Local Limits

In several previous posts, I have talked about scaling limits of various random graphs. Typically in this situation we are interested in convergence of large-scale properties of the graph as the size grows to some limit. These properties will normally be metric in flavour: diameter, component size and so on. To describe convergence of these properties, we divide by the relevant scale, which will often be some simple function of n. If we are looking to find an actual limit object, this is even more important. This is rather similar to describing properties of centred random walks. There, if we run the walk for time n, we have to rescale by \frac{1}{\sqrt{n}} to see the fluctuations on a finite positive scale.

One of the best examples is Aldous’ Continuum Random Tree which we can view as the limit of a Galton-Watson tree conditioned to have total size n, as n tends to infinity. Because of the exploration process or contour process interpretation, where these functions behave rather like a random walk, the correct scaling in this context is again \frac{1}{\sqrt{n}}. The point about this convergence is that it is realised entirely as a convergence of some function that represents the tree. For each finite n, it is clear that the tree with n vertices is a graph, but this is neither clear nor true for the limit object. Although it does indeed have no cycles, if nothing else, if the CRT were a graph it would have [0,1] as vertex set and then would be highly non-obvious how to define the edges.

Local limits aim to give convergence towards a (discrete) infinite graph. The sort of properties we are looking for are now local properties such as degrees and correlations of degrees. These don’t require knowledge of the whole graph, only of some finite subset. First consider the possibility that the sequence of deterministic graphs has the property:

G_1\leq G_2\leq G_3\leq\ldots

where \leq denotes an induced subgraph. Then it is relatively clear what the limit should be, as it is well-defined to take a union. This won’t work directly for a limit of random graphs, because the above relation in probability doesn’t even really make sense if we have a different probability space for each finite graph. This is a general clue that we should be looking to use convergence in distribution rather than anything stronger.

In the previous example, suppose the first finite graph G_1 consists of a single vertex v. If the limit graph (remember this is just the union, since that is well-defined) has bounded degrees, then there is some N such that G_N contains all the information we might want about the limiting neighbourhood of vertex v. For some larger N, G_N contains all the vertex and edges within distance r from our starting vertex v that appear in the limit graph.

This is all the motivation we require for a genuine definition. We will define our limit in terms of neighbourhoods, so we need some mechanism to choose the central vertex of such a neighbourhood. The answer is to consider rooted graphs, that it a graph with an identified vertex. We can introduce randomness by specifying a random graph, or by giving a distribution for the choice of root. If G is finite, the canonical choice is to choose the root uniformly from the set of vertices. This isn’t an option for an infinite graph, so we define the system as (G, p) where G is a (for now deterministic) graph, and p is a probability measure on V(G).

We say that the limit of finite (G_n) is the random rooted infinite graph (G, p) if the neighbourhoods of G_n around a randomly chosen vertex converge in distribution to the neighbourhoods of G around p. Formally, say (G_n)[U_n]\stackrel{d}{\rightarrow} (G,p) if for all r>0, for any finite rooted graph (H,w), the probability that (H,w) is isomorphic to the ball of radius r in G_n centred at randomly chosen $v_n$ converges to the probability that (H,w) is isomorphic to the ball of radius r around v in (G,v), where v is distributed according to measure p.

Informally, we might say that if we zoom in on an average vertex in G_n for large n, the neighbourhood looks the same as the neighbourhood around the root in (G, p). We now consider three examples.

1) When we talk about approximating the component size in a sparse Erdos-Renyi random graph by a \text{Po}(\lambda) branching process, this is exactly the limit sense we mean. The approximation fails if we fix n and take the neighbourhood size very large (eg radius n), but for finite neighbourhoods, or any radius growing more slowly than n, the approximation is good.

2) To emphasise why rooting the finite graphs makes a difference, consider the full binary tree with n levels (so 2^n-1 vertices). If we fix the root, then the limit is the infinite-level binary tree, though this isn’t especially surprising or interesting.

Things get a bit more complicated if we root randomly. Remember that the motivation for random rooting is that we want to know the local structure around a vertex chosen at random in many applications. If we definitely know what vertex we are going to choose, we know the local structure a priori. Note that in an n-level binary tree, 2^{n-1} vertices are leaves, not counting the base of the tree, and 2^{n-2} are distance 1 from a leaf, and 2^{n-3} are distance 2 from a leaf and so on.

This gives us a precise description of the limiting local neighbourhood structure. The resulting limiting object is called the canopy tree. One picture of this can be found on page 6 of this paper. A verbal description is also possible. Consider the set of non-negative integers, arranged in the usual manner on the real line, with edges between adjacent elements. The distribution of the root will be supported on this set of vertices, corresponding to the distance from the leaves in the pre-limit graph. So we have mass 1/2 at 0, 1/4 at 1, 1/8 at 2 and so on. We then connect each vertex k to a full k-level binary tree. The resulting canopy tree looks like an infinite-level full binary tree, viewed from the leaves, which is of course a reasonable heuristic, since that is there the mass is concentrated if we randomly root.

3) In particular, the limit is not the infinite-level binary tree. The canopy tree and the infinite-level binary tree have qualitatively different properties. Simple random walk on the canopy tree is recurrent for example. In fact, a result of Benjamini and Schramm, as explained in this review by Curien, says that any local limit of uniformly bounded degree, uniformly rooted, planar graphs is recurrent for SRW. The infinite-level binary tree can be expressed as a local limit if we choose the root distribution sensibly, using large random 3-regular graphs. The previous result does not apply because the random 3-regular graphs are not almost surely planar.

REFERENCES:

– Much of this article is a paraphrase of a section of Itai Benjamini’s mini-course at the DSSA in Haifa March 2013.

– As well as the review paper linked above, these notes by David Aldous were very useful.

Diameters of Trees and Cycle Deletion

In the past two posts, we introduced two models of random trees. The Uniform Spanning Tree chooses uniformly at random from the set of spanning trees for a given underlying graph. The Minimum Spanning Tree assigns IID weights to each edge in the underlying graph, then chooses the spanning tree with minimum induced total weight. We are interested to know whether these are in fact the same distribution, and if they are not, what properties can be used to distinguish them asymptotically.

While investigating my current research problem, I was interested in the diameter of large random trees under various models. Specifically, I am considering what happens if you take a standard Erdos-Renyi process on n vertices, where edges appear at constant rate between pairs of vertices chosen uniformly at random, and add an extra mechanism to prevent the components becoming too large. For this particular model, our mechanism consists of removing any cycles as they are formed. Thus all the components remain trees as time advances, so it is not unreasonable to think that there might be some sort of equilibrium distribution.

Now, by definition, any tree formed by the Erdos-Renyi process is a uniform tree. Why? Well, the probability of a configuration is determined entirely by the number of edges present, so once we condition that a particular set of vertices are the support of a tree, all possible tree structures are equally likely. Note that this relies on sampling at a single fixed time. If we know the full history of the process, then it is no longer uniform. For example, define a k-star to be a tree on k vertices where one ‘centre’ vertex has degree k-1. The probability that a uniform tree on k vertices is a k-star is \frac{k}{k^{k-2}}=k^{-(k-3)}. But a star can only be formed by successively adding single vertices to an existing star. That is, we cannot join a 3-tree and a 4-tree with a edge to get a 7-star. So it is certainly not immediately clear that once we’ve incorporated the cycle deletion mechanism, the resulting trees will be uniform once we condition on their size.

In fact, the process of component sizes is not itself Markovian. For a concrete example, observe first that there is, up to isomorphism, only one tree on any of {0,1,2,3} vertices, so the first possible counterexample will be splitting up a tree on four vertices. Note that cycle deletion always removes at least three edges (ie a triangle), so the two possibilities for breaking a 4-tree are:

(4) -> (2,1,1) and (4) -> (1,1,1,1)

I claim that the probabilities of each of these are different in the two cases: a) (4) is formed from (2,2) and b) (4) is formed from (3,1). This is precisely a counterexample to the Markov property.

In the case where (4) is formed from (2,2), the 4-tree is certainly a path of length 4. Therefore, with probability 1/3, the next edge added creates a 4-cycle, which is deleted to leave components (1,1,1,1). In the case where (4) is formed from (3,1), then with probability 2/3 it is a path of length 4 and with probability 1/3 it is a 4-star (a ‘T’ shape). In this second case, no edge can be added to make a 4-cycle, so after cycle deletion the only possibility is (2,1,1). Thus the probability of getting (1,1,1,1) is 2/9 in this case, confirming that the process is non-Markovian. However, we might remark that we are unlikely to have O(n) vertices involved in fragmentations until at least the formation of the giant component in the underlying E-R process, so it is possible that the cycle deletion process is ‘almost Markov’ for any property we might actually be interested in.

When we delete a cycle, how many vertices do we lose? Well, for a large tree on n vertices, the edge added which creates the cycle is chosen uniformly at random from the pairs of vertices which are not currently joined by an edge. Assuming that n is w(1), that is we are thinking about a limit of fairly large trees, then the number of edges present is much smaller than the number of possible edges. So we might as well assume we are choosing uniformly from the possible edges, rather than just the possible edges which aren’t already present.

If we choose to add an edge between vertices x and y in the tree, then a cycle is formed and immediately deleted. So the number of edges lost is precisely the length of the path between x and y in the original tree. We are interested to know the asymptotics for this length when x and y are chosen at random. The largest path in a graph is called the diameter, and in practice if we are just interested in orders of magnitude, we might as well assume diameter and expected path length are the same.

So we want to know the asymptotic diameter of a UST on n vertices for large n. This is generally taken to be n^{1/2}. Here’s a quick but very informal argument that did genuinely originate on the back of a napkin. I’m using the LERW definition. Let’s start at vertex x and perform LERW, and record how long the resultant path is as time t advances. This is a Markov chain: call the path length at time t X_t.

Then if X_t=k, with probability 1-\frac k n we get X_{t+1}=k+1, and for each j in {0,…,k-1}, with probability 1/n we have X_{t+1}=j, as this corresponds to hitting a vertex we have already visited. So

\mathbb{E}\Big[X_{t+1}|X_t=k\Big]=\frac{nk-k^2/2}{n}.

Note that this drift is positive for k<< \sqrt n and negative for k>>\sqrt n, so we would expect n^{-1/2} to be the correct scaling if we wanted to find an equilibrium distribution. And the expected hitting time of vertex y is n, by a geometric distribution argument, so in fact we would expect this Markov chain to be well into the equilibrium window with the n^{-1/2} scaling by the time this occurs. As a result, we expect the length of the x to y path to have magnitude n^{1/2}, and assume that the diameter is similar.

So this will be helpful for calculations in the cycle deletion model, provided that the trees look like uniform trees. But does that even matter? Do all sensible models of random trees have diameter going like n^{1/2}? Well, a recent paper of Addario-Berry, Broutin and Reed shows that this is not the case for the minimum spanning tree. They demonstrate that the diameter in this case is n^{1/3}. I found this initially surprising, so tried a small example to see if that shed any light on the situation.

The underlying claim is that MSTs are more likely to be ‘star-like’ than USTs, a term I am not going to define. Let’s consider n=4. Specifically, consider the 4-star with centre labelled as 1. There are six possible edges in K_4 and we want to see how many of the 6! weight allocations lead to this star. If the three edges into vertex 1 have weights 1, 2 and 3 then we certainly get the star, but we can also get this star if the edges have weights 1, 2 and 4, and the edge with weight 3 lies between the edges with weights 1 and 2. So the total number of possibilities for this is 3! x 3! + 3! x 2! = 48. Whereas to get a 4-path, you can assign weights 1, 2 and 3 to the edges of the path, or weights 1, 2 and 4 provided the 4 is not in the middle, and then you have the 3 joining up the triangle formed by 1 and 2. So the number of possibilities for this is 3! x 3! + 4 x 2! = 44.

To summarise in a highly informal way, in a star-like tree, you can ‘hide’ some fairly low-scoring weights on edges that aren’t in the tree, so long as they join up very low-scoring edges that are in the tree. Obviously, this is a long way from getting any formal results on asymptotics, but it does at least show that we need to be careful about diameters if we don’t know exactly what mechanism is generating the tree!