SearcharxivSearch

arXiv · 2402.06394

Dense and nondense limits for uniform random intersection graphs

Abstract

We obtain the scaling limits of random graphs drawn uniformly in three families of intersection graphs: permutation graphs, circle graphs, and unit interval graphs. The two first families typically generate dense graphs, in these cases we prove a.s. convergence to an explicit deterministic graphon. Uniform unit interval graphs are nondense and we prove convergence in the sense of Gromov-Prokhorov after normalization of the distances: the limiting object is the interval $[0,1]$ endowed with a random metric defined through a Brownian excursion. Asymptotic results for the number of cliques of size $k$ ($k$ fixed) in a uniform random graph in each of these three families are also given. In all three cases, an important ingredient of the proof is that, for indecomposable graphs in each class (where the notion of indecomposability depends on the class), the combinatorial object defining the graph (permutation, matching, or intervals) is essentially unique.

Explore related subjects

Keep this discovery

BibTeXRIS

Frédérique Bassino, Mathilde Bouvel, Valentin Féray, Lucas Gerin, Adeline Pierrot. 2024-02-09. Dense and nondense limits for uniform random intersection graphs. https://arxiv.org/abs/2402.06394

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