SearcharxivSearch

arXiv · 2509.16181

Kingman's coalescent on a random graph

Abstract

We introduce a generalization of Kingman's coalescent on $[n]$ that we call the Kingman coalescent on a graph $G = ([n],E)$. Specifically, we generalize a forest valued representation of the coalescent introduced in Addario-Berry and Eslava (2018). The difference between the Kingman coalescent on $G$ and the normal Kingman coalescent on $[n]$ is that two trees $T_1,T_2$ with roots $\rho_1,\rho_2$ can merge if and only if $\{\rho_1,\rho_2\} \in E$. When this process finishes (when there are no trees left that can merge anymore), we are left with a random spanning forest that we call a Kingman forest of $G$. In this article, we study the Kingman coalescent on Erd\H{o}s-R\'{e}nyi random graphs, $G_{n,p}$. We derive a relationship between the Kingman coalescent on $G_{n,p}$ and uniform random recursive trees, which provides many answers concerning structural questions about the corresponding Kingman forests. We explore the heights of Kingman forests as well as the sizes of their trees as illustrative examples of how to use the connection. Our main results concern the number of trees, $C_{n,p}$, in a Kingman forest of $G_{n,p}$. For fixed $p \in (0,1)$, we prove that $C_{n,p}$ converges in distribution to an almost surely finite random variable as $n \to \infty$. For $p = p(n)$ such that $p \to 0$ and $np \to \infty$ as $n \to \infty$, we prove that $C_{n,p}$ converges in probability to $\frac{2(1-p)}{p}$.

Explore related subjects

Keep this discovery

BibTeXRIS

Louigi Addario-Berry, Caelan Atamanchuk, Maxwell Kaye. 2025-09-19. Kingman's coalescent on a random graph. https://arxiv.org/abs/2509.16181

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