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.


[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



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!


[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

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