SearcharxivSearch

arXiv · 2609.15222

Bipodal optimizers in the upper-tail variational problem for regular subgraph densities

Abstract

Let $H$ be a fixed $d$-regular graph with $d\ge2$, and let $t(H,\cdot)$ denote its homomorphism density. We study the upper-tail event $t(H,G(n,p))\ge r^{|E(H)|}$ for fixed $0<p<r<1$ in a dense Erdős--Rényi random graph $G(n,p)$. Near the Lubetzky--Zhao replica-symmetric phase boundary and away from the exceptional target density $(d-1)/d$, we prove that the optimizer of the Chatterjee--Varadhan variational problem on the symmetry-breaking side is bipodal (two-block) and unique up to relabeling. Its block parameters depend analytically on $(p,r)$. To treat the exceptional boundary point, where the nonexceptional theory degenerates, we construct an analytic curve approaching that point from the symmetry-breaking side along which the unique optimizers are nonconstant rank-one bipodal graphons. In both settings, we derive asymptotic expansions of the edge-density deficit and the rate function that governs the exponential decay of the upper-tail probability. Moreover, the conditioned random graph converges in cut distance to the corresponding bipodal optimizer as $n\to\infty$. As $(p,r)$ approaches the phase boundary from the symmetry-breaking side, the optimizers converge to their constant limits through two distinct mechanisms. For each fixed nonexceptional target density, one block shrinks to zero measure, giving convergence in $L^1$ but not in $L^\infty$. Along the exceptional curve, both blocks remain macroscopic: their sizes tend to $1/2$ and all three block densities tend to $(d-1)/d$, yielding convergence in $L^\infty$.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Sangho Lim, Seonghyuk Im, Taeyoung Kim, Kyeongsik Nam, Hongseok Yang. 2026-09-14. Bipodal optimizers in the upper-tail variational problem for regular subgraph densities. https://arxiv.org/abs/2609.15222

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Local well-posedness of general mean field game master equations

This paper presents a generic approach for establishing mean field game master equations, applicable whenever the mean field equilibrium can be characterized by a McKean-Vlasov forward-backward stochastic differential equation system. The core of our approach is a representation formula for the first-order Lions derivative of the decoupling field of this forward-backward SDE system. We then employ a bootstrap argument to recursively compute its higher-order derivatives. To demonstrate the method's versatility, we establish the local well-posedness for master equations in three distinct models: extended mean field games, mean field games with volatility control, and mean field games with a major player.

math.PR

Uniqueness for nonlinear Fokker-Planck equations with general diffusion terms and their associated nonlinear Markov processes

This work is concerned with the uniqueness of distributional solutions to nonlinear Fokker-Planck equations with non-diagonal diffusion terms of type \begin{equation} u_{t}-\sum_{i,j=1}^{d} D^{2}_{ij}(a_{ij}(x)β(x,u))+ \text{div}(b(x,u)u)=0 \quad \text{in}\; (0, \infty) \times \mathbb{R}^{d} ,\notag \end{equation} with initial condition $u(0,x)\equiv u_{0}(x)$, where $a_{ij}$, $β$, and $b$ are suitable functions. Under suitable assumptions, this equation generates a continuous contraction semigroup $S(t): L^{1}(\mathbb{R}^{d}) \rightarrow L^{1}(\mathbb{R}^{d})$, and $u(t)=S(t)u_{0}$ is a mild solution to the equation. Our main contribution is to prove that this mild solution is unique in the much larger class of distributional solutions. This extends previous uniqueness results for the diagonal (also called isotropic) diffusion case $a_{ij} \equiv δ_{ij}$. Another key analytical result of this paper is the uniqueness for distributional solutions of the associated linearized equation. As a main application, we prove weak uniqueness for the corresponding McKean-Vlasov SDEs. Moreover, we prove that, the probabilistically weak solution to the McKean-Vlasov SDEs is also the unique probabilistically strong solution. Furthermore, we establish a new $L^{\infty}$ estimate for mild solutions starting from data in $L^{1}\cap L^{\infty}$ and this estimate is used in the construction of nonlinear Markov processes. Finally, we prove that the path laws of the solutions to the McKean-Vlasov SDEs form a nonlinear Markov process in the sense of McKean.

math.PR

Small-time annealed large deviations principle for one-dimensional diffusions in a random environment

In this paper, we establish a small-time annealed path large deviation principle for one-dimensional diffusions in a random environment associated with the generator ${\mathcal L}_W f(x)=e^{-ρ(x,W)}(e^{a(x,W)}f'(x))'$. The coefficients $\{ρ(x,\cdot):x\in\mathbb R\}$ and $\{a(x,\cdot):x\in\mathbb R\}$ are random. We assume that for each fixed realization of the environment, $ρ$ and $a$ are continuous and locally exponentially integrable, and that the support of the associated intrinsic coordinates is compact and non-collapsing. This framework includes the extensively studied Brox diffusion $dX_t=dB_t-\frac12\dot W(X_t)\,dt$, where $B$ is a standard Brownian motion and $W$ is an independent two-sided Brownian motion representing the environment. The Itô--McKean representation of the diffusions and the estimates of the first exit probabilities derived via Moser iteration play a crucial role.

math.PR