whether the power of m is strictly less than -1.

Since all of this depends on $\alpha$, it is reasonable that everything is fine, and the largest block does have size at least $\alpha \log m$ when $\alpha$ is small, and very unlikely when $\alpha$ is large. This heuristic argument fits with Pittel’s theorem. Indeed, his result shows much stronger concentration: that the fluctuations of the size of the largest block are O(1).

Critical regime and empirical processes

The following is a paraphrase of the introduction and some methods from [2].

Obviously, once m=m cars have arrived, there’s no room for manoeuvre and definitely all the places are taken in one giant block. But it’s not obvious in general what scaling for the number of gaps will give rise to giant blocks of $\Theta(m)$ cars.

As for the random graph, we can find a process similar to the exploration process of a (random) graph which encodes much of the information we care about. Let $Y_k$ be the number of cars which arrive at place k. So the sum of the $Y_k$s will be n, the total number of cars. Now consider the process

$C_0=0, \ldots, C_{k+1}=C_k + Y_{k+1}-1.$

A block has the property that the number of arrivals within that set of places is equal to the number of places. So every time this *empirical process* C drops below its previous running minimum, this indicates the end of a block. To make this equivalence precise, we need to be a bit careful about where we start counting. It works exactly if we start at the beginning of a block. If not, it might introduce some unwanted divisions within the first block.

What we have is a process that looks roughly like a random walk that is constrained to pass through the point (m,n-m), which is equal to (m,-l). Even if we aren’t totally precise about how this is like a random walk, we would expect to see Brownian fluctuations after rescaling. Indeed, we might expect to see a Brownian bridge added to a deterministic linear function with negative gradient. But this is only meaningful if the random part is at least as large as the deterministic part, and since the fluctuations have order $\sqrt{m}$, if l is much larger than this, the rescaled empirical process is essentially deterministic, so we won’t see any macroscopic excursions above the minimum.

If l is substantially smaller than $\sqrt{m}$, then there is no real difference between (m,-l) and (m,0), and what we see is just a Brownian bridge. At this point, where we choose to start the process is actually important. If we were to start it at the minimum of the Brownian bridge instead, we would have seen a Brownian excursion, which corresponds to one block occupying (almost) all of the places.

Unsurprisingly, the story is completed by considering $\ell=\Theta(\sqrt{m})$, where the rescaled empirical process looks like a slanted Brownian bridge, that is Brownian motion conditioned to pass through $(1,-\frac{\ell}{\sqrt{m})$. There isn’t an obvious fix to the question of where to start the process, but it turns out that the correct way is now adding a Brownian excursion onto the deterministic linear function with gradient $- \frac{\ell}{\sqrt{m}}$. It’s now reasonable that the excursions above the minimum should macroscopic.

This scaling limit works dynamically as well, where the same Brownian excursion is used for different gradients of the deterministic line, corresponding to $\ell$ moving through the critical window $m-\Theta(\sqrt{m})$. Finally, a direction to Bertoin’s recent paper [1] for the model with an additional destructive property. Analogous to the forest fire, blocks of cars are removed at a rate proportional to their size (as a result, naturally, of ‘Molotov cocktails’…). Similar effects of self-organised criticality are seen when the rate of bombs is scaled appropriately.

References

[1] – Bertoin – Burning cars in a parking lot (paper / slides)

[2] – Chassaing + Louchard – Phase transition for parking blocks, Brownian excursion and coalescence (arXiv)

[3] – Pittel – Linear probing: the probable largest search time grows logarithmically with the number of records

# Isolated Vertices and the Second-Moment Method

It’s back-to-school day or week for much of the UK. I’m sure for many, this brings resolutions of better work habits, and while I could always use some of those too as I try to finish my thesis, I also want to start blogging again when possible.

Right now, I’m in Haifa for the Mostly Markov Mixing summer school and workshop hosted at the Technion. The talks have been interesting so far, and the environment stimulating both for the discussion of new problems, and getting work done on existing research.

I wrote much of this post a while ago, after some of the UK olympiad students asked me to tell them about second-moment methods and I politely declined. I was reminded of this by an interesting problem introduced by Elchanan Mossel in the first lecture of his series. I’ll start with this.

Suppose we consider a symmetric inhomogeneous random graph with two types. That is, we divide the vertices into two equally-sized classes, and we connect vertices in the same class with probability p, and vertices in different classes with probability q, all independently. The question is: if we can see the resulting graph structure, with what accuracy can we recover the class division? [Note: this setup with symmetry between the types can be called the block model.]

This is a hard problem, and got us all thinking a great deal. In the most relevant regime, even the most sophisticated techniques do not allow us to identify the partition perfectly with high probability as the number of vertices goes to infinity. For now, though, I only want to use the most uninteresting regime as a starting point for the rest of this post. EM asked: what happens if we take sparse scaling, that is $p,q=\Theta(1/N)$, where N is the number of vertices? Do we have a chance to identify the classes correctly?

Well in this case the answer is easy, because it is ‘no’, and the reason is that in sparse random graphs, there is a positive proportion of isolated vertices. In particular, there is a positive proportion of isolated vertices of each type. And so, when we see an isolated vertex, for large N we can specify accurately the distribution of each type given this extra information, but in doing so, we admit that we certainly cannot partition the isolated vertices into their classes. So for the rest of the talk, EM focused on the regime where the random graph is connected with high probability.

There are two ideas with worthwhile and simple content here. Firstly, the fact that such a random graph has a positive proportion of isolated vertices. I am finishing off a result in a model where the base structure is the inhomogeneous random graph, and have just now proved a short lemma showing exactly this in a slightly more complicated context. It’s a good example of the second-moment method. Secondly, implicit in the final statement of the previous paragraph is that the absence of isolated vertices and connectivity are roughly equivalent in a random graph. This is something I’ve talked about briefly before, and in the interests of keeping the resolution and actually finishing this post, I won’t talk about it here.

Earlier this year, I gave a short talk by request to the UK olympiad students about first-moment methods. In particular, they were hoping that they might occasionally want to apply such approaches to the sort of combinatorics problems you encounter in olympiads. Typically, the best examples in this setting involve demonstrating the existence of a set without certain bad properties, by showing that the probability that all bad properties hold simultaneously is strictly less than one.

The students asked why I wasn’t talking about second-moment methods. Firstly, the models (such as this one) which are the best examples are less familiar to the students, and are really rooted in the randomness. They can’t easily be turned into a combinatorics problem. Secondly, looking for lower bounds in probability suggests we are aiming for convergence in probability, rather than convergence in expectation, and this is a distinction that is unlikely to be appreciated before some undergraduate probability courses have been taken.

Anyway, we want to show that the proportion of isolated vertices in $G(n,c/n)$ is bounded below in probability as $n\rightarrow\infty$. All the content of the argument is seen in this classical Erdos-Renyi setting. Any inhomogeneous example will merely demand extra notation.

So, first we deal with the expected number of isolated vertices. The event that a given vertex v is isolated demands that the n-1 edges potentially incident to v do not appear. The probability of this is $(1-\frac{c}{n})^{n-1} \rightarrow e^{-c}$. Thus the expected number of such vertices is $ne^{-c}$. We now want to show that the fluctuations (standard deviation if you will) of this quantity are small relative to its mean. To bound the variance, we look at pairs of vertices, v and w. Note that the events {v isolated} and {w isolated} are not independent, since knowing that v is isolated tells us that the edge from v to w is not present, which slightly increases the chance of w being isolated. (For a very concrete example, think of the case n=2.)

However, in a large graph, the events are almost independent. That’s a statement which we feel is true, but we need to quantify, so we ask for the probability that {v and w isolated}. This happens precisely if none of the edges incident to either v or w are present. There are 2n-3 such edges, and so the probability of this is $(1-\frac{c}{n})^{2n-3}\rightarrow e^{-2c}$. So now we can write

$\mathbb{E}\left[ \mathbf{1}(1\text{ isolated})+\ldots+\mathbf{1}(n\text{ isolated})\right]^2= \sum_{k=1}^n \mathbb{E}\mathbf{1}(k\text{ isolated})^2 + 2\sum_{j\ne k} \mathbb{E}\mathbf{1}(j,k\text{ isolated}).$

An indicator function takes the values 0 and 1, and so in the first sum we can remove the square sign to leave us with the expected number of isolated vertices. Secondly, the vertices are exchangeable and so we can replace each summand with the value we have already established for v and w. We can now calculate the variance of the number of isolated vertices, and we see that it is $o(n^2)$. With a little bit more care about the limits in n, we can check it is actually O(n). In particular, the variance of the proportion of isolated vertices is tends to zero.

For explicit lower bounds in probability on the proportion of isolated vertices we could appeal to Chebyshev’s inequality. However, since the variance vanishes, we have convergence in distribution to a constant, and thus convergence in probability.

Finally, a word on the end of EM’s talk. Having said that the sparse phase is not interesting because it is impossible, we might ask about the dense phase, where p and q are fixed. Just a for concrete example, suppose the probability of connection within the class is ½, and between classes is 1/3. Thus between any pair of vertices in the same class we expect to see roughly N/8+N/18= 13N/72 paths of length 2. The summands correspond to the middle vertex of the path in the same class, and in the opposite class respectively. However, between any pair of vertices in different classes, we expect to see roughly N/6 paths of length 2 for similar reasons. Both of these quantities will be highly concentrated on their means: consider the second-moment as the existence of each possible path is independent. Indeed, the chance that we see a proportion of paths closer to N/6 when it should be 13N/72 is a large deviations event, and so has exponential decay. As a result, the chance that we get the relative positions of any pair of vertices wrong with this method vanishes for large N.

In fact, the condition that (for p<q),

$N \mathbb{P}(\text{Bin}(N-1,p)\ge \text{Bin}(N-1,q)) \rightarrow 0$

should be enough to identify the partition with high probability, and indeed this is proved by several authors including EM. Note that the dense regime comfortable satisfies this condition, since it holds even without the factor of N. (The sparse regime, completely fails as the probability is roughly constant.) Even closer to the connectivity threshold remains interesting!

# Enumerating Forests

I’ve just got back from a visit to Budapest University of Technology, where it was very pleasant to be invited to give a talk, as well as continuing the discussion our research programme with Balazs. My talk concerned a limit for the exploration process of an Erdos-Renyi random graph conditioned to have no cycles. Watch this space (hopefully very soon) for a fully rigorous account of this. In any case, my timings were not as slick as I would like, and I had to miss out a chunk I’d planned to say about a result of Britikov concerning enumerating unrooted forests. It therefore feels like an excellent time to write something again, and explain this paper, which you might be able to find here, if you have appropriate journal rights.

We are interested to calculate $a_{n,m}$ the number of forests with vertex set [n] consisting of m unrooted trees. Recall that if we were interested in rooted trees, we could appeal to Prufer codes to show that there are $m n^{n-m-1}$ such forests, and indeed results of Pitman give a coalescent/fragmentation scheme as m varies between 1 and n-1. It seems that there is no neat combinatorial re-interpretation of the unrooted case though, so Britikov uses an analytic method.

We know that

$a_{n,m}= \frac{n!}{m!} \sum_{\substack{k_1+\ldots+k_m=n\\ k_i\ge 1}} \prod_{j=1}^m \frac{k_j^{k_j-2}}{k_j!}.$

To see this, observe that the $k_j$s correspond to the sizes of the m trees in the forest; $\frac{n!}{\prod k_j!}$ gives the multinomial number of ways to assign vertices to the trees; given the labels for a tree of size $k_j$, there are $k_j^{k_j-2}$ ways to make up the tree itself; and $\frac{1}{m!}$ accounts for the fact that the trees have no order.

What we would really like to do is to take the uniform distribution on the set of all labelled trees, then simulate m IID copies of this distribution, and condition the union to contain precisely n vertices. But obviously this is an infinite set, so we cannot choose uniformly from it. Instead, we can tilt so that large trees are unlikely. In particular, for each x we define

$\mathbb{P}(\xi=k) \propto \frac{k^{k-2} x^k}{k!}$,

and define the normalising constant

$B(x):= \sum_{k\ge 1} \frac{k^{k-2}x^k}{k!},$

whenever it exists. It turns out that $x\le e^{-1}$ is precisely the condition for $B(x)<\infty$. Note now that if $\xi_1,x_2,\ldots$ are IID copies of $\xi$, then

$\mathbb{P}(\xi_1+\ldots+\xi_m=n) = \frac{x^n}{B(x)^m} \sum_{k_1+\ldots + k_m=n} \prod_{j=1}^m \frac{k_j^{k_j-2}}{k_j!},$

and so we obtain

$a_{n,m}= \frac{n!}{m!} \frac{B(x)^m}{x^n} \mathbb{P}(\xi_1+\ldots + \xi_m=n).$

So asymptotics for $a_{n,m}$ might follows from laws of large numbers of this distribution $\xi$.

So far, we haven’t said anything about how to choose this value x. But observe that if you want to have lots of trees in the forest, then the individual trees should generally be small, so we take x small to tilt away from a preference for large trees. It turns out that there is a similar interpretation of criticality for forests as for general graphs, and taking x equal to 1/e, its radius of convergence works well for this setting. If you want even fewer trees, there is no option to take x larger than 1/e, but instead one can use large deviations machinery rather than laws of large number asymptotics.

We will be interested in asymptotics of the characteristic function of $\xi$ for x=1/e. In particular $\mathbb{E}[e^{it\xi}]=\frac{B(xe^{it})}{B(x)}$, and it will be enough to clarify the behaviour of this as $t\rightarrow 0$. It’s easier to work with a relation analytic function

$\theta(x)=\sum_{k\ge 1} \frac{k^{k-1}x^k}{k!},$

ie the integral of B. What now feels like a long time ago I wrote a masters’ thesis on the subject of multiplicative coalescence, and this shows up as the generating function of the solutions to Smoluchowski’s equations with monodisperse initial conditions, which are themselves closely related to the Borel distributions. In any case, several of the early papers on this topic made progress by establishing that the radius of convergence is 1/e, and that $\theta(x)e^{-\theta(x)}=x$ everywhere where $|x|\le 1/e$. We want to consider x=1/e, for which $\theta=1$.

Note that $\mathbb{E}\xi = \frac{\theta(x)}{B(x)}$, so we will make progress by relating $B(x),\theta(x)$ in two ways. One way involves playing around with contour integrals in a fashion that is clear in print, but involves quite a lot of notation. The second way is the Renyi relation which asserts that $\theta(x)=B(x)+\frac{\theta(x)^2}{2}$. We will briefly give a combinatorial proof. Observe that after multiplying through by factorials and interpreting the square of a generating function, this is equivalent to

$k^{k-1} = k^{k-2} + \frac12 \sum_{\substack{l+m=k\\l,m\ge 1}} l^{l-1}m^{m-1}\binom{k}{l},$

for all k. As we might expect from the appearance of this equality, we can prove it using a bijection on trees. Obviously on the LHS we have the size of the set of rooted trees on [k]. Now consider the set of pairs of disjoint rooted trees with vertex set [k]. This second term on the RHS is clearly the size of this set. Given an element of this set, join up the two roots, and choose whichever root was not initially in the same tree as 1 to be the new root. We claim this gives a bijection between this set, and the set of rooted trees on [k], for which 1 is not the root. Given the latter, the only pair of trees that leads to the right rooted tree on [k] under this mapping is given by cutting off the unique edge incident to the root that separates the root and vertex 1. In particular, since there is a canonical bijection between rooted trees for which 1 is the root, and unrooted trees (!), we can conclude the Renyi relation.

The Renyi relation now gives $\mathbb{E}\xi = \frac{\theta(x)}{B(x)}=2$ when x=1/e. If we wanted, we could show that the variance is infinite, which is not completely surprising, as the parameter x lies on the radius of convergence of the generating function.

Now, playing around with contour integrals, and being careful about which strands to take leads to the asymptotic as $t\rightarrow 0$

$\mathbb{E}[ e^{it\xi}] = 1+2it + \frac{2}{3}i |2t|^{3/2} (i\mathrm{sign}(t))^{3/2} + o(|t|^{3/2}).$

So from this, we can show that the characteristic function of the rescaled centred partial sum $\frac{\xi_1+\ldots+\xi_N-2N}{bN^{2/3}}$ converges to $\exp(-|t|^{3/2}\exp(\frac{i\pi}{4}\mathrm{sign} t))$, where $b= (32/9)^{1/3}$ is a constant arising out of the previous step.

We recognise this as the characteristic function of the stable distribution with parameters 3/2 and -1. In particular, we know now that $\xi$ is in the domain of attraction for a stable-3/2 distribution. If we wanted a version of the central limit theorem for such partial sums, we could have that, but since we care about the partial sums of the $\xi_i$s taking a specific value, rather than a range of values on the scale of the fluctuations, we actually need a local limit theorem.

To make this clear, let’s return to the simplest example of the CLT, with some random variables with mean $\mu$ and variance $\sigma^2<\infty$. Then the partial sums satisfy

$\mathbb{P}(\mu N + a\sigma\sqrt{N} \le S_N \le \mu_N+b\sigma\sqrt{N}) \rightarrow \int_a^b f_{\mathcal N}(x)dx,$

as $N\rightarrow\infty$. But what about the probability of $S_N$ taking a particular value m that lies between $\mu N+a\sigma \sqrt{N}$ and $\mu N + b\sigma \sqrt{N}$? If the underlying distribution was continuous, this would be uncontroversial – considering the probability of lying in a range that is smaller than the scale of the CLT can be shown in a similar way to the CLT itself. A local limit theorem asserts that when the underlying distribution is supported on some lattice, mostly naturally the integers, then these probabilities are in the limit roughly the same whenever m is close to $\mu N+a\sigma\sqrt{N}$.

In this setting, a result of Ibragimov and Linnik that I have struggled to find anywhere in print (especially in English) gives us local limit theory for integer-supported distributions in the domain of attraction of a stable distribution. Taking p( ) to be the density of this distribution, we obtain

$bm^{2/3}\mathbb{P}(\xi_1+\ldots+\xi_m=n) - p(\frac{n-2m}{b m^{2/3}}) \rightarrow 0$

as $n\rightarrow\infty$, uniformly on any set of m for which $z= \frac{n-2m}{bm^{2/3}}$ is bounded. Conveniently, the two occurrences of b clear, and Britikov obtains

$a_{n,m} = (1+o(1)) \frac{\sqrt{2\pi} n^{n-1/6}}{2^{n-m}(n-m)!} p(\frac{n-2m}{n^{2/3}},$

uniformly in the same sense as before.

# Multitype Branching Processes

One of the fundamental objects in classical probability theory is the Galton-Watson branching process. This is defined to be a model for the growth of a population, where each individual in a generation gives birth to some number (possibly zero) of offspring, who form the next generation. Crucially, the numbers of offspring of the individuals are IID, with the same distribution both within generations and between generations.

There are several ways one might generalise this, such as non-IID offspring distributions, or pairs of individuals producing some number of offspring, but here we consider the situation where each individual has some type, and different types have different offspring distributions. Note that if there are K types, say, then the offspring distributions should now be supported on $\mathbb{Z}_{\ge 0}^K$. Let’s say the offspring distribution from a parent of type i is $\mu^{(i)}$.

The first question to address is one of survival. Recall that if we want to know whether a standard Galton-Watson process has positive probability of having infinite size, that is never going extinct, we only need to know the expectation of the offspring distribution. If this is less than 1, then the process is subcritical and is almost surely finite. If it is greater than 1, then it is supercritical and survives with positive probability. If the expectation is exactly 1 (and the variance is finite) then the process is critical and although it is still almost surely finite, the overall population size has a power-law tail, and hence (or otherwise) the expected population size is infinite.

We would like a similar result for the multitype process, saying that we do not need to know everything about the distribution to decide what the survival probability should be.

The first thing to address is why we can’t just reduce the multitype change to the monotype setting. It’s easiest to assume that we know the type of the root in the multitype tree. The case where the type of the root is random can be reconstructed later. Anyway, suppose now that we want to know the offspring distribution of a vertex in the m-th generation. To decide this, we need to know the probability that this vertex has a given type, say type j. To calculate this, we need to work out all the type possibilities for the first m generations, and their probabilities, which may well include lots of complicated size-biasing. Certainly it is not easy, and there’s no reason why these offspring distributions should be IID. The best we can say is that they should probably be exchangeable within each generation.

Obviously if the offspring distribution does not depend on the parent’s type, then we have a standard Galton-Watson tree with types assigned in an IID manner to the realisation. If the types are symmetric (for example if M, to be defined, is invariant under permuting the indices) then life gets much easier. In general, however, it will be more complicated than this.

We can however think about how to decide on survival probability. We consider the expected number of offspring, allowing both the type of the parent and the type of the child to vary. So define $m_{ij}$ to be the expected number of type j children born to a type i parent. Then write these in a matrix $M=(m_{ij})$.

One generalisation is to consider a Galton-Watson forest started from some positive number of roots of various types. Suppose we have a vector $\nu=(\nu_i)$ listing the number of roots of each type. Then the expected number of descendents of each type at generation n is given by the vector $\nu M^n$.

Let $\lambda$ be the largest eigenvalue of M. As for the transition matrices of Markov chains, the Perron-Frobenius theorem applies here, which confirms that, because the entries of M are positive, the eigenvalue with largest modulus is simple and real, and the associated eigenvector has entirely positive entries. [In fact we need a couple of extra conditions on M, including that it is possible to get from any type to any other type – we say irreducible – but that isn’t worth going into now.]

So in fact the total number of descendents at generation n grows like $\lambda^n$ in expectation, and so we have the same description of subcriticality and supercriticality. We can also make a sensible comment about the left-$\lambda$-eigenvector of M. This is the limiting proportion of the different types of vertices.

It’s a result (eg. [3]) that the height profile of a depth-first search on a standard Galton-Watson tree converges to Brownian Motion. Another way to phrase this is that a GW tree conditioned to have some size N has the Brownian Continuum Random Tree as a scaling limit as N grows to infinity. Miermont [4] proves that this result holds for the multitype tree as well. In the remainder of this post I want to discuss one idea along the way to the proof, and one application.

I said initially that there wasn’t a trivial reduction of a multitype process to a monotype process. There is however a non-trivial embedding of a monotype process in a multitype process. Consider all the vertices of type 1, and all the paths between such vertices. Then draw a new tree consisting of just the type 1 vertices. Two of these are joined by an edge if there is no other type 1 vertex on the unique path between them in the original tree. If that definition is confusing, think of the most sensible way to construct a tree on the type 1 vertices from the original, and you’ve probably chosen this definition.

There are two important things about this new tree. 1) It is a Galton-Watson tree, and 2) if the original tree is critical, then this reduced tree is also critical. Proving 1) is heavily dependent on exactly what definitions one takes for both the multitype branching mechanism and the standard G-W mechanism. Essentially, at a type 1 vertex, the number of type 1 descendents is not dependent on anything that happened at previous generations, nor in other branches of the original tree. This gives IID offspring distributions once it is formalised. As for criticality, we note that by the matrix argument given before, under the irreducibility condition discussed, the expectation of the total population size is infinite iff the expected number of type 1 vertices is also infinite. Since the proportion of type 1 vertices is given by the first element of the left eigenvector, which is positive, we can make a further argument that the number of type 1 vertices has a power-law tail iff the total population size also has a power-law tail.

I want to end by explaining why I was thinking about this model at all. In many previous posts I’ve discussed the forest fire model, where occasionally all the edges in some large component are deleted, and the component becomes a set of singletons again. We are interested in the local limit. That is, what do the large components look like from the point of view of a single vertex in the component? If we were able to prove that the large components have BCRT as the scaling limit, this would answer this question.

This holds for the original random graph process. There are two sensible ways to motivate this. Firstly, given that a component is a tree (which it is with high probability if its size is O(1) ), its distribution is that of the uniform tree, and it is known that this has BCRT as a scaling limit [1]. Alternatively, we know that the components have a Poisson Galton-Watson process as a local limit by the same argument used to calculate the increments of the exploration process. So we have an alternative description of the BCRT appearing: the scaling limit of G-W trees conditioned on their size.

Regarding the forest fires, if we stop the process at some time T>1, we know that some vertices have been burned several times and some vertices have never received an edge. What is clear though is that if we specify the age of each vertex, that is, how long has elapsed since it was last burned; conditional on this, we have an inhomogeneous random graph. Note that if we have two vertices of ages s and t, then the probability that there is an edge between them is $1-e^{-\frac{s\wedge t}{n}}$, ie approximately $\frac{s\wedge t}{n}$. The function giving the probabilities of edges between different types of vertices is called the kernel, and here it is sufficiently well-behaved (in particular, it is bounded) that we are able to use the results of Bollobas et al in [2], where they discuss general sparse inhomogeneous random graphs. They show, among many other things, that in this setting as well the local limit is a multitype branching process.

So in conclusion, we have almost all the ingredients towards proving the result we want, that forest fire components have BCRT scaling limit. The only outstanding matter is that the Miermont result deals with a finite number of types, whereas obviously in the setting where we parameterise by age, the set of types is continuous. In other words, I’m working hard!

References

[1] Aldous – The Continuum Random Tree III

[2] Bollobas, Janson, Riordan – The phase transition in inhomogeneous random graphs

[3] Le Gall – Random Trees and Applications

[4] Miermont – Invariance principles for spatial multitype Galton-Watson trees

# Persistent Hubs

This post is based on the paper “Existence of a persistent hub in the convex preferential attachment model” which appeared on arXiv last week. It can be found here. My aim is to explain (again) the model; the application-based motivation for the result; and a heuristic for the result in a special case. In particular, I want to stress the relationship between PA models and urns.

The preferential attachment model attempts to describe the formation of large complex networks. It is constructed dynamically: vertices are introduced one at a time. For each new vertex, we have to choose which existing vertices to join to. This choice is random and reinforced. That is, the new vertex is more likely to join to an existing vertex with high degree than to an existing vertex with degree 1. It’s clear why this might correspond well to the evolution of, say, the world wide web. New webpages are much more likely to link to an established site, eg Wikipedia or Google, than to a uniformly randomly chosen page.

The model is motivated also by a desire to fit a common property of real-world networks that is not exhibited by, among others, the Erdos-Renyi random graph model. In such a network, we expect a few nodes to have much greater connectivity than average. In a sense these so-called hubs drive connectivity of the system. This makes sense in practice. If you are travelling by train around the South-East of England, it is very likely you will pass through at least one of Reading, East Croydon, or about five major terminus in London. It would be absurd for every station to be of equal significance to the network. By contrast, the typical vertex degree in the sparse Erdos-Renyi model is O(1), and has a limiting Poisson distribution, with a super-exponential tail.

So, this paper addresses the following question. We know that the PA model, when set up right, has power-law tails for the degree distribution, and so has a largest degree that is an order of magnitude larger than the average degree. Let’s call this the ‘hub’ for now. But the model is dynamic, so we should ask how this hub changes in time as we add extra vertices. In particular, is it the case that one vertex should grow so large that it remains as the dominant hub forever? This paper answers this question in the affirmative, for a certain class of preferential attachment schemes.

We assign a weighting system to possible degrees, that is a function from N to R+. In the case of proportional PA, this function could be f(n)=n. In general, we assume it is convex. Note that the more convex this weight function is, the stronger the preference a new vertex feels towards existing dominant vertices. Part of the author’s proof is a formalisation of this heuristic, which provides some machinery allowing us to treat only really the case f(n)=n. I will discuss only this case from now on.

I want to focus on the fact that we have another model which describes aspects of the degree evolution rather well. We consider some finite fixed collection of vertices at some time, and consider the evolution of their degrees. We will be interested in limiting properties, so the exact time doesn’t matter too much. We look instead at the jump chain, ie those times when one of the degrees changes. This happens when a new vertex joins to one of the chosen vertices. Given that the new vertex has joined one of the chosen vertices, the choice of which of the chosen vertices is still size-biased proportional to the current degrees. In other words, the jump chain of this degree sequence is precisely Polya’s Urn.

This is a powerful observation, as it allows us to make comments about the limiting behaviour of finite quantities almost instantly. In particular, we know that from any starting arrangement, Polya’s Urn converges almost surely. This is useful to the question of persistence for the following reason.

Recall that in the case of two colours, starting with one of each, we converge to the uniform distribution. We should view this as a special case of the Dirichlet distribution, which is supported on partitions into k intervals of [0,1]. In particular, for any fixed k, the probability that two of the intervals have the same size is 0, as the distribution is continuous. So, since the convergence of the proportions in Polya’s Urn is almost sure, with probability one all of the proportions are with $\epsilon>0$ of their limit, and so taking epsilon small enough, given the limit, which we are allowed to do, we can show that the colour which is largest in the limit is eventually the largest at finite times.

Unfortunately, we can’t mesh these together these finite-dimensional observations particularly nicely. What we require instead is a result showing that if a vertex has large enough degree, then it can never be overtaken by any new vertex. This proved via a direct calculation of the probability that a new vertex ‘catches up’ with a pre-existing vertex of some specified size.

That calculation is nice and not too complicated, but has slightly too many stages and factorial approximations to consider reproducing or summarising here. Instead, I offer the following heuristic for a bound on the probability that a new vertex will catch up with a pre-existing vertex of degree k. Let’s root ourselves in the urn interpretation for convenience.

If the initial configuration is (k,1), corresponding to k red balls and 1 blue, we should consider instead the proportion of red balls, which is k/k+1 obviously. Crucially (for proving convergence results if nothing else), this is a martingale, which is clearly bounded within [0,1]. So the expectation of the limiting proportion is also k/k+1. Let us consider the stopping time T at which the number of red balls is equal to the number of blue balls. We decompose the expectation by conditioning on whether T is finite.

$\mathbb{E}X_\infty=\mathbb{E}[X_\infty|T<\infty]\mathbb{P}(T<\infty)+\mathbb{E}[X_\infty|T=\infty]\mathbb{P}(T=\infty)$

$\leq \mathbb{E}[X_\infty | X_T,T<\infty]\mathbb{P}(T<\infty)+(1-\mathbb{P}(T=\infty))$

using that $X_\infty\leq 1$, regardless of the conditioning,

$= \frac12 \mathbb{P}(T<\infty) + (1-\mathbb{P}(T<\infty))$

$\mathbb{P}(T<\infty) \leq \frac{2}{k+1}.$

We really want this to be finite when we sum over k so we can use some kind of Borel-Cantelli argument. Indeed, Galashin gets a bound of $O(k^{-3/2})$ for this quantity. We should stress where we have lost information. We have made the estimate $\mathbb{E}[X_\infty|T=\infty]=1$ which is very weak. This is unsurprising. After all, the probability of this event is large, and shouldn’t really affect the limit that much when it does not happen. The conditioned process is repelled from 1/2, but that is of little relevance when starting from k/k+1. It seems likely this expectation is in fact $\frac{k}{k+1}+O(k^{-3/2})$, from which the result will follow.

# Critical Components in Erdos-Renyi

In various previous posts, I’ve talked about the phase transition in the Erdos-Renyi random graph process. Recall the definition of the process. Here we will use the Gilbert model G(n,p), where we have n vertices, and between any pair of vertices we add an edge, independently of other pairs with probability p. We are interested in the sparse scaling, where the typical vertex has degree O(1) in n, and so p=c/n for constant c>0, and we assume throughout that n is large. We could alternatively have considered the alternative Erdos-Renyi model where we choose uniformly at random from the set of graphs with n vertices and some fixed number of edges. Almost all the results present work equally well in this setting.

As proved by Erdos and Renyi, the typical component structure of such a graph changes noticeably around the threshold c=1. Below this, in the subcritical regime, all the components are small, meaning of size at most order O(log n). Above this, in the supercritical regime, there is a single giant component on some non-zero proportion of the vertices. The rest of the graph looks subcritical. The case c=1 exhibits a phase transition between these qualitatively different behaviours. They proved that here, the largest component is with high probability O(n^2/3). It seems that they thought this result held whenever c=1-o(1), but it turns out that this is not the case. In this post, I will discuss some aspects of behaviour around criticality, and the tools needed to treat them.

The first question to address is this: how many components of size n^{2/3} are there? It might be plausible that there is a single such component, like for the subsequent giant component. It might also be plausible that there are n^1/3 such components, so O(n) vertices are on such critical components. As then it is clear how we transition out of criticality into supercriticality – all the vertices on critical components coalesce to form the new giant component.

In fact neither of these are correct. The answer is that for all integers k>0, with high probability the k-th largest component is on a size scale of n^2/3. This is potentially a confusing statement. It looks like there are infinitely many such components, but of course for any particular value of n, this cannot be the case. We should think of there being w(1) components, but o(n^b) for any b>0.

The easiest way to see this is by a duality argument, as we have discussed previously for the supercritical phase. If we remove a component of size O(n^2/3), then what remains is a random graph with n-O(n^2/3) vertices, and edge probability the same as originally. It might make sense to rewrite this probability 1/n as

$\frac{1}{n-O(n^{2/3})}\cdot \frac{n-O(n^{2/3})}{n}=\frac{1-O(n^{-1/3})}{n-O(n^{2/3})}.$

The approximation in the final numerator is basically the same as

$1-o\left(n-O(n^{2/3})\right).$

Although we have no concrete reasoning, it seems at least plausible that this should look similar in structure to G(n,1/n). In particular, there should be another component of size

$O\left([n-O(n^{2/3})]^{2/3}\right)=O(n^{2/3})$.

In fact, the formal proof of this proceeds by an identical argument, only using the exploration process. Because I’ve described this several times before, I’ll be brief. We track how far we have gone through each component in a depth-first walk. In both the supercritical and subcritical cases, when we scale correctly we get a random path which is basically deterministic in the limit (in n). For exactly the same reasons as visible CLT fluctuations for partial sums of RVs with expectation zero, we start seeing interesting effects at criticality.

The important question is the order of rescaling to choose. At each stage of the exploration process, the number of vertices added to the stack is binomial. We want to distinguish between components of size $O(n^{2/3})$ so we should look at the exploration process at time $sn^{2/3}$. The drift of the exploration process is given by the expectation of a binomial random variable minus one (since we remove the current vertex from the stack as we finish exploring it). This is given by

$\mathbb{E}=\left[n-sn^{2/3}\right]\cdot \frac{1}{n}-1=-sn^{-1/3}.$

Note that this is the drift in one time-step. The drift in $n^{2/3}$ time-steps will accordingly by $sn^{1/3}$. So, if we rescale time by $n^{2/3}$ and space by $n^{1/3}$, we should get a nice stochastic process. Specifically, if Z is the exploration process, then we obtain:

$\frac{1}{n^{1/3}}Z^{(n)}_{sn^{2/3}} \rightarrow_d W_s,$

where W is a Brownian motion with inhomogeneous drift -s at time s. The net effect of such a drift at a fixed positive time is given by integrating up to that time, and hence we might say the process has quadratic drift, or is parabolic.

We should remark that our binomial expectation is not entirely correct. We have discounted those $sn^{2/3}$ vertices that have already been explored, but we have not accounted for the vertices currently in the stack. We should also be avoiding considering these. However, we now have a heuristic for the approximate number of these. The number of vertices in the stack should be $O(n^{1/3})$ at all times, and so in particular will always be an order of magnitude smaller than the number of vertices already considered. Therefore, they won’t affect this drift term, though this must be accounted for in any formal proof of convergence. On the subject of which, the mode of convergence is, unsurprisingly, weak convergence uniformly on compact sets. That is, for any fixed S, the convergence holds weakly on the random functions up to time $sn^{2/3}$.

Note that this process will tend to minus infinity almost surely. Component sizes are given by excursions above the running minimum. The process given by the height of the original process above the running minimum is called reflected. Essentially, we construct the reflected process by having the same generator when the current value is positive, and forcing the process up when it is at zero. There are various ways to construct this more formally, including as the scaling limit of some simple random walks conditioned never to stay non-negative.

The cute part of the result is that it holds equally well in a so-called critical window either side of the critical probability 1/n. When the probability is $\frac{1+tn^{-1/3}}{n}$, for any $t\in \mathbb{R}$, the same argument holds. Now the drift at time s is t-s, though everything else still holds.

This result was established by Aldous in [1], and gives a mechanism for calculating distributions of component sizes and so on through this critical window.

In particular, we are now in a position to answer the original question regarding how many such components there were. The key idea is that because whenever we exhaust a component in the exploration process, we choose a new vertex uniformly at random, we are effectively choosing a component according to the size-biased distribution. Roughly speaking, the largest components will show up near the beginning. Note that a critical $O(n^{2/3})$ component will not necessarily be exactly the first component in the exploration process, but the components that are explored before this will take up sufficiently few vertices that they won’t show up in the scaling of the limit.

In any case, the reflected Brownian motion ‘goes on forever’, and the drift is eventually very negative, so there cannot be infinitely wide excursions, hence there are infinitely many such critical components.

If we care about the number of cycles, we can treat this also via the exploration process. Note that in any depth-first search we are necessarily only interested in a spanning tree of the host graph. Anyway, when we are exploring a vertex, there could be extra edges to other vertices in the stack, but not to vertices we’ve already finished exploring (otherwise the edge would have been exposed then). So the expected number of excess edges into a vertex is proportional to the height of the exploration process at that vertex. So the overall expected number of excess edges, conditional on the exploration process is the area under the curve. This carries over perfectly well into the stochastic process limit. It is then a calculation to verify that the area under the curve is almost surely infinite, and thus that we expect there to be infinitely many cycles in a critical random graph.

REFERENCES

[1] Aldous D. – Brownian excursions, critical random graphs and the multiplicative coalescent