SearcharxivSearch

arXiv · 2106.05719

Singularity of the k-core of a random graph

Abstract

Very sparse random graphs are known to typically be singular (i.e., have singular adjacency matrix), due to the presence of "low-degree dependencies'' such as isolated vertices and pairs of degree-1 vertices with the same neighbourhood. We prove that these kinds of dependencies are in some sense the only causes of singularity: for constants $k\ge 3$ and $\lambda > 0$, an Erd\H{o}s--R\'enyi random graph $G\sim\mathbb{G}(n,\lambda/n)$ with $n$ vertices and edge probability $\lambda/n$ typically has the property that its $k$-core (its largest subgraph with minimum degree at least $k$) is nonsingular. This resolves a conjecture of Vu from the 2014 International Congress of Mathematicians, and adds to a short list of known nonsingularity theorems for "extremely sparse'' random matrices with density $O(1/n)$. A key aspect of our proof is a technique to extract high-degree vertices and use them to "boost'' the rank, starting from approximate rank bounds obtainable from (non-quantitative) spectral convergence machinery due to Bordenave, Lelarge and Salez.

Explore related subjects

Keep this discovery

BibTeXRIS

Asaf Ferber, Matthew Kwan, Ashwin Sah, Mehtaab Sawhney. 2021-06-10. Singularity of the k-core of a random graph. https://arxiv.org/abs/2106.05719

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