Eigenvalues of Random Graphs - MITweb.mit.edu/18.338/www/2012s/projects/yz_slides.pdf · Structure...
Transcript of Eigenvalues of Random Graphs - MITweb.mit.edu/18.338/www/2012s/projects/yz_slides.pdf · Structure...
Eigenvalues of Random Graphs
Yufei Zhao
Massachusetts Institute of Technology
May 2012
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 1 / 46
Random graphs
QuestionWhat is the limiting spectral distribution of a random graph?
Erdos-Renyi random graphs G (n, p): edges added independently
with probability p.
Random d-regular graph Gn,d .
Key difference: edges of Gn,d are not independent.
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 2 / 46
Random graphs
QuestionWhat is the limiting spectral distribution of a random graph?
Erdos-Renyi random graphs G (n, p): edges added independently
with probability p.
Random d-regular graph Gn,d .
Key difference: edges of Gn,d are not independent.
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 2 / 46
Eigenvalues of random graphs
Random d-regular graph Gn,d
Largest eigenvalue is d
All other eigenvalues are O(√
d).
G (n, p)
Largest eigenvalue ≈ np
All other eigenvalues are O(√
np).
Note: In spectra plots, the matrices de-meaned and normalized.
Fact: If J is rank 1, then the eigenvalues of A and A− J interlace.
So shape of limiting distribution is unchanged.
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 3 / 46
Eigenvalues of random graphs
Random d-regular graph Gn,d
Largest eigenvalue is d
All other eigenvalues are O(√
d).
G (n, p)
Largest eigenvalue ≈ np
All other eigenvalues are O(√
np).
Note: In spectra plots, the matrices de-meaned and normalized.
Fact: If J is rank 1, then the eigenvalues of A and A− J interlace.
So shape of limiting distribution is unchanged.
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 3 / 46
G (n, αn ) when α = 1.0
−3 −2 −1 0 1 2 30
5
10
15
20
25
30
35
40
45
50G(n,alpha/n), alpha = 1.0
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 4 / 46
G (n, αn ) when α = 1.5
−3 −2 −1 0 1 2 30
5
10
15
20
25
30
35G(n,alpha/n), alpha = 1.5
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G (n, αn ) when α = 3
−3 −2 −1 0 1 2 30
1
2
3
4
5
6
7
8G(n,alpha/n), alpha = 3.0
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G (n, αn ) when α = 10
−3 −2 −1 0 1 2 30
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4G(n,alpha/n), alpha = 10.0
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Random 3-regular graph
−3 −2 −1 0 1 2 30
0.1
0.2
0.3
0.4
0.5
0.6
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0.8
0.9
1Random d−reg graph d = 3
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Random 6-regular graph
−3 −2 −1 0 1 2 30
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1Random d−reg graph d = 6
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G (n, p) when p = ω(1/n)
TheoremLet p = ω( 1
n), p ≤ 1
2. The normalized spectral distribution of G (n, p)
approaches the semicircle law.
Proof is basically same as Wigner’s theorem.
Method of moments.
Counting walks and trees. Catalan numbers.
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 10 / 46
G (n, p) when p = ω(1/n)
TheoremLet p = ω( 1
n), p ≤ 1
2. The normalized spectral distribution of G (n, p)
approaches the semicircle law.
Proof is basically same as Wigner’s theorem.
Method of moments.
Counting walks and trees. Catalan numbers.
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 10 / 46
G (n, αn ) when α = 0.2
−3 −2 −1 0 1 2 30
10
20
30
40
50
60
70
80
90G(n,alpha/n), alpha = 0.2
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G (n, αn ) when α = 0.3
−3 −2 −1 0 1 2 30
10
20
30
40
50
60
70
80G(n,alpha/n), alpha = 0.3
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G (n, αn ) when α = 0.5
−3 −2 −1 0 1 2 30
10
20
30
40
50
60
70G(n,alpha/n), alpha = 0.5
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G (n, αn ) when α = 0.7
−3 −2 −1 0 1 2 30
10
20
30
40
50
60G(n,alpha/n), alpha = 0.7
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G (n, αn ) when α = 1.0
−3 −2 −1 0 1 2 30
5
10
15
20
25
30
35
40
45
50G(n,alpha/n), alpha = 1.0
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G (n, αn ) when α = 1.2
−3 −2 −1 0 1 2 30
5
10
15
20
25
30
35
40G(n,alpha/n), alpha = 1.2
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 16 / 46
G (n, αn ) when α = 1.5
−3 −2 −1 0 1 2 30
5
10
15
20
25
30
35G(n,alpha/n), alpha = 1.5
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 17 / 46
G (n, αn ) when α = 2
−3 −2 −1 0 1 2 30
5
10
15
20
25G(n,alpha/n), alpha = 2.0
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 18 / 46
G (n, αn ) when α = 3
−3 −2 −1 0 1 2 30
1
2
3
4
5
6
7
8G(n,alpha/n), alpha = 3.0
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G (n, αn ) when α = 5
−3 −2 −1 0 1 2 30
0.2
0.4
0.6
0.8
1
1.2
1.4G(n,alpha/n), alpha = 5.0
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G (n, αn ) when α = 7
−3 −2 −1 0 1 2 30
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45G(n,alpha/n), alpha = 7.0
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 21 / 46
G (n, αn ) when α = 10
−3 −2 −1 0 1 2 30
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4G(n,alpha/n), alpha = 10.0
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G (n, αn ) when α = 20
−3 −2 −1 0 1 2 30
0.05
0.1
0.15
0.2
0.25
0.3
0.35G(n,alpha/n), alpha = 20.0
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 23 / 46
G (n, αn ) when α = 50
−3 −2 −1 0 1 2 30
0.05
0.1
0.15
0.2
0.25
0.3
0.35G(n,alpha/n), alpha = 50.0
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 24 / 46
G (n, αn ) when α = 70
−3 −2 −1 0 1 2 30
0.05
0.1
0.15
0.2
0.25
0.3
0.35G(n,alpha/n), alpha = 70.0
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G (n, αn ) when α = 100
−3 −2 −1 0 1 2 30
0.05
0.1
0.15
0.2
0.25
0.3
0.35G(n,alpha/n), alpha = 100.0
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 26 / 46
G (n, αn ) when α = 200
−3 −2 −1 0 1 2 30
0.05
0.1
0.15
0.2
0.25
0.3
0.35G(n,alpha/n), alpha = 200.0
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 27 / 46
G (n, αn )
Discrete component — spikes
Continuous component
To explain this phenomenon, we need to understand the
structure of G (n, p).
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 28 / 46
Structure of a random graph
P. Erdos and A. Renyi. On the evolution of random graphs. 1960.
Structure of G (n, p), almost surely for n large:
p = αn with α < 1.
All components have small size O(log n), mostly trees.
p = αn with α = 1.
Largest component has size on the order of n2/3.
p = αn with α > 1,
One giant component of linear size; and all other components have
small size O(log n), mostly trees.
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 29 / 46
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 30 / 46
Spectra of G (n, αn )
Properties of spectra: very few rigorous proofs; lots of intuition
and “physicists’ proofs”.
Continuous spectrum + discrete spectrum
Suspected that the giant component contributes to the
continuous spectrum
and isolated and hanging trees contribute to the discrete
spectrum.
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 31 / 46
Trees give the spikes
T A(T ) Eigenvalues
( 0 ) 0
( 0 11 0 ) −1, 1(0 1 01 0 10 1 0
) −√
2, 0,√
2
(−1.41) (1.41)(0 1 0 01 0 1 00 1 0 10 0 1 0
) −1−√5
2, 1−
√5
2, −1+
√5
2, 1+
√5
2
(−1.62) (−0.62) (0.62) (1.62)(0 1 1 11 0 0 01 0 0 01 0 0 0
)−√
3, 0, 0,√
3
(−1.73) (1.73)
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Random 2-regular graph
−3 −2 −1 0 1 2 30
0.1
0.2
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0.5
0.6
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0.9
1Random d−reg graph d = 2
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Random 3-regular graph
−3 −2 −1 0 1 2 30
0.1
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0.5
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1Random d−reg graph d = 3
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Random 4-regular graph
−3 −2 −1 0 1 2 30
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1Random d−reg graph d = 4
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Random 5-regular graph
−3 −2 −1 0 1 2 30
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0.5
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0.7
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0.9
1Random d−reg graph d = 5
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Random 6-regular graph
−3 −2 −1 0 1 2 30
0.1
0.2
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0.4
0.5
0.6
0.7
0.8
0.9
1Random d−reg graph d = 6
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Random 7-regular graph
−3 −2 −1 0 1 2 30
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0.5
0.6
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0.9
1Random d−reg graph d = 7
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 38 / 46
Random 8-regular graph
−3 −2 −1 0 1 2 30
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0.5
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1Random d−reg graph d = 8
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Random 9-regular graph
−3 −2 −1 0 1 2 30
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0.5
0.6
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1Random d−reg graph d = 9
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Random 10-regular graph
−3 −2 −1 0 1 2 30
0.1
0.2
0.3
0.4
0.5
0.6
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1Random d−reg graph d = 10
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 41 / 46
Random 15-regular graph
−3 −2 −1 0 1 2 30
0.1
0.2
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1Random d−reg graph d = 15
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 42 / 46
Random 20-regular graph
−3 −2 −1 0 1 2 30
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1Random d−reg graph d = 20
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 43 / 46
Random d -regular graphs
Theorem (McKay 1981)
Let d ≥ 2 be a fixed integer. As n→∞, the spectral distribution of
a random d-regular graph Gn,d on n vertices approaches
fd(x) =
d√
4(d − 1)− x2
2π(d2 − x2), if |x | ≤ 2
√d − 1;
0, otherwise.
Proof idea:
Method of moments.
Reduce to counting closed walks in Gn,d .
Locally Gn,d looks like a d-regular tree. · · ·· · · · · · · · ·
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 44 / 46
Random d -regular graphs
Theorem (McKay 1981)
Let d ≥ 2 be a fixed integer. As n→∞, the spectral distribution of
a random d-regular graph Gn,d on n vertices approaches
fd(x) =
d√
4(d − 1)− x2
2π(d2 − x2), if |x | ≤ 2
√d − 1;
0, otherwise.
Proof idea:
Method of moments.
Reduce to counting closed walks in Gn,d .
Locally Gn,d looks like a d-regular tree. · · ·· · · · · · · · ·
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 44 / 46
Random d -regular graphs with d growing
Theorem (Tran-Vu-Wang 2012)
Let d →∞, d ≤ n2
. As n→∞, the spectral distribution of a
random d-regular graph Gn,d on n vertices converges to the semicircle
distribution.
Proof idea:
G (n, dn
) is d-regular with some (small) probability
But the probability that the spectral distribution of G (n, dn
)
deviates from the semicircle is even smaller.
So with high probability the spectral distribution of Gn,d is close
to the semicircle.
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 45 / 46
Random d -regular graphs with d growing
Theorem (Tran-Vu-Wang 2012)
Let d →∞, d ≤ n2
. As n→∞, the spectral distribution of a
random d-regular graph Gn,d on n vertices converges to the semicircle
distribution.
Proof idea:
G (n, dn
) is d-regular with some (small) probability
But the probability that the spectral distribution of G (n, dn
)
deviates from the semicircle is even smaller.
So with high probability the spectral distribution of Gn,d is close
to the semicircle.
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 45 / 46
Summary
Erdos-Renyi random graph G (n, p)
p = αn
: observed continuous + discrete spectrum
p = ω( 1n
): semicircle [Wigner 1955]
Random d-regular graph
Fixed d : [McKay 1981]
Growing d : semicircle [Tran-Vu-Wang 2012]
Yufei Zhao (MIT) Eigenvalues of Random Graphs May 2012 46 / 46