This work exhibits a novel phase transition for the classical stochastic block model (SBM). In addition we study the SBM in the corresponding near-critical regime, and find the scaling limit for the component sizes. The two-parameter stochastic process arising in the scaling limit, an analogue of the standard Aldous' multiplicative coalescent, is interesting in its own right. We name it the (standard) Interacting Multiplicative Coalescent. To the best of our knowledge, this object has not yet appeared in the literature.
We prove existence of all moments of the multiplicative coalescent at all times. We obtain as byproducts a number of related results which could be of general interest. In particular, we show the finiteness of the second moment of the $l^2$ norm for any extremal eternal version of multiplicative coalescent. Our techniques are in part inspired by percolation, and in part are based on tools from stochastic analysis, notably the semi-martingale and the excursion theory.
We modify the definition of Aldous' multiplicative coalescent process and introduce the multiplicative coalescent with linear deletion (MCLD). A state of this process is a square-summable decreasing sequence of cluster sizes. Pairs of clusters merge with a rate equal to the product of their sizes and clusters are deleted with a rate linearly proportional to their size. We prove that the MCLD is a Feller process. This result is a key ingredient in the description of scaling limits of the evolution of component sizes of the mean field frozen percolation model and the so-called rigid representati…
The multiplicative coalescent is a mean-field Markov process in which any pair of blocks coalesces at rate proportional to the product of their masses. In Aldous and Limic (1998) each extreme eternal version of the multiplicative coalescent was described in three different ways, one of which matched its (marginal) law to that of the ordered excursion lengths above past minima of a certain Lévy-type process. Using a modification of the breadth-first-walk construction from Aldous (1997) and Aldous and Limic (1998), and some new insight from the thesis by Uribe (2007), this work settles an open p…
We introduce the multiplicative coalescent with linear deletion, a continuous-time Markov process describing the evolution of a collection of blocks. Any two blocks of sizes $x$ and $y$ merge at rate $xy$, and any block of size $x$ is deleted with rate $λx$ (where $λ\geq 0$ is a fixed parameter). This process arises for example in connection with a variety of random-graph models which exhibit self-organised criticality. We focus on results describing states of the process in terms of collections of excursion lengths of random functions. For the case $λ=0$ (the coalescent without deletion) we r…
We define a Markov process on the partitions of $[n]=\{1,\ldots,n\}$ by drawing a sample in $[n]$ at each time of a Poisson process, by merging blocks that contain one of these points and by leaving all other blocks unchanged. This coalescent process appears in the study of the connected components of random graph processes in which connected subgraphs are added over time with probabilities that depend only on their size. First, we determine the asymptotic distribution of the coalescent time. Then, we define a Bienayme-Galton-Watson (BGW) process such that its total population size dominates t…
We study the block counting process and the fixation line of exchangeable coalescents. Formulas for the infinitesimal rates of both processes are provided. It is shown that the block counting process is Siegmund dual to the fixation line. For exchangeable coalescents restricted to a sample of size n and with dust we provide a convergence result for the block counting process as n tends to infinity. The associated limiting process is related to the frequencies of singletons of the coalescent. Via duality we obtain an analog convergence result for the fixation line of exchangeable coalescents wi…
The multiplicative coalescent is a Markov process taking values in ordered $l^2$. It is a mean-field process in which any pair of blocks coalesces at rate proportional to the product of their masses. In Aldous and Limic (1998) each extreme eternal version $(\mathbf{X}(t),- \infty < t < \infty)$ of the multiplicative coalescent was described in three different ways. One of these specifications matches the (marginal) law of $\mathbf{X}(t)$ to that of the ordered excursion lengths above past minima of $\{L_{\mathbf{X}}(s) +ts, \,s \geq 0\}$, where $L_{\mathbf{X}}$ is a certain Lévy-type process w…
In these expository notes, we describe some features of the multiplicative coalescent and its connection with random graphs and minimum spanning trees. We use Pitman's proof of Cayley's formula, which proceeds via a calculation of the partition function of the additive coalescent, as motivation and as a launchpad. We define a random variable which may reasonably be called the empirical partition function of the multiplicative coalescent, and show that its typical value is exponentially smaller than its expected value. Our arguments lead us to an analysis of the susceptibility of the Erdős-Rény…
In this article we state and prove a dichotomy, which is satisfied by the number of non-singleton blocks in Lambda-coalescents which have a dust component. The dichotomy is of a similar type to two well known results, also dichotomies in the behaviour of the Lambda-coalescent, of Pitman (1999) and Schweinsberg (2000). The three dichotomies combine together to give a complete picture of the qualitative behaviour of the singleton/non-singleton blocks of the Lambda-coalescent.
We introduce and analyze a novel type of coalescent processes called cross-multiplicative coalescent that models a system with two types of particles, $A$ and $B$. The bonds are formed only between the pairs of particles of opposite types with the same rate for each bond, producing connected components made of particles of both types. We analyze and solve the Smoluchowski coagulation system of equations obtained as a hydrodynamic limit of the corresponding Marcus-Lushnikov process. We establish that the cross-multiplicative kernel is a gelling kernel, and find the gelation time. As an applicat…
Random graph models with limited choice have been studied extensively with the goal of understanding the mechanism of the emergence of the giant component. One of the standard models are the Achlioptas random graph processes on a fixed set of $n$ vertices. Here at each step, one chooses two edges uniformly at random and then decides which one to add to the existing configuration according to some criterion. An important class of such rules are the bounded-size rules where for a fixed $K\geq 1$, all components of size greater than $K$ are treated equally. While a great deal of work has gone int…
Consider a multitype coalescent process in which each block has a colour in $\{1,\ldots,d\}$. Individual blocks may change colour, and some number of blocks of various colours may merge to form a new block of some colour. We show that if the law of a multitype coalescent process is invariant under permutations of blocks of the same colour, has consistent Markovian projections, and has asychronous mergers, then it is a multitype $Λ$-coalescent: a process in which single blocks may change colour, two blocks of like colour may merge to form a single block of that colour, or large mergers across v…
The block counting process and the fixation line of the Bolthausen-Sznitman coalescent are analyzed. Spectral decompositions for their generators and transition probabilities are provided leading to explicit expressions for functionals such as hitting probabilities and absorption times. It is furthermore shown that the block counting process and the fixation line of the Bolthausen-Sznitman $n$-coalescent, properly scaled, converge in the Skorohod topology to the Mittag-Leffler process and Neveu's continuous-state branching process respectively as the sample size $n$ tends to infinity. Strong r…
We provide scaling limits for the block counting process and the fixation line of $Λ$-coalescents as the initial state $n$ tends to infinity under the assumption that the measure $Λ$ on $[0,1]$ satisfies $\int_{[0,1]}u^{-1}(Λ-bλ)({\rm d}u)<\infty$ for some $b>0$. Here $λ$ denotes the Lebesgue measure. The main result states that the block counting process, properly logarithmically scaled, converges in the Skorohod space to an Ornstein--Uhlenbeck type process as $n$ tends to infinity. The result is applied to beta coalescents with parameters $1$ and $b>0$. We split the generators into two parts…
The $\X$-coalescent processes were initially studied by Möhle and Sagitov (2001), and introduced by Schweinsberg (2000) in their full generality. They arise in the mathematical population genetics as the complete class of scaling limits for genealogies of Cannings' models. The $\X$-coalescents generalize $Λ$-coalescents, where now simultaneous multiple collisions of blocks are possible. The standard version starts with infinitely many blocks at time 0, and it is said to come down from infinity if its number of blocks becomes immediately finite, almost surely. This work builds on the technique …
The Beta coalescents are stochastic processes modeling the genealogy of a population. They appear as the rescaled limits of the genealogical trees of numerous stochastic population models. In this article, we take interest in the number of blocs at small times in the Beta coalescent. Berestycki, Berestycki and Schweinsberg proved a law of large numbers for this quantity. Recently, Limic and Talarczyk proved that a functional central limit theorem holds as well. We give here a simple proof for an unidimensional version of this result, using a coupling between Beta coalescents and continuous-tim…
We present a law of large numbers and a central limit theorem for the time to absorption of $Λ$-coalescents, started from $n$ blocks, as $n \to \infty$. The proofs rely on an approximation of the logarithm of the block-counting process of $Λ$-coalescents with a dust component by means of a drifted subordinator.
We revisit the discrete additive and multiplicative coalescents, starting with $n$ particles with unit mass. These cases are known to be related to some "combinatorial coalescent processes": a time reversal of a fragmentation of Cayley trees or a parking scheme in the additive case, and the random graph process $(G(n,p))_p$ in the multiplicative case. Time being fixed, encoding these combinatorial objects in real-valued processes indexed by the line is the key to describing the asymptotic behaviour of the masses as $n\to +\infty$. We propose to use the Prim order on the vertices instead of the…
The block counting process with initial state $n$ counts the number of blocks of an exchangeable coalescent ($Ξ$-coalescent) restricted to a sample of size $n$. This work provides scaling limits for the block counting process of regular $Ξ$-coalescents that stay infinite, including $Ξ$-coalescents with dust and a large class of dust-free $Ξ$-coalescents. The main convergence result states that the block counting process, properly logarithmically scaled, converges in the Skorohod space to an Ornstein--Uhlenbeck type process as $n$ tends to infinity. The existence of such a scaling depends on a …
Consider the Markov process taking values in the partitions of N such that each pair of blocks merges at rate one, and each integer is eroded, i.e., becomes a singleton block, at rate d. This is a special case of exchangeable fragmentation-coalescence process called Kingman's coalescent with erosion. We provide a new construction of the stationary distribution of this process as a sample from a standard flow of bridges. This allows us to give a representation of the asymptotic frequencies of this stationary distribution in terms of a sequence of hierarchically independent diffusions. Moreover,…
We study the frequency process $f_1$ of the block of 1 for a $\varXi$-coalescent $\varPi$ with dust. If $\varPi$ stays infinite, $f_1$ is a jump-hold process which can be expressed as a sum of broken parts from a stick-breaking procedure with uncorrelated, but in general non-independent, stick lengths with common mean. For Dirac-$\varLambda$-coalescents with $\varLambda=δ_p$, $p\in[\frac{1}{2},1)$, $f_1$ is not Markovian, whereas its jump chain is Markovian. For simple $\varLambda$-coalescents the distribution of $f_1$ at its first jump, the asymptotic frequency of the minimal clade of 1, is e…
We consider the number of blocks involved in the last merger of a $Λ$-coalescent started with $n$ blocks. We give conditions under which, as $n \to \infty$, the sequence of these random variables a) is tight, b) converges in distribution to a finite random variable or c) converges to infinity in probability. Our conditions are optimal for $Λ$-coalescents that have a dust component. For general $Λ$, we relate the three cases to the existence, uniqueness and non-existence of quasi-invariant measures for the dynamics of the block-counting process, and in case b) investigate the time-reversal of t…
$Λ$-coalescents model the evolution of a coalescing system in which any number of blocks randomly sampled from the whole may merge into a larger block. For the coalescent restricted to initially $n$ singletons we study the collision spectrum $(X_{n,k}:2\le k\le n)$, where $X_{n,k}$ counts, throughout the history of the process, the number of collisions involving exactly $k$ blocks. Our focus is on the large $n$ asymptotics of the joint distribution of the $X_{n,k}$'s, as well as on functional limits for the bulk of the spectrum for simple coalescents. Similarly to the previous studies of the t…
The Mittag-Leffler process $X=(X_t)_{t\ge 0}$ is introduced. This Markov process has the property that its marginal random variables $X_t$ are Mittag-Leffler distributed with parameter $e^{-t}$, $t\in [0,\infty)$, and the semigroup $(T_t)_{t\ge 0}$ of $X$ satisfies $T_tf(x)={\mathbb E}(f(x^{e^{-t}}X_t))$ for all $x\ge 0$ and all bounded measurable functions $f:[0,\infty)\to{\mathbb R}$. Further characteristics of the process $X$ are derived, for example an explicit formula for the joint moments of its finite dimensional distributions. The main result states that the block counting process of t…
We define a Markov process in a forward population model with backward genealogy given by the $Λ$-coalescent. This Markov process, called the fixation line, is related to the block counting process through its hitting times. Two applications are discussed. The probability that the $n$-coalescent is deeper than the $(n-1)$-coalescent is studied. The distribution of the number of blocks in the last coalescence of the $n$-$\operatorname {Beta}(2-α,α)$-coalescent is proved to converge as $n\rightarrow\infty$, and the generating function of the limiting random variable is computed.
We define a new class of $Ξ$-coalescents characterized by a possibly infinite measure over the non negative integers. We call them symmetric coalescents since they are the unique family of exchangeable coalescents satisfying a symmetry property on their coagulation rates: they are invariant under any transformation that consists in moving one element from one block to another without changing the total number of blocks. We illustrate the diversity of behaviors of this family of processes by introducing and studying a one parameter subclass, the $(β,S)$-coalescents. We also embed this family in…
We consider the compact space of pairs of nested partitions of $\mathbb N$, where by analogy with models used in molecular evolution, we call "gene partition" the finer partition and "species partition" the coarser one. We introduce the class of nondecreasing processes valued in nested partitions, assumed Markovian and with exchangeable semigroup. These processes are said simple when each partition only undergoes one coalescence event at a time (but possibly the same time). Simple nested exchangeable coalescent (SNEC) processes can be seen as the extension of $Λ$-coalescents to nested partitio…
We quantify the manner in which the beta coalescent $Π=\{ Π(t), t\geq 0\},$ with parameters $a\in (0, 1),$ $b>0,$ comes down from infinity. Approximating $Π$ by its restriction $Π^n$ to $[n]\:= \{1, \ldots, n\},$ the suitably rescaled block counting process $n^{-1}\#Π^n(tn^{a-1})$ has a deterministic limit, $c(t)$, as $n\to\infty.$ An explicit formula for $c(t)$ is provided in Theorem 1. The block size spectrum $(\mathfrak{c}_{1}Π^n(t), \ldots, \mathfrak{c}_{n}Π^n(t)),$ where $\mathfrak{c}_{i}Π^n(t)$ counts the number of blocks of size $i$ in $Π^n(t),$ captures more refined information about t…
This article shows the asymptotics of distributions of various functionals of the Beta$(2-α,α)$ $n$-coalescent process with $1<α<2$ when $n$ goes to infinity. This process is a Markov process taking {values} in the set of partitions of $\{1, \dots, n\}$, evolving from the intial value $\{1\},\cdots, \{n\}$ by merging (coalescing) blocks together into one and finally reaching the absorbing state $\{1, \dots, n\}$. The minimal clade of $1$ is the block which contains $1$ at the time of coalescence of the singleton $\{1\}$. The limit size of the minimal clade of $1$ is provided. To this, we expre…
Consider a standard ${Λ}$-coalescent that comes down from infinity. Such a coalescent starts from a configuration consisting of infinitely many blocks at time $0$, but its number of blocks $N_t$ is a finite random variable at each positive time $t$. Berestycki et al. [Ann. Probab. 38 (2010) 207-233] found the first-order approximation $v$ for the process $N$ at small times. This is a deterministic function satisfying $N_t/v_t\to1$ as $t\to0$. The present paper reports on the first progress in the study of the second-order asymptotics for $N$ at small times. We show that, if the driving measure…
We consider standard $\La$-coalescents (or coalescents with multiple collisions) with a non-trivial "Kingman part". Equivalently, the driving measure $Λ$ has an atom at $0$; $Λ(\{0\})=c>0$. It is known that all such coalescents come down from infinity. Moreover, the number of blocks $N_t$ is asymptotic to $v(t) = 2/(ct)$ as $t\to 0$. In the present paper we investigate the second-order asymptotics of $N_t$ in the functional sense at small times. This complements our earlier results on the fluctuations of the number of blocks for a class of regular $\La$-coalescents without the Kingman part. In…
In this paper we show the existence of the minimal solution to the multidimensional Lambert-Euler inversion, a multidimensional generalization of $[-e^{-1} ,0)$ branch of Lambert W function $W_0(x)$. Specifically, for a given nonnegative irreducible symmetric matrix $V \in \mathbb{R}^{k \times k}$, we show that for ${\bf u}\in(0,\infty)^k$, if equation $$y_j \exp\{-{\bf e}_j^T V {\bf y} \} = u_j ~~~~~~\forall j=1,...,k,$$ has at least one solution, it must have a minimal solution ${\bf y}^*$, where the minimum is achieved in all coordinates $y_j$ simultaneously. Moreover, such ${\bf y}^*$ is t…
We construct an extension of the Lambda-coalescent to a spatial continuum and analyse its behaviour. Like the Lambda-coalescent, the individuals in our model can be separated into (i) a dust component and (ii) large blocks of coalesced individuals. We identify a five phase system, where our phases are defined according to changes in the qualitative behaviour of the dust and large blocks. We completely classify the phase behaviour, including necessary and sufficient conditions for the model to come down from infinity. We believe that two of our phases are new to Lambda-coalescent theory and dir…
Consider a $Λ$-coalescent that comes down from infinity (meaning that it starts from a configuration containing infinitely many blocks at time 0, yet it has a finite number $N_t$ of blocks at any positive time $t>0$). We exhibit a deterministic function $v:(0,\infty)\to(0,\infty)$ such that $N_t/v(t)\to1$, almost surely, and in $L^p$ for any $p\geq1$, as $t\to0$. Our approach relies on a novel martingale technique.
One major open conjecture in the area of critical random graphs, formulated by statistical physicists, and supported by a large amount of numerical evidence over the last decade [23, 24, 28, 63] is as follows: for a wide array of random graph models with degree exponent $τ\in (3,4)$, distances between typical points both within maximal components in the critical regime as well as on the minimal spanning tree on the giant component in the supercritical regime scale like $n^{(τ-3)/(τ-1)}$. In this paper we study the metric space structure of maximal components of the multiplicative coalescent, i…
An important property of Kingman's coalescent is that, starting from a state with an infinite number of blocks, over any positive time horizon, it transitions into an almost surely finite number of blocks. This is known as `coming down from infinity'. Moreover, of the many different (exchangeable) stochastic coalescent models, Kingman's coalescent is the `fastest' to come down from infinity. In this article we study what happens when we counteract this `fastest' coalescent with the action of an extreme form of fragmentation. We augment Kingman's coalescent, where any two blocks merge at rate $…
We prove several limit theorems that relate coalescent processes to continuous-state branching processes. Some of these theorems are stated in terms of the so-called generalized Fleming-Viot processes, which describe the evolution of a population with fixed size, and are duals to the coalescents with multiple collisions studied by Pitman and others. We first discuss asymptotics when the initial size of the population tends to infinity. In that setting, under appropriate hypotheses, we show that a rescaled version of the generalized Fleming-Viot process converges weakly to a continuous-state br…
Motivated by limits of critical inhomogeneous random graphs, we construct a family of sequences of measured metric spaces that we call continuous multiplicative graphs, that are expected to be the universal limit of graphs related to the multiplicative coalescent (the Erdős--Rényi random graph, more generally the so-called rank-one inhomogeneous random graphs of various types, and the configuration model). At the discrete level, the construction relies on a new point of view on (discrete) inhomogeneous random graphs that involves an embedding into a Galton--Watson forest. The new representatio…
A dynamical approach to spanning and surplus edges of random graphs
Univ Paris Est Créteil, Univ Gustave Eiffel, CNRS, LAMA UMR 8050（巴黎东克雷泰伊大学，古斯塔夫·埃菲尔大学，法国国家科学研究中心，LAMA）；Institut de Recherche Mathématique Avancée, UMR 7501 Université de Strasbourg et CNRS（斯特拉斯堡大学与法国国家科学研究中心联合高级数学研究所）
We describe a representation of the Bolthausen-Sznitman coalescent in terms of the cutting of random recursive trees. Using this representation, we prove results concerning the final collision of the coalescent restricted to [n]: we show that the distribution of the number of blocks involved in the final collision converges as n tends to infinity, and obtain a scaling law for the sizes of these blocks. We also consider the discrete-time Markov chain giving the number of blocks after each collision of the coalescent restricted to [n]; we show that the transition probabilities of the time-revers…
Coalescents with multiple collisions, also known as $Λ$-coalescents, were introduced by Pitman and Sagitov in 1999. These processes describe the evolution of particles that undergo stochastic coagulation in such a way that several blocks can merge at the same time to form a single block. In the case that the measure $Λ$ is the $\operatorname {Beta}(2-α,α)$ distribution, they are also known to describe the genealogies of large populations where a single individual can produce a large number of offspring. Here, we use a recent result of Birkner et al. to prove that Beta-coalescents can be embedd…
For $Λ$-$n$-coalescents with mutation, we analyse the size $O_n$ of the partition block of $i\in\{1,\ldots,n\}$ at the time where the first mutation appears on the tree that affects $i$ and is shared with any other $j\in\{1,\ldots,n\}$. We provide asymptotics of $O_n$ for $n\to\infty$ and a recursion for all moments of $O_n$ for finite $n$. This variable gives an upper bound for the minimal clade size [2], which is not observable in real data. In applications to genetics, it has been shown to be useful to lower classification errors in genealogical model selection [10].
Classification of diffusion processes in dimension $d$ via the Carleman approach with applications to models involving additive, multiplicative or square-root noises
Université Paris-Saclay, CNRS, CEA, Institut de Physique Théorique（巴黎萨克雷大学、法国国家科学研究中心、法国原子能和替代能源委员会、理论物理研究所）
We sharpen in this work the tools of paracontrolled calculus in order to provide a complete analysis of the parabolic Anderson model equation and Burgers system with multiplicative noise, in a $3$-dimensional Riemannian setting, in either bounded or unbounded domains. With that aim in mind, we introduce a pair of intertwined space-time paraproducts on parabolic Hölder spaces, with good continuity, that happens to be pivotal and provides one of the building blocks of higher order paracontrolled calculus.
The present paper brings a new class of interacting jump processes into focus. We start from a single-colony $C^Λ$-process, which arises as the continuum-mass limit of a $Λ$-Cannings individual-based population model, where $Λ$ is a finite non-negative measure that describes the offspring mechanism. After that we introduce a system of hierarchically interacting $C^Λ$-processes, where the interaction comes from migration and reshuffling-resampling based on measures $(Λ_k)_{k}$ both acting in $k$-blocks of the hierarchical group. We refer to this system as the $C_N^{c,Λ}$-process. The dual proce…
The singular values of products of standard complex Gaussian random matrices, or sub-blocks of Haar distributed unitary matrices, have the property that their probability distribution has an explicit, structured form referred to as a polynomial ensemble. It is furthermore the case that the corresponding bi-orthogonal system can be determined in terms of Meijer G-functions, and the correlation kernel given as an explicit double contour integral. It has recently been shown that the Hermitised product $X_M \cdots X_2 X_1A X_1^T X_2^T \cdots X_M^T$, where each $X_i$ is a standard real complex Gaus…
We find scaling limits for the sizes of the largest components at criticality for rank-1 inhomogeneous random graphs with power-law degrees with power-law exponent τ. We investigate the case where $τ\in(3,4)$, so that the degrees have finite variance but infinite third moment. The sizes of the largest clusters, rescaled by $n^{-(τ-2)/(τ-1)}$, converge to hitting times of a "thinned" Lévy process, a special case of the general multiplicative coalescents studied by Aldous [Ann. Probab. 25 (1997) 812-854] and Aldous and Limic [Electron. J. Probab. 3 (1998) 1-59]. Our results should be contrasted …
A wide array of random graph models have been postulated to understand properties of observed networks. Typically these models have a parameter $t$ and a critical time $t_c$ when a giant component emerges. It is conjectured that for a large class of models, the nature of this emergence is similar to that of the Erdős-Rényi random graph, in the sense that (a) the sizes of the maximal components in the critical regime scale like $n^{2/3}$, and (b) the structure of the maximal components at criticality (rescaled by $n^{-1/3}$) converges to random fractals. To date, (a) has been proven for a numbe…
