SearcharxivSearch

arXiv · 1910.13881

Normal limit laws for vertex degrees in randomly grown hooking networks and bipolar networks

Abstract

We consider two types of random networks grown in blocks. Hooking networks are grown from a set of graphs as blocks, each with a labelled vertex called a hook. At each step in the growth of the network, a vertex called a latch is chosen from the hooking network and a copy of one of the blocks is attached by fusing its hook with the latch. Bipolar networks are grown from a set of directed graphs as blocks, each with a single source and a single sink. At each step in the growth of the network, an arc is chosen and is replaced with a copy of one of the blocks. Using P\'olya urns, we prove normal limit laws for the degree distributions of both networks. We extend previous results by allowing for more than one block in the growth of the networks and by studying arbitrarily large degrees.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Colin Desmarais, Cecilia Holmgren. 2019-10-30. Normal limit laws for vertex degrees in randomly grown hooking networks and bipolar networks. https://doi.org/10.37236/9139

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