SearcharxivSearch

arXiv · 2504.19942

The edge-averaging process on graphs with random initial opinions

Abstract

In several settings (e.g., sensor networks and social networks), nodes of a graph are equipped with initial opinions, and the goal is to estimate the average of these opinions using local operations. A natural algorithm to achieve this is the edge-averaging process, where edges are repeatedly selected at random (according to independent Poisson clocks) and the opinions on the nodes of each selected edge are replaced by their average. The effectiveness of this algorithm is determined by its convergence rate. It is known that on a finite graph of $n$ nodes, the opinions reach approximate consensus in polynomial time. We prove that the convergence is much faster when the initial opinions are disordered (independent identically distributed): the time to reach approximate consensus is $O (\log^2n)$, and this bound is sharp. For infinite graphs, we show that for every $p\geq 1$, if the initial opinions are in $L^p$, then the opinion at each vertex converges to the mean in $L^p$, and if $p>4$, then almost sure convergence holds as well.

Explore related subjects

Keep this discovery

BibTeXRIS

Dor Elboim, Yuval Peres, Ron Peretz. 2025-04-28. The edge-averaging process on graphs with random initial opinions. https://arxiv.org/abs/2504.19942

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