SearcharxivSearch

arXiv · 1711.02913

Transient and Slim versus Recurrent and Fat: Random Walks and the Trees they Grow

Abstract

Network growth models that embody principles such as preferential attachment and local attachment rules have received much attention over the last decade. Among various approaches, random walks have been leveraged to capture such principles. In this paper we consider the No Restart Random Walk (NRRW) model where a walker builds its graph (tree) while moving around. In particular, the walker takes s steps (a parameter) on the current graph. A new node with degree one is added to the graph and connected to the node currently occupied by the walker. The walker then resumes, taking another s steps, and the process repeats. We analyze this process from the perspective of the walker and the network, showing a fundamental dichotomy between transience and recurrence for the walker as well as power law and exponential degree distribution for the network. More precisely, we prove the following results: i) for s=1 the random walk is transient and the degree of every node is bounded from above by a geometric distribution. ii) for s even the random walk is recurrent and the degree of non-leaf nodes is bounded from below by a power law distribution with exponent decreasing in s. We also provide a lower bound for the fraction of leaves in the graph, and for s=2 our bound implies that the fraction of leaves goes to one as the graph size goes to infinity. NRRW exhibits an interesting mutual dependency between graph building and random walking that is fundamentally influenced by the parity of s. Understanding this kind of coupled dynamics is an important step towards modeling more realistic network growth processes.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Giulio Iacobelli, Daniel R. Figueiredo, Giovanni Neglia. 2017-11-08. Transient and Slim versus Recurrent and Fat: Random Walks and the Trees they Grow. https://arxiv.org/abs/1711.02913

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR