SearcharxivSearch

arXiv · 2309.11840

Four universal growth regimes in degree-dependent first passage percolation on spatial random graphs I

Abstract

One-dependent first passage percolation is a spreading process on a graph where the transmission time through each edge depends on the direct surroundings of the edge. In particular, the classical iid transmission time $L_{xy}$ is multiplied by $(W_xW_y)^\mu$, a polynomial of the expected degrees $W_x, W_y$ of the endpoints of the edge $xy$, which we call the penalty function. Beyond the Markov case, we also allow any distribution for $L_{xy}$ with regularly varying distribution near $0$. We then run this process on three spatial scale-free random graph models: finite and infinite Geometric Inhomogeneous Random Graphs, and Scale-Free Percolation. In these spatial models, the connection probability between two vertices depends on their spatial distance and on their expected degrees. We show that as the penalty-function, i.e., $\mu$ increases, the transmission time between two far away vertices sweeps through four universal phases: explosive (with tight transmission times), polylogarithmic, polynomial but strictly sublinear, and linear in the Euclidean distance. The strictly polynomial growth phase here is a new phenomenon that so far was extremely rare in spatial graph models. The four growth phases are highly robust in the model parameters and are not restricted to phase boundaries. Further, the transition points between the phases depend non-trivially on the main model parameters: the tail of the degree distribution, a long-range parameter governing the presence of long edges, and the behaviour of the distribution $L$ near $0$. In this paper we develop new methods to prove the upper bounds in all sub-explosive phases. Our companion paper complements these results by providing matching lower bounds in the polynomial and linear regimes.

Explore related subjects

Keep this discovery

BibTeXRIS

Júlia Komjáthy, John Lapinskas, Johannes Lengler, Ulysse Schaller. 2023-09-21. Four universal growth regimes in degree-dependent first passage percolation on spatial random graphs I. https://arxiv.org/abs/2309.11840

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