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Kyeongsik Nam

Publications and source records attributed to Kyeongsik Nam.

At least 19 recordsLinked to original sources

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

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 $L^\infty$.

math.PR

Logarithmic intermittency of the critical 2D SHF

While the solution to the $1+1$ dimensional stochastic heat equation with multiplicative noise is closely related to the exponential of a Brownian motion, the two-dimensional picture exhibits an additional weak-to-strong disorder transition. In [CSZ '23], the critical two-dimensional stochastic heat flow (SHF) was constructed as the scaling limit of the partition function of $2+1$ dimensional directed polymers under the logarithmic intermediate-disorder scaling at criticality. The SHF is a random measure and, like many naturally occurring random measures, it is expected to exhibit rich intermittency. [CSZ '25] established that it is almost surely singular with respect to the Lebesgue measure. More recently, [GT '26] showed that the logarithm of the SHF averaged over small balls is asymptotically Gaussian, with both its mean and variance diverging as the ball radius tends to zero. In this paper we prove a sharp result quantifying the singularity of the support of the SHF as well as its intermittency. In particular, we show that, almost surely, for all small $\varepsilon>0$, up to a vanishing error, all the mass of the point-to-plane SHF in any domain is concentrated on ${1}/{\big(\varepsilon^2\log^{1/2+o(1)}(1/\varepsilon)\big)}$ balls of radius $\varepsilon$, each containing $\varepsilon^2{\log^{1/2+o(1)}(1/\varepsilon)}$ mass, thus precisely establishing its logarithmic fractal behavior. A key ingredient in the proof is a refined large-deviations theory, which allows access to conditional distributions, by taking advantage of the Gaussian-like behavior of the SHF at quasi-critical scales. A further useful observation that features prominently is that conditioning a Brownian motion on its endpoint being unusually large essentially induces a shift in the mean of its increments, and consequently, at small enough scales, their distributions do not alter significantly.

math.PR

Last passage percolation in hierarchical environments

Last passage percolation (LPP) is a model of a directed metric and a zero-temperature polymer where the main observable is a directed path evolving in a random environment accruing as energy the sum of the random weights along itself. When the environment has light tails and a fast decay of correlation, the fluctuations of LPP are predicted to be explained by the Kardar-Parisi-Zhang (KPZ) universality theory. However, the KPZ theory is not expected to apply for many natural environments, particularly "critical" ones exhibiting a hierarchical structure often leading to logarithmic correlations. In this article, we initiate a novel study of LPP in such hierarchical environments by investigating two particularly interesting examples. The first is an i.i.d. environment but with a power-law distribution with an inverse quadratic tail decay which is conjectured to be the critical point for the validity of the KPZ scaling relation. The second is the Branching Random Walk which is a hierarchical approximation of the two-dimensional Gaussian Free Field. The second example may be viewed as a high-temperature (weak coupling) directed version of Liouville Quantum Gravity, which is a model of random geometry driven by the exponential of a logarithmically correlated field. Due to the underlying fractal structure, LPP in such environments is expected to exhibit logarithmic correction terms with novel critical exponents. While discussions about such critical models appear in the physics literature, precise predictions about exponents seem to be missing. Developing a framework based on multi-scale analysis, we obtain bounds on such exponents and prove almost optimal concentration results in all dimensions for both models. As a byproduct of our analysis we answer a long-standing question of Martin on necessary and sufficient conditions for the linear growth of the LPP energy in i.i.d. environments.

math.PR

Central limit theorem for linear eigenvalue statistics of random geometric graphs

Random spatial networks-that is, graphs whose connectivity is governed by geometric proximity-have emerged as fundamental models for systems constrained by an underlying spatial structure. A prototypical example is the random geometric graph, obtained by placing vertices according to a Poisson point process and connecting two vertices whenever their Euclidean distance is less than a certain threshold. Despite their broad applicability, the spectral properties of such spatial models remain far less understood than those of classical random graph models, such as Erdős-Rényi graphs and Wigner matrices. The main obstacle is the presence of spatial constraints, which induce highly nontrivial dependencies among edges, placing these models outside the scope of techniques developed for purely combinatorial random graphs. In this paper, we provide the first rigorous analysis of Gaussian fluctuations for linear eigenvalue statistics of random geometric graphs. Specifically, we establish central limit theorems for $\text{Tr}[ϕ(A)]$, where $A$ is the adjacency matrix and $ϕ$ ranges over a broad class of suitable (possibly non-polynomial) test functions. In the polynomial setting, we moreover obtain a quantitative central limit theorem, including an explicit convergence rate to the limiting Gaussian law. We further obtain polynomial-test-function CLTs for other canonical random spatial networks, including $k$-nearest neighbor graphs and relative neighborhood graphs. Our results open new avenues for the study of spectral fluctuations in spatially embedded random structures and underscore the delicate interplay between geometry, local dependence, and spectral behavior.

math.PR

Large $n$-limit of matrix control problems and non-commutative controls

Building on the free-probability stochastic control framework introduced in arXiv:2502.17329, we connect optimal control problems for $n \times n$ random matrix ensembles with their infinite-dimensional, free-probability analogues. Under natural convexity hypotheses, we prove that the non-commutative value function captures the large-$n$ limit of the corresponding finite-matrix control problems. As an application, we give a new perspective on the Laplace principle for convex functionals in the theory of large deviations for random matrices.

math.AP

Sharp moment and upper tail asymptotics for the critical $2d$ Stochastic Heat Flow

While $1+1$ dimensional growth models in the Kardar-Parisi-Zhang universality class have witnessed an explosion of activity, higher dimensional models remain much less explored. The special case of $2+1$ dimensions is particularly interesting as it is, in physics parlance, neither ultraviolet nor infrared super-renormalizable. Canonical examples include the stochastic heat equation (SHE) with multiplicative noise and directed polymers. The models exhibit a weak to strong disorder transition as the inverse temperature, up to a logarithmic (in the system size) scaling, crosses a critical value. While the sub-critical picture has been established in detail, very recently [CSZ '23] constructed a scaling limit of the critical $2+1$ dimensional directed polymer partition function, termed as the critical $2d$ Stochastic Heat Flow (SHF), a random measure on $\mathbb{R}^2.$ The SHF is expected to exhibit a rich intermittent behavior and consequently a rapid growth of its moments. The $h^{th}$ moment was known to grow at least as $\exp(Ω(h^{2}))$ (a consequence of the Gaussian correlation inequality) and at most as $\exp(\exp (O(h^2)))$. The true growth rate, however, was predicted to be $\exp(\exp (Θ(h)))$ in the late nineties [R '99]. In this paper we prove a lower bound of the $h^{th}$ moment which matches the predicted value, thereby exponentially improving the previous lower bound. We also obtain rather sharp bounds on its upper tail. The key ingredient in the proof involves establishing a new connection of the SHF and moments thereof to the Gaussian Free Field (GFF) on related Feynman diagrams. This connection opens the door to the rich algebraic structure of the GFF to study the SHF. Along the way we also prove a new monotonicity property of the correlation kernel for the SHF as a consequence of the domain Markov property of the GFF.

math.PR

Viscosity Solutions in Non-commutative Variables

Motivated by parallels between mean field games and random matrix theory, we develop stochastic optimal control problems and viscosity solutions to Hamilton-Jacobi equations in the setting of non-commutative variables. Rather than real vectors, the inputs to the equation are tuples of self-adjoint operators from a tracial von Neumann algebra. The individual noise from mean field games is replaced by a free semi-circular Brownian motion, which describes the large-$n$ limit of Brownian motion on the space of self-adjoint matrices. We introduce a classical common noise from mean field games into the non-commutative setting as well, allowing the problems to combine both classical and non-commutative randomness.

math.AP

Monotone Curve Estimation via Convex Duality

A principal curve serves as a powerful tool for uncovering underlying structures of data through 1-dimensional smooth and continuous representations. On the basis of optimal transport theories, this paper introduces a novel principal curve framework constrained by monotonicity with rigorous theoretical justifications. We establish statistical guarantees for our monotone curve estimate, including expected empirical and generalized mean squared errors, while proving the existence of such estimates. These statistical foundations justify adopting the popular early stopping procedure in machine learning to implement our numeric algorithm with neural networks. Comprehensive simulation studies reveal that the proposed monotone curve estimate outperforms competing methods in terms of accuracy when the data exhibits a monotonic structure. Moreover, through two real-world applications on future prices of copper, gold, and silver, and avocado prices and sales volume, we underline the robustness of our curve estimate against variable transformation, further confirming its effective applicability for noisy and complex data sets. We believe that this monotone curve-fitting framework offers significant potential for numerous applications where monotonic relationships are intrinsic or need to be imposed.

stat.ME

The Nonlocal Stefan Problem via a Martingale Transport

We study the nonlocal Stefan problem, where the phase transition is described by a nonlocal diffusion as well as the change of enthalpy functions. By using a stochastic optimization approach introduced for the local case, we construct global-time weak solutions and give a probabilistic interpretation for the solutions. An important ingredient in our analysis is a probabilistic interpretation of the enthalpy and temperature variables in terms of a particle system. Our approach in particular establishes the connection between the parabolic obstacle problem and the Stefan Problem for the nonlocal diffusions. For the melting problem, we show that our solution coincides with those studied in the literature, and obtain a new exponential convergence result.

math.AP

The ant on loops: Alexander-Orbach conjecture for the critical level set of the Gaussian free field

Alexander and Orbach (AO) in 1982 conjectured that the simple random walk on critical percolation clusters (also known as the ant in the labyrinth) in Euclidean lattices exhibit mean field behavior; for instance, its spectral dimension is $4/3$. While false in low dimensions, this is expected to be true above the upper critical dimension of six. First rigorous results in this direction go back to Kesten who verified this on the tree. After many developments, in a breakthrough work, Kozma and Nachmias [KN] established the AO conjecture for bond percolation on $\mathbb{Z}^d$ for $d>19$ and $d>6$ for the spread out lattice. We investigate the validity of the AO conjecture for the critical level set of the Gaussian Free Field (GFF), a canonical dependent percolation model of central importance. In an influential work, Lupu proved that for the cable graph of $\mathbb{Z}^d$ (which is obtained by also including the edges), the signed clusters of the associated GFF are given by the corresponding clusters in a Poisson loop soup, thus reducing the analysis to the study of the latter. In 2021, Werner put forth an evocative picture for the critical behavior in this setting drawing an analogy with the usual bond case. Building on this, Cai and Ding established the universality of the extrinsic one arm exponent for all $d > 6.$ In this article, we carry this program further, and consider the random walk on sub-sequential limits of the cluster of the origin conditioned to contain far away points. These form candidates for the Incipient Infinite Cluster (IIC), first introduced by Kesten in the planar case. Inspired by the program of [KN], introducing several novel ideas to tackle the long range nature of this model and its effect on the intrinsic geometry of the percolation cluster, we establish that the AO conjecture indeed holds for any sub-sequential IIC, for all large enough dimensions.

math.PR

Large deviations for the isoperimetric constant in 2D percolation

Isoperimetric profile describes the minimal boundary size of a set with a prescribed volume. Itai Benjamini conjectured that the isoperimetric profile of the giant component in supercritical percolation experiences an averaging effect and satisfies the law of large numbers. This conjecture was settled by Biskup-Louidor-Procaccia-Rosenthal for 2D percolation, and later resolved by Gold for higher-dimensional lattices. However, more refined properties of the isoperimetric profile, such as fluctuations and large deviations, remain unknown. In this paper, we determine the large deviation probabilities of the isoperimetric constant in 2D supercritical percolation, answering the question by Biskup-Louidor-Procaccia-Rosenthal. Interestingly, while the large deviation probability is of surface order in the entire upper tail regime, a phase transition occurs in the lower tail regime, exhibiting both surface and volume order large deviations.

math.PR

Extremal spectral behavior of weighted random $d$-regular graphs

Analyzing the spectral behavior of random matrices with dependency among entries is a challenging problem. The adjacency matrix of the random $d$-regular graph is a prominent example that has attracted immense interest. A crucial spectral observable is the extremal eigenvalue, which reveals useful geometric properties of the graph. According to the Alon's conjecture, which was verified by Friedman, the (nontrivial) extremal eigenvalue of the random $d$-regular graph is approximately $2\sqrt{d-1}$. In the present paper, we analyze the extremal spectrum of the random $d$-regular graph (with $d\ge 3$ fixed) equipped with random edge-weights, and precisely describe its phase transition behavior with respect to the tail of edge-weights. In addition, we establish that the extremal eigenvector is always localized, showing a sharp contrast to the unweighted case where all eigenvectors are delocalized. Our method is robust and inspired by a sparsification technique developed in the context of Erdős-Rényi graphs (Ganguly and Nam, '22), which can also be applied to analyze the spectrum of general random matrices whose entries are dependent.

math.PR

Universality of Poisson-Dirichlet law for log-correlated Gaussian fields via level set statistics

Many low temperature disordered systems are expected to exhibit Poisson-Dirichlet (PD) statistics. In this paper, we focus on the case when the underlying disorder is a logarithmically correlated Gaussian process $ϕ_N$ on the box $[-N,N]^d\subset\mathbb{Z}^d$. Canonical examples include branching random walk, $*$-scale invariant fields, with the central example being the two dimensional Gaussian free field (GFF), a universal scaling limit of a wide range of statistical mechanics models. The corresponding Gibbs measure obtained by exponentiating $β$ (inverse temperature) times $ϕ_N$ is a discrete version of the Gaussian multiplicative chaos (GMC) famously constructed by Kahane. In the low temperature or supercritical regime, the GMC is expected to exhibit atomic behavior on suitable renormalization, dictated by the extremal statistics of $ϕ_N$. Moreover, it is predicted, going back to a conjecture made in 2001 by Carpentier and Le Doussal, that the weights of this atomic GMC has a PD distribution. In a series of works, Biskup and Louidor carried out a comprehensive study of the near maxima of the 2D GFF, and established the conjectured PD behavior throughout the super-critical regime. In another direction, Ding, Roy and Zeitouni established universal behavior of the maximum for a general class of log-correlated Gaussian fields. In this paper we continue this program simply under the assumption of log-correlation and nothing further. We prove that the GMC concentrates on an $O(1)$ neighborhood of the local extrema and the PD prediction holds, in any dimension $d$, throughout the supercritical regime, significantly generalizing past results. Unlike for the 2D GFF, in absence of any Markovian structure for general Gaussian fields, we develop and use as our key input a sharp estimate of the size of level sets, which could have other applications.

math.PR

Spectral large deviations of sparse random matrices

Eigenvalues of Wigner matrices has been a major topic of investigation. A particularly important subclass of such random matrices is formed by the adjacency matrix of an Erdős-Rényi graph $\mathcal{G}_{n,p}$ equipped with i.i.d. edge-weights. An observable of particular interest is the largest eigenvalue. In this paper, we study the large deviations behavior of the largest eigenvalue of such matrices, a topic that has received considerable attention over the years. We focus on the case $p = \frac{d}{n}$, where most known techniques break down. So far, results were known only for $\mathcal{G}_{n,\frac{d}{n}}$ without edge-weights (Krivelevich and Sudakov, '03), (Bhattacharya, Bhattacharya, and Ganguly, '21) and with Gaussian edge-weights (Ganguly and Nam, '21). In the present article, we consider the effect of general weight distributions. More specifically, we consider the entries whose tail probabilities decay at rate $e^{-t^α}$ with $α>0$, where the regimes $0<α<2$ and $α>2$ correspond to tails heavier and lighter than the Gaussian tail respectively. While in many natural settings the large deviations behavior is expected to depend crucially on the entry distribution, we establish a surprising and rare universal behavior showing that this is not the case when $α> 2.$ In contrast, in the $α< 2$ case, the large deviation rate function is no longer universal and is given by the solution to a variational problem, the description of which involves a generalization of the Motzkin-Straus theorem, a classical result from spectral graph theory. As a byproduct of our large deviation results, we also establish new law of large numbers results for the largest eigenvalue. In particular, we show that the typical value of the largest eigenvalue exhibits a phase transition at $α= 2$, i.e. the Gaussian distribution.

math.PR

Duality for optimal couplings in free probability

We study the free probabilistic analog of optimal couplings for the quadratic cost, where classical probability spaces are replaced by tracial von Neumann algebras, and probability measures on $\mathbb{R}^m$ are replaced by non-commutative laws of $m$-tuples. We prove an analog of the Monge-Kantorovich duality which characterizes optimal couplings of non-commutative laws with respect to Biane and Voiculescu's non-commutative $L^2$-Wasserstein distance using a new type of convex functions. As a consequence, we show that if $(X,Y)$ is a pair of optimally coupled $m$-tuples of non-commutative random variables in a tracial $\mathrm{W}^*$-algebra $\mathcal{A}$, then $\mathrm{W}^*((1 - t)X + tY) = \mathrm{W}^*(X,Y)$ for all $t \in (0,1)$. Finally, we illustrate the subtleties of non-commutative optimal couplings through connections with results in quantum information theory and operator algebras. For instance, two non-commutative laws that can be realized in finite-dimensional algebras may still require an infinite-dimensional algebra to optimally couple. Moreover, the space of non-commutative laws of $m$-tuples is not separable with respect to the Wasserstein distance for $m > 1$.

math.OA

Upper tail behavior of the number of triangles in random graphs with constant average degree

Let $N$ be the number of triangles in an Erdős-Rényi graph $\mathcal{G}(n,p)$ on $n$ vertices with edge density $p=d/n,$ where $d>0$ is a fixed constant. It is well known that $N$ weakly converges to the Poisson distribution with mean ${d^3}/{6}$ as $n\rightarrow \infty$. We address the upper tail problem for $N,$ namely, we investigate how fast $k$ must grow, so that the probability of $\{N\ge k\}$ is not well approximated anymore by the tail of the corresponding Poisson variable. Proving that the tail exhibits a sharp phase transition, we essentially show that the upper tail is governed by Poisson behavior only when $k^{1/3} \log k< (\frac{3}{\sqrt{2}})^{2/3} \log n$ (sub-critical regime) as well as pin down the tail behavior when $k^{1/3} \log k> (\frac{3}{\sqrt{2}})^{2/3} \log n$ (super-critical regime). We further prove a structure theorem, showing that the sub-critical upper tail behavior is dictated by the appearance of almost $k$ vertex-disjoint triangles whereas in the supercritical regime, the excess triangles arise from a clique like structure of size approximately $(6k)^{1/3}$. This settles the long-standing upper-tail problem in this case, answering a question of Aldous, complementing a long sequence of works, spanning multiple decades, culminating in (Harel, Moussat, Samotij,'19) which analyzed the problem only in the regime $p\gg \frac{1}{n}.$ The proofs rely on several novel graph theoretical results which could have other applications.

math.PR

Sub-critical Exponential random graphs: concentration of measure and some applications

The exponential random graph model (ERGM) is a central object in the study of clustering properties in social networks as well as canonical ensembles in statistical physics. Despite some breakthrough works in the mathematical understanding of ERGM, most notably in (Bhamidi, Bresler, Sly, 2011) through the analysis of a natural Heat-bath Glauber dynamics, and in (Chatterjee, Diaconis, 2013), (Eldan, Gross, 2018) via a large deviation theoretic perspective, several basic questions have remained unanswered owing to the lack of exact solvability unlike the much studied Curie-Weiss model (Ising model on the complete graph). In this paper, we establish a series of new concentration of measure results for the ERGM throughout the entire sub-critical phase, including a Poincaré inequality, Gaussian concentration for Lipschitz functions, and a central limit theorem. In addition, a new proof of a quantitative bound on the $W_1-$Wasserstein distance to Erdős-Rényi graphs, previously obtained in (Reinert, Ross, 2017), is also presented. The arguments rely on translating temporal mixing properties of Glauber dynamics to static spatial mixing properties of the equilibrium measure and have the potential of being useful in proving similar functional inequalities for other Gibbsian systems beyond the perturbative regime.

math.PR

Large deviations for the largest eigenvalue of Gaussian networks with constant average degree

Large deviation behavior of the largest eigenvalue $λ_1$ of Gaussian networks (Erdős-Rényi random graphs $\mathcal{G}_{n,p}$ with i.i.d. Gaussian weights on the edges) has been the topic of considerable interest. Recently in [6,30], a powerful approach was introduced based on tilting measures by suitable spherical integrals, particularly establishing a non-universal large deviation behavior for fixed $p<1$ compared to the standard Gaussian ($p=1$) case. The case when $p\to 0$ was however completely left open with one expecting the dense behavior to hold only until the average degree is logarithmic in $n$. In this article we focus on the case of constant average degree i.e., $p=\frac{d}{n}$. We prove the following results towards a precise understanding of the large deviation behavior in this setting. 1. (Upper tail probabilities): For $δ>0,$ we pin down the exact exponent $ψ(δ)$ such that $$\mathbb{P}(λ_1\ge \sqrt{2(1+δ)\log n})=n^{-ψ(δ)+o(1)}.$$ Further, we show that conditioned on the upper tail event, with high probability, a unique maximal clique emerges with a very precise $δ$ dependent size (takes either one or two possible values) and the Gaussian weights are uniformly high in absolute value on the edges in the clique. Finally, we also prove an optimal localization result for the leading eigenvector, showing that it allocates most of its mass on the aforementioned clique which is spread uniformly across its vertices. 2. (Lower tail probabilities): The exact stretched exponential behavior of $\mathbb{P}(λ_1\le \sqrt{2(1-δ)\log n})$ is also established. As an immediate corollary, we get $λ_1 \approx \sqrt{2 \log n}$ typically, a result that surprisingly appears to be new. A key ingredient is an extremal spectral theory for weighted graphs obtained via the classical Motzkin-Straus theorem.

math.PR