SearcharxivSearch

arXiv · 2003.10762

Asymptotics for Push on the Complete Graph

Abstract

We study the popular randomized rumour spreading protocol Push. Initially, a node in a graph possesses some information, which is then spread in a round based manner. In each round, each informed node chooses uniformly at random one of its neighbours and passes the information to it. The central quantity to investigate is the Runtime, that is, the number of rounds needed until every node has received the information. The Push protocol and variations of it have been studied extensively. Here we study the case where the underlying graph is complete with $n$ nodes. Even in this most basic setting, specifying the limiting distribution of the runtime as well as determining related quantities, like its expectation, have remained open problems since the protocol was introduced. In our main result we describe the limiting distribution of the runtime. We show that it does not converge, and that it becomes, after the appropriate normalization, asymptotically periodic both on the $\log_2n$ as well as on the $\ln n$ scale. In particular, the limiting distribution converges only if we restrict ourselves to suitable subsequences of $\mathbb N$, where simultaneously $\log_2 n-\lfloor\log_2n\rfloor\to x$ and $\ln n-\lfloor\ln n\rfloor\to y$ for some fixed $x,y\in [0,1)$. On such subsequences we show that the expected runtime is $\log_2 n+\ln n+h(x,y)+o(1)$, where $h$ is explicitly given and numerically $|\sup h - \inf h| \approx 2\cdot 10^{-4}$.

Explore related subjects

Keep this discovery

BibTeXRIS

Rami Daknama, Konstantinos Panagiotou, Simon Reisser. 2020-03-24. Asymptotics for Push on the Complete Graph. https://doi.org/10.1016/j.spa.2021.03.008

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