Search arXivSearch

arXiv · 1708.05587

Weighted Exponential Random graph models: Scope and large network limits

Abstract

We study models of weighted exponential random graphs in the large network limit. These models have recently been proposed to model weighted network data arising from a host of applications including socio-econometric data such as migration flows and neuroscience. Analogous to fundamental results derived for standard (unweighted) exponential random graph models in the work of Chatterjee and Diaconis, we derive limiting results for the structure of these models as the number of nodes goes to infinity. Our results are applicable for a wide variety of base measures including measures with unbounded support. We also derive sufficient conditions for continuity of functionals in the specification of the model including conditions on nodal covariates. Finally we include a number of open problems to spur further understanding of this model especially in the context of applications.

Explore related subjects

Keep this discovery

BibTeXRIS

Shankar Bhamidi, Suman Chakraborty, Skyler Cranmer, Bruce Desmarais. 2017-08-18. Weighted Exponential Random graph models: Scope and large network limits. https://doi.org/10.1007/s10955-018-2103-0

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR