{"title":"Self-switching random walks on Erdös–Rényi random graphs feel the phase transition","authors":"G. Iacobelli , G. Ost , D.Y. Takahashi","doi":"10.1016/j.spa.2025.104589","DOIUrl":null,"url":null,"abstract":"<div><div>We study random walks on Erdös–Rényi random graphs in which, every time the random walk returns to the starting point, first an edge probability is independently sampled according to a priori measure <span><math><mi>μ</mi></math></span>, and then an Erdös–Rényi random graph is sampled according to that edge probability. When the edge probability <span><math><mi>p</mi></math></span> does not depend on the size of the graph <span><math><mi>n</mi></math></span> (dense case), we show that the proportion of time the random walk spends on different values of <span><math><mi>p</mi></math></span> – <em>occupation measure</em> – converges to the a priori measure <span><math><mi>μ</mi></math></span> as <span><math><mi>n</mi></math></span> goes to infinity. More interestingly, when <span><math><mrow><mi>p</mi><mo>=</mo><mi>λ</mi><mo>/</mo><mi>n</mi></mrow></math></span> (sparse case), we show that the occupation measure converges to a limiting measure with a density that is a function of the survival probability of a Poisson branching process. This limiting measure is supported on the supercritical values for the Erdös–Rényi random graphs, showing that self-witching random walks can detect the phase transition.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"183 ","pages":"Article 104589"},"PeriodicalIF":1.1000,"publicationDate":"2025-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Processes and their Applications","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0304414925000304","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
We study random walks on Erdös–Rényi random graphs in which, every time the random walk returns to the starting point, first an edge probability is independently sampled according to a priori measure , and then an Erdös–Rényi random graph is sampled according to that edge probability. When the edge probability does not depend on the size of the graph (dense case), we show that the proportion of time the random walk spends on different values of – occupation measure – converges to the a priori measure as goes to infinity. More interestingly, when (sparse case), we show that the occupation measure converges to a limiting measure with a density that is a function of the survival probability of a Poisson branching process. This limiting measure is supported on the supercritical values for the Erdös–Rényi random graphs, showing that self-witching random walks can detect the phase transition.
期刊介绍:
Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests.
Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.