SearcharxivSearch

arXiv · 2606.09386

High-degree vertices in uniform recursive directed acyclic graphs with freezing

Abstract

We study uniform recursive directed acyclic graphs with freezing. Here, a graph is built by adding vertices one-by-one and connecting a new vertex to $m\in\mathbb N$ uniformly selected vertices already present. At certain steps vertices can also be frozen, and arriving vertices are not allowed to connect to frozen vertices. This model generalises the uniform attachment tree with freezing, introduced by Bellin et. al (which corresponds to the case $m=1$) as well as the uniform recursive directed acyclic graph model (where no vertices are frozen). Under mild assumptions on when vertices are frozen, we study the empirical degree distribution, large degrees in the graph, and other properties of large-degree vertices such as their label and distance to the first vertex in the graph. Our work improves and/or extends various results from the literature on uniform attachment trees (with freezing) and uniform recursive directed acyclic graphs without freezing. In particular, our results show that statistics that are determined `locally' (e.g. the empirical degree distribution and maximum degree) are essentially unaffected by the freezing of vertices, whereas statistics that are determined `globally' (e.g. the length of paths between vertices) are highly affected by introducing freezing. The analysis relies on adapting the Kingman coalescent construction for uniform attachment trees to the non-tree setting.

Explore related subjects

Keep this discovery

BibTeXRIS

Rafael Engel, Bas Lodewijks. 2026-06-08. High-degree vertices in uniform recursive directed acyclic graphs with freezing. https://arxiv.org/abs/2606.09386

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