arXiv subjects

Johan S. H. van Leeuwaarden

Publications and source records attributed to Johan S. H. van Leeuwaarden.

At least 37 records · Page 2Linked to original sources

arXiv2020

Critical percolation on scale-free random graphs: New universality class for the configuration model

In this paper, we study the critical behavior of percolation on a configuration model with degree distribution satisfying an infinite second-moment condition, which includes power-law degrees with exponent $τ\in (2,3)$. It is well known that, in this regime, many canonical random graph models, such as the configuration model, are robust in the sense that the giant component is not destroyed when the percolation probability stays bounded away from zero. Thus, the critical behavior is observed when the percolation probability tends to zero with the network size, despite of the fact that the average degree remains bounded. In this paper, we initiate the study of critical random graphs in the infinite second-moment regime by identifying the critical window for the configuration model. We prove scaling limits for component sizes and surplus edges, and show that the maximum diameter the critical components is of order $\log n$, which contrasts with the previous universality classes arising in the literature. This introduces a third and novel universality class for the critical behavior of percolation on random networks, that is not covered by the multiplicative coalescent framework due to Aldous and Limic (1998). We also prove concentration of the component sizes outside the critical window, and that a unique, complex giant component emerges after the critical window. This completes the picture for the percolation phase transition on the configuration model.

math.PR↗

arXiv2020

Optimal subgraph structures in scale-free configuration models

Subgraphs reveal information about the geometry and functionalities of complex networks. For scale-free networks with unbounded degree fluctuations, we obtain the asymptotics of the number of times a small connected graph occurs as a subgraph or as an induced subgraph. We obtain these results by analyzing the configuration model with degree exponent $τ\in(2,3)$ and introducing a novel class of optimization problems. For any given subgraph, the unique optimizer describes the degrees of the vertices that together span the subgraph. We find that subgraphs typically occur between vertices with specific degree ranges. In this way, we can count and characterize {\it all} subgraphs. We refrain from double counting in the case of multi-edges, essentially counting the subgraphs in the {\it erased} configuration model.

math.PR↗

arXiv2019

Heavy-tailed configuration models at criticality

We study the critical behavior of the component sizes for the configuration model when the tail of the degree distribution of a randomly chosen vertex is a regularly-varying function with exponent $τ-1$, where $τ\in (3,4)$. The component sizes are shown to be of the order $n^{(τ-2)/(τ-1)}L(n)^{-1}$ for some slowly-varying function $L(\cdot)$. We show that the re-scaled ordered component sizes converge in distribution to the ordered excursions of a thinned Lévy process. This proves that the scaling limits for the component sizes for these heavy-tailed configuration models are in a different universality class compared to the Erdős-Rényi random graphs. Also the joint re-scaled vector of ordered component sizes and their surplus edges is shown to have a distributional limit under a strong topology. Our proof resolves a conjecture by Joseph, Ann. Appl. Probab. (2014) about the scaling limits of uniform simple graphs with i.i.d degrees in the critical window, and sheds light on the relation between the scaling limits obtained by Joseph and in this paper, which appear to be quite different. Further, we use percolation to study the evolution of the component sizes and the surplus edges within the critical scaling window, which is shown to converge in finite dimension to the augmented multiplicative coalescent process introduced by Bhamidi et. al., Probab. Theory Related Fields (2014). The main results of this paper are proved under rather general assumptions on the vertex degrees. We also discuss how these assumptions are satisfied by some of the frameworks that have been studied previously.

math.PR↗

arXiv2019

Finding induced subgraphs in scale-free inhomogeneous random graphs

We study the problem of finding a copy of a specific induced subgraph on inhomogeneous random graphs with infinite variance power-law degrees. We provide a fast algorithm that finds a copy of any connected graph $H$ on a fixed number of $k$ vertices as an induced subgraph in a random graph with $n$ vertices. By exploiting the scale-free graph structure, the algorithm runs in $O(n k)$ time for small values of $k$. As a corollary, this shows that the induced subgraph isomorphism problem can be solved in time $O(nk)$ for the inhomogeneous random graph. We test our algorithm on several real-world data sets.

cs.DS↗

arXiv2019

Economies-of-scale in resource sharing systems: tutorial and partial review of the QED heavy-traffic regime

Multi-server queueing systems describe situations in which users require service from multiple parallel servers. Examples include check-in lines at airports, waiting rooms in hospitals, queues in contact centers, data buffers in wireless networks, and delayed service in cloud data centers. These are all situations with jobs (clients, patients, tasks) and servers (agents, beds, processors) that have large capacity levels, ranging from the order of tens (checkouts) to thousands (processors). This survey investigates how to design such systems to exploit resource pooling and economies-of-scale. In particular, we review the mathematics behind the Quality-and-Efficiency Driven (QED) regime, which lets the system operate close to full utilization, while the number of servers grows simultaneously large and delays remain manageable. Aimed at a broad audience, we describe in detail the mathematical concepts for the basic Markovian many-server system, and only provide sketches or references for more advanced settings related to e.g. load balancing, overdispersion, parameter uncertainty, general service requirements and queueing networks. While serving as a partial survey of a massive body of work, the tutorial is not aimed to be exhaustive.

math.PR↗

arXiv2019

Mean-field limits for large-scale random-access networks

We establish mean-field limits for large-scale random-access networks with buffer dynamics and arbitrary interference graphs. While saturated-buffer scenarios have been widely investigated and yield useful throughput estimates for persistent sessions, they fail to capture the fluctuations in buffer contents over time, and provide no insight in the delay performance of flows with intermittent packet arrivals. Motivated by that issue, we explore in the present paper random-access networks with buffer dynamics, where flows with empty buffers refrain from competition for the medium. The occurrence of empty buffers thus results in a complex dynamic interaction between activity states and buffer contents, which severely complicates the performance analysis. Hence we focus on a many-sources regime where the total number of nodes grows large, which not only offers mathematical tractability but is also highly relevant with the densification of wireless networks as the Internet of Things emerges. We exploit time scale separation properties to prove that the properly scaled buffer occupancy process converges to the solution of a deterministic initial-value problem, and establish the existence and uniqueness of the associated fixed point. This approach simplifies the performance analysis of networks with huge numbers of nodes to a low-dimensional fixed-point calculation. For the case of a complete interference graph, we demonstrate asymptotic stability, provide a simple closed-form expression for the fixed point, and prove interchange of the mean-field and steady-state limits. This yields asymptotically exact approximations for key performance metrics, in particular the stationary buffer content and packet delay distributions. The methodological framework that we develop easily extends to various model refinements as will be illustrated by several examples.

math.PR↗

arXiv2019

Variational principle for scale-free network motifs

For scale-free networks with degrees following a power law with an exponent $τ\in(2,3)$, the structures of motifs (small subgraphs) are not yet well understood. We introduce a method designed to identify the dominant structure of any given motif as the solution of an optimization problem. The unique optimizer describes the degrees of the vertices that together span the most likely motif, resulting in explicit asymptotic formulas for the motif count and its fluctuations. We then classify all motifs into two categories: motifs with small and large fluctuations.

cs.SI↗

arXiv2019

Asymptotically Optimal Load Balancing Topologies

We consider a system of $N$ servers inter-connected by some underlying graph topology $G_N$. Tasks arrive at the various servers as independent Poisson processes of rate $λ$. Each incoming task is irrevocably assigned to whichever server has the smallest number of tasks among the one where it appears and its neighbors in $G_N$. Tasks have unit-mean exponential service times and leave the system upon service completion. The above model has been extensively investigated in the case $G_N$ is a clique. Since the servers are exchangeable in that case, the queue length process is quite tractable, and it has been proved that for any $λ< 1$, the fraction of servers with two or more tasks vanishes in the limit as $N \to \infty$. For an arbitrary graph $G_N$, the lack of exchangeability severely complicates the analysis, and the queue length process tends to be worse than for a clique. Accordingly, a graph $G_N$ is said to be $N$-optimal or $\sqrt{N}$-optimal when the occupancy process on $G_N$ is equivalent to that on a clique on an $N$-scale or $\sqrt{N}$-scale, respectively. We prove that if $G_N$ is an Erdős-Rényi random graph with average degree $d(N)$, then it is with high probability $N$-optimal and $\sqrt{N}$-optimal if $d(N) \to \infty$ and $d(N) / (\sqrt{N} \log(N)) \to \infty$ as $N \to \infty$, respectively. This demonstrates that optimality can be maintained at $N$-scale and $\sqrt{N}$-scale while reducing the number of connections by nearly a factor $N$ and $\sqrt{N} / \log(N)$ compared to a clique, provided the topology is suitably random. It is further shown that if $G_N$ contains $Θ(N)$ bounded-degree nodes, then it cannot be $N$-optimal. In addition, we establish that an arbitrary graph $G_N$ is $N$-optimal when its minimum degree is $N - o(N)$, and may not be $N$-optimal even when its minimum degree is $c N + o(N)$ for any $0 < c < 1/2$.

math.PR↗

arXiv2018

Job Allocation in Large-Scale Service Systems with Affinity Relations

We consider load balancing in service systems with affinity relations between jobs and servers. Specifically, an arriving job can be allocated to a fast, primary server from a particular selection associated with this job or to a secondary server to be processed at a slower rate. Such job-server affinity relations can model network topologies based on geographical proximity, or data locality in cloud scenarios. We introduce load balancing schemes that allocate jobs to primary servers if available, and otherwise to secondary servers. A novel coupling construction is developed to obtain stability conditions and performance bounds using a coupling technique. We also conduct a fluid limit analysis for symmetric model instances, which reveals a delicate interplay between the model parameters and load balancing performance.

math.PR↗

arXiv2018

Counting cliques and cycles in scale-free inhomogeneous random graphs

Scale-free networks contain many small cliques and cycles. We model such networks as inhomogeneous random graphs with regularly varying infinite-variance weights. For these models, the number of cliques and cycles have exact integral expressions amenable to asymptotic analysis. We obtain various asymptotic descriptions for how the average number of cliques and cycles, of any size, grow with the network size. For the cycle asymptotics we invoke the theory of circulant matrices.

math.PR↗

arXiv2018

Scale-free network clustering in hyperbolic and other random graphs

Random graphs with power-law degrees can model scale-free networks as sparse topologies with strong degree heterogeneity. Mathematical analysis of such random graphs proved successful in explaining scale-free network properties such as resilience, navigability and small distances. We introduce a variational principle to explain how vertices tend to cluster in triangles as a function of their degrees. We apply the variational principle to the hyperbolic model that quickly gains popularity as a model for scale-free networks with latent geometries and clustering. We show that clustering in the hyperbolic model is non-vanishing and self-averaging, so that a single random graph sample is a good representation in the large-network limit. We also demonstrate the variational principle for some classical random graphs including the preferential attachment model and the configuration model.

physics.soc-ph↗

arXiv2018

Pollaczek contour integrals for the fixed-cycle traffic-light queue

The fixed-cycle traffic-light (FCTL) queue is the standard model for intersections with static signaling, where vehicles arrive, form a queue and depart during cycles controlled by a traffic light. Classical analysis of the FCTL queue based on transform methods requires a computationally challenging step of finding the complex-valued roots of some characteristic equation. Building on the recent work of Oblakova et al. (Exact expected delay and distribution for the fixed-cycle traffic-light model and similar systems in explicit form, 2016), we obtain a contour-integral expression, reminiscent of Pollaczek integrals for bulk-service queues, for the probability generating function of the steady-state FCTL queue. We also show that similar contour integrals arise for generalizations of the FCTL queue introduced in Oblakova et al. (2016) that relax some of the classical assumptions. Our results allow to compute the queue-length distribution and all its moments using algorithms that rely on contour integrals and avoid root-finding procedures.

math.PR↗

arXiv2018

Universality of Power-of-$d$ Load Balancing in Many-Server Systems

We consider a system of $N$ parallel single-server queues with unit exponential service rates and a single dispatcher where tasks arrive as a Poisson process of rate $λ(N)$. When a task arrives, the dispatcher assigns it to a server with the shortest queue among $d(N)$ randomly selected servers ($1 \leq d(N) \leq N$). This load balancing strategy is referred to as a JSQ($d(N)$) scheme, marking that it subsumes the celebrated Join-the-Shortest Queue (JSQ) policy as a crucial special case for $d(N) = N$. We construct a stochastic coupling to bound the difference in the queue length processes between the JSQ policy and a scheme with an arbitrary value of $d(N)$. We use the coupling to derive the fluid limit in the regime where $λ(N) / N \to λ< 1$ as $N \to \infty$ with $d(N) \to\infty$, along with the associated fixed point. The fluid limit turns out not to depend on the exact growth rate of $d(N)$, and in particular coincides with that for the JSQ policy. We further leverage the coupling to establish that the diffusion limit in the critical regime where $(N - λ(N)) / \sqrt{N} \to β> 0$ as $N \to \infty$ with $d(N)/(\sqrt{N} \log (N))\to\infty$ corresponds to that for the JSQ policy. These results indicate that the optimality of the JSQ policy can be preserved at the fluid-level and diffusion-level while reducing the overhead by nearly a factor O($N$) and O($\sqrt{N}/\log(N)$), respectively.

math.PR↗

arXiv2018

Parameter estimators of random intersection graphs with thinned communities

This paper studies a statistical network model generated by a large number of randomly sized overlapping communities, where any pair of nodes sharing a community is linked with probability $q$ via the community. In the special case with $q=1$ the model reduces to a random intersection graph which is known to generate high levels of transitivity also in the sparse context. The parameter $q$ adds a degree of freedom and leads to a parsimonious and analytically tractable network model with tunable density, transitivity, and degree fluctuations. We prove that the parameters of this model can be consistently estimated in the large and sparse limiting regime using moment estimators based on partially observed densities of links, 2-stars, and triangles.

math.PR↗

arXiv2017

Scalable Load Balancing in Networked Systems: Universality Properties and Stochastic Coupling Methods

We present an overview of scalable load balancing algorithms which provide favorable delay performance in large-scale systems, and yet only require minimal implementation overhead. Aimed at a broad audience, the paper starts with an introduction to the basic load balancing scenario, consisting of a single dispatcher where tasks arrive that must immediately be forwarded to one of $N$ single-server queues. A popular class of load balancing algorithms are so-called power-of-$d$ or JSQ($d$) policies, where an incoming task is assigned to a server with the shortest queue among $d$ servers selected uniformly at random. This class includes the Join-the-Shortest-Queue (JSQ) policy as a special case ($d = N$), which has strong stochastic optimality properties and yields a mean waiting time that vanishes as $N$ grows large for any fixed subcritical load. However, a nominal implementation of the JSQ policy involves a prohibitive communication burden in large-scale deployments. In contrast, a random assignment policy ($d = 1$) does not entail any communication overhead, but the mean waiting time remains constant as $N$ grows large for any fixed positive load. In order to examine the fundamental trade-off between performance and implementation overhead, we consider an asymptotic regime where $d(N)$ depends on $N$. We investigate what growth rate of $d(N)$ is required to match the performance of the JSQ policy on fluid and diffusion scale. The results demonstrate that the asymptotics for the JSQ($d(N)$) policy are insensitive to the exact growth rate of $d(N)$, as long as the latter is sufficiently fast, implying that the optimality of the JSQ policy can asymptotically be preserved while dramatically reducing the communication overhead. We additionally show how the communication overhead can be reduced yet further by the so-called Join-the-Idle-Queue scheme, leveraging memory at the dispatcher.

cs.PF↗

arXiv2017

Spitzer's identity for discrete random walks

Spitzer's identity describes the position of a reflected random walk over time in terms of a bivariate transform. Among its many applications in probability theory are congestion levels in queues and random walkers in physics. We present a new derivation of Spitzer's identity under the assumption that the increments of the random walk have bounded jumps to the left. This mild assumption facilitates a proof of Spitzer's identity that only uses basic properties of analytic functions and contour integration. The main novelty, believed to be of broader interest, is a reversed approach that recognizes a factored polynomial expression as the outcome of Cauchy's formula.

math.PR↗

arXiv2017

Triadic closure in configuration models with unbounded degree fluctuations

The configuration model generates random graphs with any given degree distribution, and thus serves as a null model for scale-free networks with power-law degrees and unbounded degree fluctuations. For this setting, we study the local clustering $c(k)$, i.e., the probability that two neighbors of a degree-$k$ node are neighbors themselves. We show that $ c(k)$ progressively falls off with $k$ and eventually for $k=Ω(\sqrt{n})$ settles on a power law $c(k)\sim k^{-2(3-τ)}$ with $τ\in(2,3)$ the power-law exponent of the degree distribution. This fall-off has been observed in the majority of real-world networks and signals the presence of modular or hierarchical structure. Our results agree with recent results for the hidden-variable model and also give the expected number of triangles in the configuration model when counting triangles only once despite the presence of multi-edges. We show that only triangles consisting of triplets with uniquely specified degrees contribute to the triangle counting.

math.PR↗

arXiv2017

Clustering Spectrum of scale-free networks

Real-world networks often have power-law degrees and scale-free properties such as ultra-small distances and ultra-fast information spreading. In this paper, we study a third universal property: three-point correlations that suppress the creation of triangles and signal the presence of hierarchy. We quantify this property in terms of $\bar c(k)$, the probability that two neighbors of a degree-$k$ node are neighbors themselves. We investigate how the clustering spectrum $k\mapsto\bar c(k)$ scales with $k$ in the hidden variable model and show that $c(k)$ follows a {\it universal curve} that consists of three $k$-ranges where $\bar c(k)$ remains flat, starts declining, and eventually settles on a power law $\bar c(k)\sim k^{-α}$ with $α$ depending on the power law of the degree distribution. We test these results against ten contemporary real-world networks and explain analytically why the universal curve properties only reveal themselves in large networks.

cs.SI↗