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In this paper we consider a dynamic version of the Erd\H{o}s-R\'{e}nyi random graph, in which edges independently appear and disappear in time, with the on- and off times being exponentially distributed. The focus lies on the evolution of…

Probability · Mathematics 2024-07-04 Rajat Subhra Hazra , Nikolai Kriukov , Michel Mandjes

Let $Z=\{Z(t): t\in \mathbb R\}$ be a stochastic process with trajectories in space $\mathbb D (\mathbb R)$. It is assumed that there exists an essentially smooth function $A:\mathbb R\to (-\infty, \infty] $ such that, for all $\alpha \in…

Probability · Mathematics 2026-05-01 A. A. Borovkov , K. A. Borovkov

We introduce a natural generalization of the Erd\H{o}s-R\'enyi random graph model in which random instances of a fixed motif are added independently. The binomial random motif graph $G(H,n,p)$ is the random (multi)graph obtained by adding…

Combinatorics · Mathematics 2019-07-30 Michael Anastos , Peleg Michaeli , Samantha Petti

We consider general Exponential Random Graph Models (ERGMs) where the sufficient statistics are functions of homomorphism counts for a fixed collection of simple graphs $F_k$. Whereas previous work has shown a degeneracy phenomenon in dense…

Probability · Mathematics 2024-04-04 Nicholas A. Cook , Amir Dembo

We establish large deviation principle (LDP) for the family of vector-valued random processes $(X^\epsilon,Y^\epsilon),\epsilon\to 0$ defined as $$ X^\epsilon_t=\frac{1}{\epsilon^\kappa}\int_0^t H(\xi^\epsilon_s,Y^\epsilon_s)ds,…

Probability · Mathematics 2016-09-07 A. Guillin , R. Liptser

We consider a class of graph-valued stochastic processes in which each vertex has a type that fluctuates randomly over time. Collectively, the paths of the vertex types up to a given time determine the probabilities that the edges are…

Probability · Mathematics 2022-09-07 Peter Braunsteins , Frank den Hollander , Michel Mandjes

In 1998, Molloy and Reed showed that, under suitable conditions, if a sequence of degree sequences converges to a probability distribution $D$, then the size of the largest component in corresponding $n$-vertex random graph is…

Probability · Mathematics 2015-05-12 Bela Bollobas , Oliver Riordan

We prove a large-deviation principle (LDP) for the sample paths of jump Markov processes in the small noise limit when, possibly, all the jump rates vanish uniformly, but slowly enough, in a region of the state space. We further discuss the…

Probability · Mathematics 2021-02-26 Andrea Agazzi , Luisa Andreis , Robert I. A. Patterson , D. R. Michiel Renger

We recover the Donsker-Varadhan large deviations principle (LDP) for the empirical measure of a continuous time Markov chain on a countable (finite or infinite) state space from the joint LDP for the empirical measure and the empirical flow…

Probability · Mathematics 2013-01-01 L. Bertini , A. Faggionato , D. Gabrielli

We give a Large Deviation Principle (LDP) with explicit rate function for the distribution of vertex degrees in plane trees, a combinatorial model of RNA secondary structures. We calculate the typical degree distributions based on nearest…

Biomolecules · Quantitative Biology 2008-03-28 Yuri Bakhtin , Christine E. Heitsch

We prove a large deviation principle (LDP) and a fluctuation theorem (FT) for the entropy production rate (EPR) of the following $d$ dimensional stochastic differential equation \begin{equation*} d X_{t}=AX_{t} d t+\sqrt{Q} d B_{t}…

Probability · Mathematics 2021-05-19 Amarjit Budhiraja , Yong Chen , Lihu Xu

We study the algorithmic problem of finding a large independent set in the Erd{\"o}s-R\'{e}nyi random graph $G(n,p)$. For constant $p$ and $b=1/(1-p)$, the largest independent set has size $2\log_b n$, while a simple greedy algorithm -…

Data Structures and Algorithms · Computer Science 2026-02-03 David Gamarnik , Eren C. Kızıldağ , Lutz Warnke

For parabolic stochastic partial differential equations (SPDEs), we show that the numerical methods, including the spatial spectral Galerkin method and further the full discretization via the temporal accelerated exponential Euler method,…

Numerical Analysis · Mathematics 2021-06-22 Chuchu Chen , Ziheng Chen , Jialin Hong , Diancong Jin

We study the problem of robustly estimating the parameter $p$ of an Erd\H{o}s-R\'enyi random graph on $n$ nodes, where a $\gamma$ fraction of nodes may be adversarially corrupted. After showing the deficiencies of canonical estimators, we…

Data Structures and Algorithms · Computer Science 2022-02-16 Jayadev Acharya , Ayush Jain , Gautam Kamath , Ananda Theertha Suresh , Huanyu Zhang

In this work we determine a process-level Large Deviation Principle (LDP) for a model of interacting neurons indexed by a lattice $\mathbb{Z}^d$. The neurons are subject to noise, which is modelled as a correlated martingale. The…

Probability · Mathematics 2016-04-05 Olivier Faugeras , James MacLaurin

Preferential attachment schemes, where the selection mechanism is linear and possibly time-dependent, are considered, and an infinite-dimensional large deviation principle for the sample path evolution of the empirical degree distribution…

Probability · Mathematics 2013-02-25 Jihyeok Choi , Sunder Sethuraman

We study the algorithmic tractability of finding large independent sets in dense random hypergraphs. In the sparse regime, much of the natural algorithms can be formulated within either the local or the low-degree polynomial (LDP)…

Data Structures and Algorithms · Computer Science 2026-05-08 Abhishek Dhawan , Nhi U. Dinh , Eren C. Kızıldağ , Neeladri Maitra , Bayram A. Şahin

Large deviation theory is a branch of probability theory that is devoted to a study of the "rate" at which empirical estimates of various quantities converge to their true values. The object of study in this paper is the rate at which…

Statistics Theory · Mathematics 2013-09-17 Mathukumalli Vidyasagar

We study sample-path large deviations for L\'evy processes and random walks with heavy-tailed jump-size distributions that are of Weibull type. Our main results include an extended form of an LDP (large deviations principle) in the $J_1$…

Probability · Mathematics 2019-12-06 Mihail Bazhba , Jose Blanchet , Chang-Han Rhee , Bert Zwart

A wide variety of complex networks (social, biological, information etc.) exhibit local clustering with substantial variation in the clustering coefficient (the probability of neighbors being connected). Existing models of large graphs…

Discrete Mathematics · Computer Science 2017-09-28 Samantha Petti , Santosh Vempala