SearcharxivSearch

arXiv · 2411.02898

The connectivity and phase transition in inhomogeneous random graphs of finite types

Abstract

A significant generalization of the Erd\"os-R\'enyi random graph model is an `inhomogeneous' random graph where the edge probabilities vary according to vertex types. We identify the threshold value for this random graph with a finite number of vertex types to be connected and examine the model's behavior near this threshold value. In particular, we show that the threshold value is $c \frac{\log n }{n}$ for some $c>0$ which is explicitly determined, where $n$ denotes the number of vertices. Furthermore, we prove that near the threshold, the graph consists of a giant component and isolated vertices. We also investigate the phase transition and provide an alternative proof of the results by Bollob\'as et al. [Random Struct. Algorithms, 31, 3-122 (2007)]. Our proofs are based on an exploration process that corresponds to the graph, and instead of relying heavily on branching processes, we employ a random walk constructed from the exploration process. We then apply a large deviations theory to show that a reasonably large component is always significantly larger, a strategy used in both connectivity and phase transition analysis.

Explore related subjects

Keep this discovery

BibTeXRIS

Hamin Jung. 2024-11-05. The connectivity and phase transition in inhomogeneous random graphs of finite types. https://arxiv.org/abs/2411.02898

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