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Vlada Limic

Publications and source records attributed to Vlada Limic.

At least 19 recordsLinked to original sources

A novel approach to the giant component fluctuations

We present a novel approach to study the evolution of the size (i.e. the number of vertices) of the giant component of a random graph process. It is based on the exploration algorithm called simultaneous breadth-first walk, introduced by Limic in 2019, that encodes the dynamic of the evolution of the sizes of the connected components of a large class of random graph processes. We limit our study to the variant of the Erd\H{o}s-R\'enyi graph process $(G_n(s))_{s\geq 0}$ with $n$ vertices where an edge connecting a pair of vertices appears at an exponential rate 1 waiting time, independently over pairs. We first use the properties of the simultaneous breadth-first walk to obtain an alternative and self-contained proof of the functional central limit theorem recently established by Enriquez, Faraud and Lemaire in the super-critical regime ($s=\frac{c}{n}$ and $c>1$). Next, to show the versatility of our approach, we prove a functional central limit theorem in the barely super-critical regime ($s=\frac{1+t\epsilon_n}{n}$ where $t>0$ and $(\epsilon_n)_n$ is a sequence of positive reals that converges to 0 such that $(n\epsilon_n^3)_n$ tends to $+\infty$).

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Degree corrected stochastic block model: excursion representation

This is the first of two complementary works in which we analyze the connected components of the degree-corrected stochastic block model (DCSBM). Our model is a random graph with an underlying community structure and degree in-homogeneity. It belongs to a class of non-rank one models. The scaling limit of connected component sizes in the near-critical regime, obtained by Konarovskyi and Limic (2021) for a subfamily of DCSBM, is non-trivially different (although related to) the standard eternal multiplicative coalescent of Aldous (1997). The Aldous (1997) excursion representation combined with weak convergence approach to the scaling limits of connected components of random graphs proved to be much more difficult (and therefore rare) for non rank-one models. In this work we show how to build a random field encoding for the connected component structure of DCSBM, in part relying on the theory of Chaumont and Marolleau (2020). We then show how one can, under additional assumptions, reformulate the minimization problem stated in terms of multidimensional first hitting times into an equivalent minimization problem stated for a single real-valued stochastic process. This reformulation relies on a novel composition-like operator on pairs of compatible non-decreasing rcll functions, which might be of independent interest.

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The standard augmented multiplicative coalescent revisited

The Erdős-Rényi random graph is the fundamental random graph model. In this paper we consider its continuous-time version, where multi-edges and self-loops are also allowed. It is well-known that the sizes of its connected components evolve according to the multiplicative coalescent dynamics. Moreover, with the additional information on the number of surplus edges, the resulting process follows the augmented multiplicative coalescent dynamic, constructed by Bhamidi, Budhiraja and Wang in 2014. The same authors exhibit the scaling limit, which can be specified in terms of the infinite vector of excursions (in particular their lengths, and the areas enclosed by the excursion curves) above past infima of a reflected Brownian motion with linear infinitesimal drift. We use some recent results, using a graph exploration process called the simultaneous breadth-first walk, to study the same scaling limit, called the standard augmented multiplicative coalescent (SAMC). We present a self-contained, simpler and more direct approach than that of any previous construction of the SAMC. Furthermore, we believe that the method described here is convenient for generalizations, one of which would be the study of general non-standard eternal augmented multiplicative coalescents.

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A dynamical approach to spanning and surplus edges of random graphs

Consider a finite inhomogeneous random graph evolving in continuous time, where each vertex is assigned a mass, and an edge between any pair of vertices appears at a rate proportional to the product of their masses. The process tracking the evolution of component sizes evolves according to the multiplicative coalescent dynamic and can be encoded using the simultaneous breadth-first walk introduced by Limic (2019). We extend this encoding to incorporate surplus edge data within each connected component. Two distinct graph-based representations of the multiplicative coalescent, each with its own advantages and limitations, are analyzed in detail. In particular, a canonical multigraph introduced by Bhamidi, Budhiraja and Wang (2014), which is naturally connected to the augmented multiplicative coalescent, emerges from our framework. We demonstrate that a transformation of the simultaneous breadth-first walk, supplemented with an additional and independent source of randomness, encodes the full dynamics of the augmented multiplicative coalescent.

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On Moments of Multiplicative Coalescents

We prove existence of all moments of the multiplicative coalescent at all times. We obtain as byproducts a number of related results which could be of general interest. In particular, we show the finiteness of the second moment of the $l^2$ norm for any extremal eternal version of multiplicative coalescent. Our techniques are in part inspired by percolation, and in part are based on tools from stochastic analysis, notably the semi-martingale and the excursion theory.

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Stochastic Block Model in a new critical regime and the Interacting Multiplicative Coalescent

This work exhibits a novel phase transition for the classical stochastic block model (SBM). In addition we study the SBM in the corresponding near-critical regime, and find the scaling limit for the component sizes. The two-parameter stochastic process arising in the scaling limit, an analogue of the standard Aldous' multiplicative coalescent, is interesting in its own right. We name it the (standard) Interacting Multiplicative Coalescent. To the best of our knowledge, this object has not yet appeared in the literature.

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Geometric and Probabilistic Limit Theorems in Topological Data Analysis

We develop a general framework for the probabilistic analysis of random finite point clouds in the context of topological data analysis. We extend the notion of a barcode of a finite point cloud to compact metric spaces. Such a barcode lives in the completion of the space of barcodes with respect to the bottleneck distance, which is quite natural from an analytic point of view. As an application we prove that the barcodes of i.i.d. random variables sampled from a compact metric space converge to the barcode of the support of their distribution when the number of points goes to infinity. We also examine more quantitative convergence questions for uniform sampling from compact manifolds, including expectations of transforms of barcode valued random variables in Banach spaces. We believe that the methods developed here will serve as useful tools in studying more sophisticated questions in topological data analysis and related fields.

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The eternal multiplicative coalescent encoding via excursions of Lévy-type processes, with Supplement

The multiplicative coalescent is a mean-field Markov process in which any pair of blocks coalesces at rate proportional to the product of their masses. In Aldous and Limic (1998) each extreme eternal version of the multiplicative coalescent was described in three different ways, one of which matched its (marginal) law to that of the ordered excursion lengths above past minima of a certain Lévy-type process. Using a modification of the breadth-first-walk construction from Aldous (1997) and Aldous and Limic (1998), and some new insight from the thesis by Uribe (2007), this work settles an open problem (3) from Aldous (1997) in the more general context of Aldous and Limic (1998). Informally speaking, each eternal version is entirely encoded by its Lévy-type process, and contrary to Aldous' original intuition, the time for the multiplicative coalescent does correspond to the linear increase in the constant part of the drift of the Lé}y-type process. In the "standard multiplicative coalescent" context of Aldous (1997), this result was first announced by Armendáriz in 2001, while its first published proof is due to Broutin and Marckert (2016), who simultaneously account for the process of excess (or surplus) edge counts.

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Equidistribution, Uniform distribution: a probabilist's perspective

The theory of equidistribution is about hundred years old, and has been developed primarily by number theorists and theoretical computer scientists. A motivated uninitiated peer could encounter difficulties perusing the literature, due to various synonyms and polysemes used by different schools. One purpose of this note is to provide a short introduction for probabilists. We proceed by recalling a perspective originating in a work of the second author from 2002. Using it, various new examples of completely uniformly distributed (mod 1) sequences, in the "metric" (meaning almost sure stochastic) sense, can be easily exhibited. In particular, we point out natural generalizations of the original $p$-multiply equidistributed sequence $k^p\, t$ mod 1, $k\geq 1$ (where $p\in \mathbb{N}$ and $t\in[0,1]$), due to Hermann Weyl in 1916. In passing, we also derive a Weyl-like criterion for weakly completely equidistributed (also known as WCUD) sequences, of substantial recent interest in MCMC simulations. The translation from number theory to probability language brings into focus a version of the strong law of large numbers for weakly correlated complex-valued random variables, the study of which was initiated by Weyl in the aforementioned manuscript, followed up by Davenport, Erdös and LeVeque in 1963, and greatly extended by Russell Lyons in 1988. In this context, an application to $\infty$-distributed Koksma's numbers $t^k$ mod 1, $k\geq 1$ (where $t\in[1,a]$ for some $a>1$), and an important generalization by Niederreiter and Tichy from 1985 are discussed. The paper contains negligible amount of new mathematics in the strict sense, but its perspective and open questions included in the end could be of considerable interest to probabilists and statisticians, as well as certain computer scientists and number theorists.

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A playful note on spanning and surplus edges

Consider a (not necessarily near-critical) random graph running in continuous time. A recent breadth-first-walk construction is extended in order to account for the surplus edge data in addition to the spanning edge data. Two different graph representations of the multiplicative coalescent, with different advantages and drawbacks, are discussed in detail. A canonical multi-graph of Bhamidi, Budhiraja and Wang (2014) naturally emerges. The presented framework should facilitate understanding of scaling limits with surplus edges for near-critical random graphs in the domain of attraction of general (not necessarily standard) eternal multiplicative coalescent.

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Eternal multiplicative coalescent is encoded by its Lévy-type processes

The multiplicative coalescent is a Markov process taking values in ordered $l^2$. It is a mean-field process in which any pair of blocks coalesces at rate proportional to the product of their masses. In Aldous and Limic (1998) each extreme eternal version $(\mathbf{X}(t),- \infty < t < \infty)$ of the multiplicative coalescent was described in three different ways. One of these specifications matches the (marginal) law of $\mathbf{X}(t)$ to that of the ordered excursion lengths above past minima of $\{L_{\mathbf{X}}(s) +ts, \,s \geq 0\}$, where $L_{\mathbf{X}}$ is a certain Lévy-type process which (modulo shift and scaling) has infinitesimal drift $-s$ at time $s$. Using a modification of the breadth-first-walk construction from Aldous (1997) and Aldous and Limic (1998), and some new insight from the thesis by Uribe (2007), this work settles an open problem (3) from Aldous (1997), in the more general context of Aldous and Limic (1998). Informally speaking, $\mathbf{X}$ is entirely encoded by $L_{\mathbf{X}}$, and contrary to Aldous' original intuition, the evolution of time for $\mathbf{X}$ does correspond to the linear increase in the constant part of the drift of $L_{\mathbf{X}}$. In the "standard multiplicative coalescent" context of Aldous (1997), this result was first announced by Armendáriz in 2001, and obtained in a recent preprint by Broutin and Marckert, who simultaneously account for the process of excess edge counts (or marks). The novel argument presented here is based on a sequence of relatively elementary observations. Some of its components (for example, the new dynamic random graph construction via "simultaneous" breadth-first walks) are of independent interest, and may be useful for obtaining more sophisticated asymptotic results on near critical random graphs and related processes.

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Second-order asymptotics for the block counting process in a class of regularly varying $Λ$-coalescents

Consider a standard ${Λ}$-coalescent that comes down from infinity. Such a coalescent starts from a configuration consisting of infinitely many blocks at time $0$, but its number of blocks $N_t$ is a finite random variable at each positive time $t$. Berestycki et al. [Ann. Probab. 38 (2010) 207-233] found the first-order approximation $v$ for the process $N$ at small times. This is a deterministic function satisfying $N_t/v_t\to1$ as $t\to0$. The present paper reports on the first progress in the study of the second-order asymptotics for $N$ at small times. We show that, if the driving measure $Λ$ has a density near zero which behaves as $x^{-β}$ with $β\in(0,1)$, then the process $(\varepsilon^{-1/(1+β)}(N_{\varepsilon t}/v_{\varepsilon t}-1))_{t\ge0}$ converges in law as $\varepsilon\to0$ in the Skorokhod space to a totally skewed $(1+β)$-stable process. Moreover, this process is a unique solution of a related stochastic differential equation of Ornstein-Uhlenbeck type, with a completely asymmetric stable Lévy noise.

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Diffusion limits at small times for coalescents with a Kingman component

We consider standard $\La$-coalescents (or coalescents with multiple collisions) with a non-trivial "Kingman part". Equivalently, the driving measure $Λ$ has an atom at $0$; $Λ(\{0\})=c>0$. It is known that all such coalescents come down from infinity. Moreover, the number of blocks $N_t$ is asymptotic to $v(t) = 2/(ct)$ as $t\to 0$. In the present paper we investigate the second-order asymptotics of $N_t$ in the functional sense at small times. This complements our earlier results on the fluctuations of the number of blocks for a class of regular $\La$-coalescents without the Kingman part. In the present setting it turns out that the Kingman part dominates, and the limit process is a Gaussian diffusion, as opposed to the stable limit in our previous work.

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A small-time coupling between $Λ$-coalescents and branching processes

We describe a new general connection between $Λ$-coalescents and genealogies of continuous-state branching processes. This connection is based on the construction of an explicit coupling using a particle representation inspired by the lookdown process of Donnelly and Kurtz. This coupling has the property that the coalescent comes down from infinity if and only if the branching process becomes extinct, thereby answering a question of Bertoin and Le Gall. The coupling also offers new perspective on the speed of coming down from infinity and allows us to relate power-law behavior for $N^Λ(t)$ to the classical upper and lower indices arising in the study of pathwise properties of Lévy processes.

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Generalized Interacting Urn Models

Interacting urns with exponential reinforcement were introduced and studied in Launay (2011). As its parameter $ρ$ tends to $\iy$, this reinforcement mechanism converges to the "generalized" reinforcement, in which the probability of draw may be 0 or 1 for some of the colors, depending on the current configuration. For a single urn, the generalized reinforcement is easy to analyse. We introduce and study the generalized interacting urn model with two or more urns and two colors. Our results concern the law of the so-called non-conformist urns, and answer in the asymptotic sense one of the open questions from the above mentioned paper.

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The $Λ$-coalescent speed of coming down from infinity

Consider a $Λ$-coalescent that comes down from infinity (meaning that it starts from a configuration containing infinitely many blocks at time 0, yet it has a finite number $N_t$ of blocks at any positive time $t>0$). We exhibit a deterministic function $v:(0,\infty)\to(0,\infty)$ such that $N_t/v(t)\to1$, almost surely, and in $L^p$ for any $p\geq1$, as $t\to0$. Our approach relies on a novel martingale technique.

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Asymptotic sampling formulae for Lambda-coalescents

We present a robust method which translates information on the speed of coming down from infinity of a genealogical tree into sampling formulae for the underlying population. We apply these results to population dynamics where the genealogy is given by a Lambda-coalescent. This allows us to derive an exact formula for the asymptotic behavior of the site and allele frequency spectrum and the number of segregating sites, as the sample size tends to infinity. Some of our results hold in the case of a general Lambda-coalescent that comes down from infinity, but we obtain more precise information under a regular variation assumption. In this case, we obtain results of independent interest for the time at which a mutation uniformly chosen at random was generated. This exhibits a phase transition at α=3/2, where α\in(1,2) is the exponent of regular variation.

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