SearcharxivSearch

arXiv · 1907.12212

Phase Transitions of Best-of-Two and Best-of-Three on Stochastic Block Models

Abstract

This paper is concerned with voting processes on graphs where each vertex holds one of two different opinions. In particular, we study the \emph{Best-of-two} and the \emph{Best-of-three}. Here at each synchronous and discrete time step, each vertex updates its opinion to match the majority among the opinions of two random neighbors and itself (the Best-of-two) or the opinions of three random neighbors (the Best-of-three). Previous studies have explored these processes on complete graphs and expander graphs, but we understand significantly less about their properties on graphs with more complicated structures. In this paper, we study the Best-of-two and the Best-of-three on the stochastic block model $G(2n,p,q)$, which is a random graph consisting of two distinct Erd\H{o}s-R\'enyi graphs $G(n,p)$ joined by random edges with density $q\leq p$. We obtain two main results. First, if $p=\omega(\log n/n)$ and $r=q/p$ is a constant, we show that there is a phase transition in $r$ with threshold $r^*$ (specifically, $r^*=\sqrt{5}-2$ for the Best-of-two, and $r^*=1/7$ for the Best-of-three). If $r>r^*$, the process reaches consensus within $O(\log \log n+\log n/\log (np))$ steps for any initial opinion configuration with a bias of $\Omega(n)$. By contrast, if $r r^*$, we show that, for any initial opinion configuration, the process reaches consensus within $O(\log n)$ steps. To the best of our knowledge, this is the first result concerning multiple-choice voting for arbitrary initial opinion configurations on non-complete graphs.

Explore related subjects

Keep this discovery

BibTeXRIS

Nobutaka Shimizu, Takeharu Shiraga. 2019-07-29. Phase Transitions of Best-of-Two and Best-of-Three on Stochastic Block Models. https://arxiv.org/abs/1907.12212

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