Search arXivSearch

arXiv · 2601.12677

Stable and Fréchet limit theorem for subgraph functionals in the hyperbolic random geometric graph

Abstract

We study the fluctuations of subgraph counts in hyperbolic random geometric graphs on the $d$-dimensional Poincaré ball in the heterogeneous, heavy-tailed degree regime. In a hyperbolic random geometric graph whose vertices are given by a Poisson point process on a growing hyperbolic ball, we consider two basic families of subgraphs: star shape counts and clique counts, and we analyze their global counts and maxima over the vertex set. Working in the parameter regime where a small number of vertices close to the center of the Poincaré ball carry very large degrees and act as hubs, we establish joint functional limit theorems for suitably normalized star shape and clique count processes together with the associated maxima processes. The limits are given by a two-dimensional dependent process whose components are a stable Lévy process and an extremal Fréchet process, reflecting the fact that a small number of hubs dominates both the total number of local subgraphs and their extremes. As an application, we derive fluctuation results for the global clustering coefficient, showing that its asymptotic behavior is described by the ratio of the components of a bivariate Lévy process with perfectly dependent stable jumps.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Christian Hirsch, Takashi Owada, Ruiting Tong. 2026-01-19. Stable and Fréchet limit theorem for subgraph functionals in the hyperbolic random geometric graph. https://arxiv.org/abs/2601.12677

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

KEEP EXPLORING

Related papers

The extremal process of a cascading family of branching Brownian motion

We study the asymptotic behaviour of the extremal process of a cascading family of branching Brownian motions. This is a particle system on the real line such that each particle has a type in addition to his position. Particles of type $1$ move on the real line according to Brownian motions and branch at rate $1$ into two children of type $1$. Furthermore, at rate $α$, they give birth to children too of type $2$. Particles of type $2$ move according to standard Brownian motion and branch at rate $1$, but cannot give birth to descendants of type $1$. We obtain the asymptotic behaviour of the extremal process of particles of type $2$.

math.PR

Breuer-Major Theorems for Hilbert Space-Valued Random Variables

Let $\{X_k\}_{k\in\mathbb Z}$ be a stationary Gaussian process with values in a separable Hilbert space $\mathcal H_1$, and let $G:\mathcal H_1\to\mathcal H_2$ be a measurable map into another separable Hilbert space $\mathcal H_2$. We derive a central limit theorem for the centered normalized partial sums of the Hilbert space-valued subordinated process $\{G[X_k]\}_{k\in\mathbb Z}$. Our result holds under either of two sets of sufficient conditions, formulated in terms of the transformation $G$ and the temporal and cross-sectional dependence structure of $\{X_k\}_{k\in\mathbb Z}$. These conditions coincide in finite dimensions but lead to genuinely different phenomena in the infinite-dimensional setting. The proof relies on the recently developed Fourth Moment Theorem on Hilbert spaces, leveraging tools from the infinite-dimensional Malliavin-Stein framework. We also provide continuous-time and quantitative versions of the central limit theorem. In a series of examples, we recover and strengthen limit theorems for a wide array of statistics relevant in functional data analysis, and present, as an application of our result, a novel limit theorem in the framework of neural operators.

math.PR

Controlled rough SDEs, pathwise stochastic control and dynamic programming principles

We study stochastic optimal control of rough stochastic differential equations (RSDEs). This is in the spirit of the pathwise control problem (Lions--Souganidis 1998, Buckdahn--Ma 2007; also Davis--Burstein 1992), with renewed interest and recent works drawing motivation from filtering, SPDEs, and reinforcement learning. Results include regularity of rough value functions, validity of a rough dynamic programming principles and new rough stability results for HJB equations, removing excessive regularity demands previously imposed by flow transformation methods. Measurable selection is used to relate RSDEs to "doubly stochastic" SDEs under conditioning. In contrast to previous works, Brownian statistics for the to-be-conditioned-on noise are not required, aligned with the "pathwise" intuition that these should not matter upon conditioning. Depending on the chosen class of admissible controls, the involved processes may also be anticipating. The resulting stochastic value functions coincide in great generality for different classes of controls. RSDE theory offers a powerful and unified perspective on this problem class.

math.PR