SearcharxivSearch

arXiv · 2211.13537

Discursive Voter Models on the Supercritical Scale-Free Network

Abstract

The voter model is a classical interacting particle system, modelling how global consensus is formed by local imitation. We analyse the time to consensus for a particular family of voter models when the underlying structure is a scale-free inhomogeneous random graph, in the high edge density regime where this graph features a giant component. In this regime, we verify that the polynomial orders of consensus agree with those of their mean-field approximation in [Moinet et al., 2018]. This "discursive" family of models has a symmetrised interaction to better model discussions, and is indexed by a temperature parameter which, for certain parameters of the power law tail of the network's degree distribution, is seen to produce two distinct phases of consensus speed. Our proofs rely on the well-known duality to coalescing random walks and a control on the mixing time of these walks, using the known fast mixing of the Erd\H{o}s-R\'enyi giant subgraph. Unlike in the subcritical case [Fernley and Ortgiese, 2022] which requires tail exponent of the limiting degree distribution $\tau=1+1/\gamma >3$ as well as low edge density, in the giant component case we also address the "ultrasmall world" power law exponents $\tau \in (2,3]$.

Explore related subjects

Keep this discovery

BibTeXRIS

John Fernley. 2022-11-24. Discursive Voter Models on the Supercritical Scale-Free Network. https://arxiv.org/abs/2211.13537

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