Search arXivSearch

arXiv · 1907.12212

Phase Transitions of Best-of-Two and Best-of-Three on Stochastic Block Models

Abstract

This paper is concerned with voting processes on graphs where each vertex holds one of two different opinions. In particular, we study the \emph{Best-of-two} and the \emph{Best-of-three}. Here at each synchronous and discrete time step, each vertex updates its opinion to match the majority among the opinions of two random neighbors and itself (the Best-of-two) or the opinions of three random neighbors (the Best-of-three). Previous studies have explored these processes on complete graphs and expander graphs, but we understand significantly less about their properties on graphs with more complicated structures. In this paper, we study the Best-of-two and the Best-of-three on the stochastic block model $G(2n,p,q)$, which is a random graph consisting of two distinct Erdős-Rényi graphs $G(n,p)$ joined by random edges with density $q\leq p$. We obtain two main results. First, if $p=ω(\log n/n)$ and $r=q/p$ is a constant, we show that there is a phase transition in $r$ with threshold $r^*$ (specifically, $r^*=\sqrt{5}-2$ for the Best-of-two, and $r^*=1/7$ for the Best-of-three). If $r>r^*$, the process reaches consensus within $O(\log \log n+\log n/\log (np))$ steps for any initial opinion configuration with a bias of $Ω(n)$. By contrast, if $r r^*$, we show that, for any initial opinion configuration, the process reaches consensus within $O(\log n)$ steps. To the best of our knowledge, this is the first result concerning multiple-choice voting for arbitrary initial opinion configurations on non-complete graphs.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Nobutaka Shimizu, Takeharu Shiraga. 2019-07-29. Phase Transitions of Best-of-Two and Best-of-Three on Stochastic Block Models. https://arxiv.org/abs/1907.12212

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

KEEP EXPLORING

Related papers

Local well-posedness of general mean field game master equations

This paper presents a generic approach for establishing mean field game master equations, applicable whenever the mean field equilibrium can be characterized by a McKean-Vlasov forward-backward stochastic differential equation system. The core of our approach is a representation formula for the first-order Lions derivative of the decoupling field of this forward-backward SDE system. We then employ a bootstrap argument to recursively compute its higher-order derivatives. To demonstrate the method's versatility, we establish the local well-posedness for master equations in three distinct models: extended mean field games, mean field games with volatility control, and mean field games with a major player.

math.PR

Uniqueness for nonlinear Fokker-Planck equations with general diffusion terms and their associated nonlinear Markov processes

This work is concerned with the uniqueness of distributional solutions to nonlinear Fokker-Planck equations with non-diagonal diffusion terms of type \begin{equation} u_{t}-\sum_{i,j=1}^{d} D^{2}_{ij}(a_{ij}(x)β(x,u))+ \text{div}(b(x,u)u)=0 \quad \text{in}\; (0, \infty) \times \mathbb{R}^{d} ,\notag \end{equation} with initial condition $u(0,x)\equiv u_{0}(x)$, where $a_{ij}$, $β$, and $b$ are suitable functions. Under suitable assumptions, this equation generates a continuous contraction semigroup $S(t): L^{1}(\mathbb{R}^{d}) \rightarrow L^{1}(\mathbb{R}^{d})$, and $u(t)=S(t)u_{0}$ is a mild solution to the equation. Our main contribution is to prove that this mild solution is unique in the much larger class of distributional solutions. This extends previous uniqueness results for the diagonal (also called isotropic) diffusion case $a_{ij} \equiv δ_{ij}$. Another key analytical result of this paper is the uniqueness for distributional solutions of the associated linearized equation. As a main application, we prove weak uniqueness for the corresponding McKean-Vlasov SDEs. Moreover, we prove that, the probabilistically weak solution to the McKean-Vlasov SDEs is also the unique probabilistically strong solution. Furthermore, we establish a new $L^{\infty}$ estimate for mild solutions starting from data in $L^{1}\cap L^{\infty}$ and this estimate is used in the construction of nonlinear Markov processes. Finally, we prove that the path laws of the solutions to the McKean-Vlasov SDEs form a nonlinear Markov process in the sense of McKean.

math.PR

Small-time annealed large deviations principle for one-dimensional diffusions in a random environment

In this paper, we establish a small-time annealed path large deviation principle for one-dimensional diffusions in a random environment associated with the generator ${\mathcal L}_W f(x)=e^{-ρ(x,W)}(e^{a(x,W)}f'(x))'$. The coefficients $\{ρ(x,\cdot):x\in\mathbb R\}$ and $\{a(x,\cdot):x\in\mathbb R\}$ are random. We assume that for each fixed realization of the environment, $ρ$ and $a$ are continuous and locally exponentially integrable, and that the support of the associated intrinsic coordinates is compact and non-collapsing. This framework includes the extensively studied Brox diffusion $dX_t=dB_t-\frac12\dot W(X_t)\,dt$, where $B$ is a standard Brownian motion and $W$ is an independent two-sided Brownian motion representing the environment. The Itô--McKean representation of the diffusions and the estimates of the first exit probabilities derived via Moser iteration play a crucial role.

math.PR