On the block size spectrum of a class of exchangeable dynamic random graphs
Frederic Alberti, Florin Boenkost, Fernando Cordero
TL;DR
This work develops a dynamic theory for block sizes in a class of exchangeable dynamic random graphs, focusing on the beta-dynamic case with Θ = $Beta(\alpha,\beta)$ × $\delta_1$ and $\theta=0$. It establishes a dynamic law of large numbers for the block-size spectrum, described by a system of ODEs for the limiting frequencies $\frak c_{t,i}$, and proves a nonstandard functional limit theorem for fluctuations, governed by a generalized Ornstein–Uhlenbeck process driven by a Lévy measure with density $u^{\alpha-3}$. A core methodological contribution is a Poisson integral representation that yields a tractable coupling between the drift and stochastic components, enabling precise control of both drift convergence and fluctuations. The results connect to the Beta-coalescent literature and reveal exponential decay of block frequencies under the slowing time $n^{\alpha-1}$, highlighting the momentum effect that larger blocks coalesce more rapidly in this dynamic setting.
Abstract
In this work we introduce the dynamic $Θ$-random graph and the associated $Θ$-coalescent with momentum. Dynamic $Θ$-random graphs are a subclass of exchangeable and consistent random graph processes, parametrised by a measure $Θ$ on $[0,1]\times (0,1]$, inspired by the classic $Λ$-coalescent from mathematical population genetics. The $Θ$-coalescent with momentum accounts for the small connected components of this graph; in contrast to the underlying random graph it is exchangeable but not consistent. Our main results specialise on the case where $Θ$ is the product of a beta measure and a Dirac mass at $1$. We prove a dynamic law of large numbers for the block size spectrum, which tracks the numbers of blocks containing $1,...,d$ elements. On top of that, we provide a functional limit theorem for the fluctuations. The limit process satisfies a stochastic differential equation of Ornstein-Uhlenbeck type.
