Giant Components in Biased Graph Processes
Gideon Amir, Ori Gurel-Gurevich, Eyal Lubetzky, Amit Singer
Abstract
A random graph process, [1](n), is a sequence of graphs on n vertices which begins with the edgeless graph, and where at each step a single edge is added according to a uniform distribution on the missing edges. It is well known that in such a process a giant component (of linear size) typically emerges after (1+o(1))n2 edges (a phenomenon known as ``the double jump''), i.e., at time t=1 when using a timescale of n/2 edges in each step. We consider a generalization of this process, [K](n), which gives a weight of size 1 to missing edges between pairs of isolated vertices, and a weight of size K ∈ [0,∞) otherwise. This corresponds to a case where links are added between n initially isolated settlements, where the probability of a new link in each step is biased according to whether or not its two endpoint settlements are still isolated. Combining methods of SpencerWormald with analytical techniques, we describe the typical emerging time of a giant component in this process, tc(K), as the singularity point of a solution to a set of differential equations. We proceed to analyze these differential equations and obtain properties of , and in particular, we show that tc(K) strictly decreases from 3/2 to 0 as K increases from 0 to ∞, and that tc(K) = 43K(1 + o(1)). Numerical approximations of the differential equations agree both with computer simulations of the process (n) and with the analytical results.
Create a lesson
Related papers
Sandpile avalanches in two dimensions are finite
Ahmed Bou-Rabee
Markov Chain Convergence in Kernel-Induced Geometry
Oleksii Kachaiev, Luc Brogat-Motte, Silvia Villa et al.
Interacting Stochastic Systems with Agent-Based Sampling and Connection-Based Reinforcement
Yogesh Dahiya, Gursharn Kaur, Neeraja Sahasrabudhe
Dimension-free Markov--Bernstein-type inequality for R2-valued polynomials
Egor Kosov
Initialization-Dependent Solution Selection by the Euler-Maruyama Scheme for a Degenerate SDE
Akihiro Tanaka
Statistical inference for rough Burgers-type stochastic partial differential equations
Simon Chony Acosta Christian Olivera Ciprian Tudor