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Return times of random walk
on generalized random graphs
Naoki Masuda (The University of Tokyo, Japan)
Norio Konno (Yokohama Natl. Univ., Japan)
Ref: PRE, 69, 066113, 2004.
Random walk
• Describes many types of phenomena.
• Also serves to understand infinite particle
systems (e.g. math books by Durrett 1988; Liggett
1999; Schinazi 1999)

– More return of branching RW to the origin ↔
more survival of contact process
– More return of coalescing RW to the origin ↔
more survival of voter model
RW on regular lattices
• Has a long history
(e.g. Spitzer, 1976).
• Simple random walk:
– Z1, Z2 : recurrent
– Zd (d ≥ 3) : transient

• Asymmetric random
walk is transient.
RW on heterogeneous networks
• Finite scale-free networks
– Stationary density on node vi ≈ ki (e.g. Noh et
al., 2004)

• In this study, infinite tree-like networks
with a general degree distribution
RW on generalized random graphs
(also called Galton-Watson trees)

pk: degree distribution
Recursion relation valid for small
mean degrees
• pk: degree distribution
• qn: prob. that a walker returns to the origin
at time 2n for the first time.
Use of generating functions
Expression of the return probability
using the ‘moment’ generating
function of the graph
 zM Q ( z ) 
pk  k −1


Q ( z ) = z∑ ∑
Q ( z) ÷ =
,
 k

Q ( z)
k=1 k n=0
∞

n

∞

∞

M ( z ) ≡ ∑ mn z n ,
n=1

∞

mn ≡ ∑
k=1

( k −1)
k

n

n−1

pk .
Lagrange’s inversion formula
z = w / f ( w)

[

]

z d
n 
g [ w( z ) ] = g ( 0) + ∑n =1  n −1 g ′( u ) f ( u ) 
n!  du
 u =0
∞

n

n −1

For our purpose, set
w(z)=Q(z), f(w)=M(w)/w, g(w)=w.
partition of n

number of parts
Partition of integers
• Partitions of 5: (15), (132), (123), (122), (14),
(23), (5)

Young diagrams
Restricted partition of integers
• All the partition of 5 with 3 parts are: (1 23)
and (122).
Ex1) Cayley trees
• pk=δk,d : homogeneous vertex degree
1
Q( z ) =
d − (d − 1)Q( z )
(d − 1) n −1
qn =
Dn −1
2 n −1
d

→

where

d − d 2 − 4(d − 1) z
Q( z ) =
2(d − 1)
Cn
Dn =
n +1
2n

: Catalan number

• Consistent with well-known results (e.g. Spitzer,
1976).
Ex2) Erdös-Renyí random graph
• pk=λk e-λ/k!
• Can be calculated up to a larger n as compared to the
brute-force method.
• A bit slower exponential decay than the Cayley tree case.
qn
numerical (5 ∙107 runs)

theory
Cayley trees (theory)

n (time)

d = λ =7

d = λ =10
Ex3) scale-free networks
• pk ∝ k −γ (k ≥ kmin)
• Slower decay than the
Cayley tree case. Effect
of heterogeneity.

qn
numerical

theory

d=7
Cayley trees (theory)

d=8
n (time)

mean degree = 7.09
Relation to other results
• Generally, more heterogeneous vertex degree → more
percolation, easier survival of CP and voter models. In
scale-free networks with pk ∝ k−γ , critical point even
disappears when γ≤ 3
– Percolation (Albert et al., 2000; Cohen et al., 2000)
– CP (Pastor-Satorras & Vespignani, 2001; Eguíluz & Klemm,
2002).
– SIR (Moreno et al., 2002)

• For branching RW on GW trees (Madras & Schinazi,
1992; Schinazi, 1993), critical point for
– global survival: λ1=1 ,
– local survival: λ2=1/(1−τ) where qn ~ exp(−τn) .

• Our numerical results connect these two theoretical
results.
Conclusions
• Explicit formula for return probability of
RW on generalized random graphs.
• Calculation up to a large time is possible
as compared to the brute-force method.
• Young diagrams appear. Relation
between asymptotic distribution of Young
diagrams and RW, CP, voter model, etc.?

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Return times of random walk on generalized random graphs

  • 1. Return times of random walk on generalized random graphs Naoki Masuda (The University of Tokyo, Japan) Norio Konno (Yokohama Natl. Univ., Japan) Ref: PRE, 69, 066113, 2004.
  • 2. Random walk • Describes many types of phenomena. • Also serves to understand infinite particle systems (e.g. math books by Durrett 1988; Liggett 1999; Schinazi 1999) – More return of branching RW to the origin ↔ more survival of contact process – More return of coalescing RW to the origin ↔ more survival of voter model
  • 3. RW on regular lattices • Has a long history (e.g. Spitzer, 1976). • Simple random walk: – Z1, Z2 : recurrent – Zd (d ≥ 3) : transient • Asymmetric random walk is transient.
  • 4. RW on heterogeneous networks • Finite scale-free networks – Stationary density on node vi ≈ ki (e.g. Noh et al., 2004) • In this study, infinite tree-like networks with a general degree distribution
  • 5. RW on generalized random graphs (also called Galton-Watson trees) pk: degree distribution
  • 6. Recursion relation valid for small mean degrees • pk: degree distribution • qn: prob. that a walker returns to the origin at time 2n for the first time.
  • 7. Use of generating functions
  • 8. Expression of the return probability using the ‘moment’ generating function of the graph  zM Q ( z )  pk  k −1   Q ( z ) = z∑ ∑ Q ( z) ÷ = ,  k  Q ( z) k=1 k n=0 ∞ n ∞ ∞ M ( z ) ≡ ∑ mn z n , n=1 ∞ mn ≡ ∑ k=1 ( k −1) k n n−1 pk .
  • 9. Lagrange’s inversion formula z = w / f ( w) [ ] z d n  g [ w( z ) ] = g ( 0) + ∑n =1  n −1 g ′( u ) f ( u )  n!  du  u =0 ∞ n n −1 For our purpose, set w(z)=Q(z), f(w)=M(w)/w, g(w)=w.
  • 11. Partition of integers • Partitions of 5: (15), (132), (123), (122), (14), (23), (5) Young diagrams
  • 12. Restricted partition of integers • All the partition of 5 with 3 parts are: (1 23) and (122).
  • 13.
  • 14. Ex1) Cayley trees • pk=δk,d : homogeneous vertex degree 1 Q( z ) = d − (d − 1)Q( z ) (d − 1) n −1 qn = Dn −1 2 n −1 d → where d − d 2 − 4(d − 1) z Q( z ) = 2(d − 1) Cn Dn = n +1 2n : Catalan number • Consistent with well-known results (e.g. Spitzer, 1976).
  • 15. Ex2) Erdös-Renyí random graph • pk=λk e-λ/k! • Can be calculated up to a larger n as compared to the brute-force method. • A bit slower exponential decay than the Cayley tree case. qn numerical (5 ∙107 runs) theory Cayley trees (theory) n (time) d = λ =7 d = λ =10
  • 16. Ex3) scale-free networks • pk ∝ k −γ (k ≥ kmin) • Slower decay than the Cayley tree case. Effect of heterogeneity. qn numerical theory d=7 Cayley trees (theory) d=8 n (time) mean degree = 7.09
  • 17. Relation to other results • Generally, more heterogeneous vertex degree → more percolation, easier survival of CP and voter models. In scale-free networks with pk ∝ k−γ , critical point even disappears when γ≤ 3 – Percolation (Albert et al., 2000; Cohen et al., 2000) – CP (Pastor-Satorras & Vespignani, 2001; Eguíluz & Klemm, 2002). – SIR (Moreno et al., 2002) • For branching RW on GW trees (Madras & Schinazi, 1992; Schinazi, 1993), critical point for – global survival: λ1=1 , – local survival: λ2=1/(1−τ) where qn ~ exp(−τn) . • Our numerical results connect these two theoretical results.
  • 18. Conclusions • Explicit formula for return probability of RW on generalized random graphs. • Calculation up to a large time is possible as compared to the brute-force method. • Young diagrams appear. Relation between asymptotic distribution of Young diagrams and RW, CP, voter model, etc.?