# Lecture 9 – Inhomogeneous random graphs

I am aiming to write a short post about each lecture in my ongoing course on Random Graphs. Details and logistics for the course can be found here.

As we enter the final stages of the semester, I want to discuss some extensions to the standard Erdos-Renyi random graph which has been the focus of most of the course so far. In doing so, we can revisit material that we have already covered, and discover how easily one can extend this directly to more exotic settings.

The focus of this lecture was the model of inhomogeneous random graphs (IRGs) introduced by Soderberg [Sod02] and first studied rigorously by Bollobas, Janson and Riordan [BJR07]. Soderberg and this blog post address the case where vertices have a type drawn from a finite set. BJR address the setting with more general typespaces, in particular a continuum of types. This generalisation is essential if one wants to use IRGs to model effects more sophisticated than those of the classical Erdos-Renyi model G(n,c/n), but most of the methodology is present in the finite-type setting, and avoids the operator theory language which is perhaps intimidating for a first-time reader.

Inhomogeneous random graphs

Throughout, $k\ge 2$ is fixed. A graph with k types is a graph G=(V,E) together with a type function $V\to \{1,\ldots,k\}$. We will refer to a $k\times k$ symmetric matrix with non-negative entries as a kernel.

Given $n\in\mathbb{N}$ and a vector $p=(p_1,\ldots,p_k)\in\mathbb{N}_0^k$ satisfying $\sum p_i=n$, and $\kappa$ a kernel, we define the inhomogeneous random graph $G^n(p,\kappa)$ with k types as:

• the vertex set is [n],
• types are assigned uniformly at random to the vertices such that exactly $p_i$ vertices have type i.
• Conditional on these types, each edge $v\leftrightarrow w$ (for $v\ne w\in [n]$) is present, independently, with probability

$1 - \exp\left(-\frac{\kappa_{\mathrm{type}(v),\mathrm{type}(w)} }{n} \right).$

Notes on the definition:

• Alternatively, we could assign the types so that vertices $\{1,\ldots,p_1\}$ have type 1, $\{p_1+1,\ldots,p_1+p_2\}$ have type 2, etc etc. This makes no difference except in terms of the notation we have to use if we want to use exchangeability arguments later.
• An alternative model considers some distribution $\pi$ on [k], and assigns the types of the vertices of [n] in an IID fashion according to $\pi$. Essentially all the same results hold for these two models. (For example, this model with ‘random types’ can be studied by quenching the number of each type!) Often one works with whichever model seems easier for a given proof.
• Note that the edge probability given is $\approx \frac{\kappa_{\mathrm{type}(v),\mathrm{type}(w)}}{n}$. The exponential form has a more natural interpretation if we ever need to turn the IRGs into a process. Additionally, it avoids the requirement to treat small values of n (for which, a priori, $k/n$ might be greater than 1) separately.

In the above example, one can see that, roughly speaking, red vertices are more likely to be connected to each other than blue vertices. However, for both colours, they are more likely to be connected to a given vertex of the same colour than a vertex of the opposite colour. This might, for example, correspond to the kernel $\begin{pmatrix}3&1\\1&2\end{pmatrix}$.

The definition given above corresponds to a sparse setting, where the typical vertex degrees are $\Theta(1)$. Obviously, one can set up an inhomogeneous random graph in a dense regime by an identical argument.

From an applications point of view, it’s not hard to imagine that an IRG of some flavour might be a good model for many phenomena observed in reality, especially when a mean-field assumption is somewhat appropriate. The friendships of boys and girls in primary school seems a particularly resonant example, though doubtless there are many others.

One particular application is to recover the types of the vertices from the topology of the graph. That is, if you see the above picture without the colours, can you work out which vertices are red, and which are blue? (Assuming you know the kernel.) This is clearly impossible to do with anything like certainty in the sparse setting – how does one decide about isolated vertices, for example? The probabilities that a red vertex is isolated and that a blue vertex is isolated differ by a constant factor in the $n\rightarrow\infty$ limit. But in the dense setting, one can achieve this with high confidence. When studying such statistical questions, these IRGs are often referred to as stochastic block models, and the recent survey of Abbe [Abbe] gives a very rich history of this type of problem in this setting.

Poisson multitype branching processes

As in the case of the classical random graph G(n,c/n), we learn a lot about the IRG by studying its local structure. Let’s assume from now on that we are given a sequence of IRGs $G^n(p^n,\kappa)$ for which $\frac{p^n}{n}\rightarrow \pi$, where $\pi=(\pi_1,\ldots,\pi_k)\in[0,1]^k$ satisfies $||\pi||_1=1$.

Now, let $v^n$ be a uniformly-chosen vertex in [n]. Clearly $\mathrm{type}(v^n)\stackrel{d}\rightarrow \pi$, with the immediate mild notation abuse of viewing $\pi$ as a probability distribution on [k].

Then, conditional on $\mathrm{type}(v^n)=i$:

• when $j\ne i$, the number of type j neighbours of $v^n$ is distributed as $\mathrm{Bin}\left(p_j,1-\exp\left(-\frac{\kappa_{i,j}}{n}\right)\right)$.
• the number of type i neighbours of $v^n$ is distributed as $\mathrm{Bin}\left( p_i-1,1-\exp\left(-\frac{\kappa_{i,i}}{n}\right)\right)$.

Note that $p_j\left[1-\exp\left(-\frac{\kappa_{i,j}}{n}\right)\right]\approx \frac{p_j\cdot \kappa_{i,j}}{n} \approx \kappa_{i,j}\pi_j$, and similarly in the case j=i, so in both cases, the number of neighbours of type j is distributed approximately as $\mathrm{Poisson}(\kappa_{i,j}\pi_j)$.

This motivates the following definition of a branching process tree, whose vertices have k types. Continue reading

# Poisson Random Measures

[This is a companion to the previous post. They explore different aspects of the same problem which I have been thinking about from a research point of view. So that they can be read independently, there has inevitably been some overlap.]

As I explained in passing previously, Poisson Random Measures have come up in my current research project. Indeed, the context where they have appeared seems like a very good motivation for considering the construction and some properties of PRMs.

We begin not with a Poisson variable, but with a standard Erdos-Renyi random graph $G(n,\frac{c}{n})$. The local limit of a component in this random graph is given by a Galton-Watson branching process with Poisson(c) offspring distribution. Recall that a local limit is description of what the structure looks like near a given (or random) vertex. Since the vertices in G(n,p) are exchangeable, this rooting matters less. Anyway, the number of neighbours in the graph of our root is given by Bin(n-1,c/n). Suppose that the root v_0, has k neighbours. Then if we are just interested in determining the vertices in the component, we can ignore the possibility of further edges between these neighbours. So if we pick one of the neighbours of the root, say v_1, and count the number of neighbours of this vertex that we haven’t already considered, this is distributed as Bin(n-1-k,c/n), since we discount the root and the k neighbours of the root.

Then, as n grows large, Bin(n-1,c/n) converges in distribution to Po(c). Except on a very unlikely event whose probability we can control if we need, so does Bin(n-1-k,c/n). Indeed if we consider a set of K vertices which are already connected in some way, then the distribution of the number of neighbours of one of them which we haven’t already considered is still Po(c) in the limit.

Now we consider what happens if we declare the graph to be inhomogeneous. The simplest possible way to achieve this is to specify two types of vertices, say type A and type B. Then we specify the proportion of vertices of each type, and the probability that there is an edge between two vertices of given types. This is best given by a symmetric matrix. So for example, if we wanted a random bipartite graph, we could achieve this as described by setting all the diagonal entries of the matrix to be zero.

So does the local limit extend to this setting? Yes, unsurprisingly it does. To be concrete, let’s say that the proportion of types A and B are a and b respectively, and the probabilities of having edges between vertices of various types is given by $P=(p_{ij}/n)_{i,j\in\{A,B\}}$. So we can proceed exactly as before, only now we have to count how many type A neighbours and how many type B neighbours we see at all stages. We have to specify the type of our starting vertex. Suppose for now that it is type A. Then the number of type A neighbours is distributed as

$\text{Bin}(an,p_{AA}/n)\stackrel{d}{\rightarrow}\text{Po}(ap_{AA})$,

and similarly the limiting number of type B neighbours is $\sim \text{Po}(bp_{AB})$. Crucially, this is independent of the number of type A neighbours. The argument extends naturally to later generations, and the result is exactly a multitype Galton-Watson process as defined in the previous post.

My motivating model is the forest fire. Here, components get burned when they are large and reduced to singletons. It is therefore natural to talk about the ‘age’ of a vertex, that is, how long has elapsed since it was last burned. If we are interested in the forest fire process at some fixed time T>1, that is, once burning has started, then we can describe it as an inhomogeneous random graph, given that we know the ages of the vertices.

For, given two vertices with ages s and t, where WLOG s<t, we know that the older vertex could not have been joined to the other vertex between times T-t and T-s. Why? Well, if it had, then it too would have been burned at time T-s when the other vertex was burned. So the only possibility is that they might have been joined by an edge between times T-s and T. Since each edge arrives at rate 1/n, the probability that this happens is $1-e^{-s/n}\approx \frac{s}{n}$. Indeed, in general the probability that two vertices of ages s and t are joined at time T is $\frac{s\wedge t}{n}$.

Again at fixed time T>1, the sequence of ages of the vertices converges weakly to some fixed distribution (which depends on T) as the number of vertices grows to infinity. We can then recover the graph structure by assigning ages according to this distribution, then growing the inhomogeneous random graph with the kernel as described. The question is: when we look for a local limit, how to do we describe the offspring distribution?

Note that in the limit, components will be burned continuously, so the distribution of possible ages is continuous (with an atom at T for those vertices which have never been burned). So if we try to calculate the distribution of the number of neighbours of age s, we are going to be doomed, because with probability 1 then is no vertex of age s anywhere!

The answer is that the offspring distribution is given by a Poisson Random Measure. You can think of this as a Poisson Point Process where the intensity is non-constant. For example, let us consider how many neighbours we expect to have with ages [s,s+ds]. Let us suppose the age of our root is t>s+ds for now. Assuming the distribution of ages, $f(\cdot)$ is positive and continuous, the number of vertices with these ages in the system is roughly nf(s)ds, and so the number of neighbours with this property is roughly $\text{Bin}(nf(s)ds,\frac{s}{n})$. In particular, this does have a Poisson limit. We need to be careful about whether this Poisson limit is preserved by the approximation. In fact this is fine. Let’s assume WLOG that f is increasing at s. Then the number of age [s,s+ds] neighbours can be stochastically bounded between $\text{Bin}(nf(s)ds,\frac{s}{n})$ and $\text{Bin}(nf(s+ds)ds,\frac{s+ds}{n}$. As n grows, these converge in the distribution to two Poisson random variables, and then we can let ds go to zero. Note for full formalism, we may need to account for the large deviations event that the number of age s vertices in the system is noticeably different from its expectation. Whether this is necessary depends on whether the ages are assigning deterministically, or drawn IID-ly from f.

One important result to be drawn from this example is that the number of offspring from disjoint type sets, say $[s_1,s_2], [t_1,t_2]$ are independent, for the same reason as in the two-type setting, namely that the underlying binomial variables are independent. We are, after all, testing different sets of vertices! The other is that the number of neighbours with ages in some range is Poisson. Notice that these two results are consistent. The number of neighbours with ages in the set $[s_1,s_2]\cup [t_1,t_2]$ is given by the sum of two independent Poisson RVs, and hence is Poisson itself. The parameter of the sum RV is given by the sum of the original parameters.

These are essentially all the ingredients required for the definition of a Poisson Random Measure. Note that the set of offspring is a measure of the space of ages, or types. (Obviously, this isn’t a probability measure.) We take a general space E, with sigma algebra $\mathcal{E}$, and an underlying measure $\mu$ on E. We want a distribution $\nu$ for measures on E, such that for each Borel set $A\in\mathcal{E}$, $\nu(A)$, which is random because $\nu$ is, is distributed as $\text{Po}(\mu(A))$, and furthermore, for disjoint $A,B\in\mathcal{E}$, the random variables $\nu(A),\nu(B)$ are independent.

If $M=\mu(E)<\infty$, then constructing such a random measure is not too hard using a thinning property. We know that $\nu(E)\stackrel{d}{=}\text{Po}(M)$, and so if we sample a Poisson(M) number of RVs with distribution given by $\frac{\mu(\cdot)}{M}$, we get precisely the desired PRM. Proving this is the unique distribution with this property is best done using properties of the Laplace transform, which uniquely defines the law of a random measure in the same manner that the moment generating function defines the law of a random variable. Here the argument is a function, rather than a single variable for the MGF, reflecting the fact that the space of measures is a lot ‘bigger’ than the reals, where a random variable is supported. We can extend this construction for sigma-finite spaces, that is some countable union of finite spaces.

One nice result about Poisson random measures concerns the expectation of functions evaluated at such a random measure. Recall that some function f evaluated at the measure $\sum \delta_{x_i}$ is given by $\sum f(x_i)$. Then, subject to mild conditions on f, the expectation

$\mathbb{E}\nu (f)=\mu(f).$

Note that when $f=1_A$, this is precisely one of the definitions of the PRM. So by a monotone class result, it is not surprising that this holds more generally. Anyway, I’m currently trying to use results like these to get some control over what the structure of this branching processes look like, even when the type space is continuous as in the random graph with specified ages.

# 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