SearcharxivSearch

arXiv · 2108.13014

New results for the random nearest neighbor tree

Abstract

In this paper, we study the online nearest neighbor random tree in dimension $d\in \mathbb N$ (called $d$-NN tree for short) defined as follows. We fix the torus $\mathbb T^d_n$ of dimension $d$ and area $n$ and equip it with the metric inherited from the Euclidean metric in $\mathbb R^d$. Then, embed consecutively $n$ vertices in $\mathbb T^d_n$ uniformly at random and independently, and let each vertex but the first one connect to its (already embedded) nearest neighbor. Call the resulting graph $G_n$. We show multiple results concerning the degree sequence of $G_n$. First, we prove that typically the number of vertices of degree at least $k\in \mathbb N$ in the $d$-NN tree decreases exponentially with $k$ and is tightly concentrated by a new Lipschitz-type concentration inequality that may be of independent interest. Second, we obtain that the maximum degree of $G_n$ is of logarithmic order. Third, we give explicit bounds for the number of leaves that are independent of the dimension and also give estimates for the number of paths of length two. Moreover, we show that typically the height of a uniformly chosen vertex in $G_n$ is $(1+o(1))\log n$ and the diameter of $\mathbb T^d_n$ is $(2e+o(1))\log n$, independently of the dimension. Finally, we define a natural infinite analog $G_{\infty}$ of $G_n$ and show that it corresponds to the local limit of the sequence of finite graphs $(G_n)_{n \ge 1}$. Moreover, we prove almost surely that $G_{\infty}$ is locally finite, that the simple random walk on $G_{\infty}$ is recurrent, and that $G_{\infty}$ is connected.

Explore related subjects

Keep this discovery

BibTeXRIS

Lyuben Lichev, Dieter Mitsche. 2021-08-30. New results for the random nearest neighbor tree. https://arxiv.org/abs/2108.13014

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