Search arXivSearch

arXiv · 2601.20502

Optimal matching under size priority

Abstract

Past studies on the local limit of maximal weight matchings in edge-weighted large random graphs rely fundamentally on the assumption that the weights are atomless, which ensures that the maximal weight matching is unique. This excludes de facto maximal size matchings that correspond to equal edge-weights. In this work, we overcome this difficulty by assigning i.i.d.~atomless weights to edges and choosing the maximal size matching that maximises the weight. We call these doubly constrained matchings \emph{optimal matchings}. The natural generalisation of optimal matchings for infinite unimodular random graphs are unimodular matchings of maximal density at the root that maximise the expected weight at the root when it is matched. For unimodular Bienaymé-Galton-Watson (UBGW) trees and for a broad class of weight distributions, we show existence and uniqueness in law of such matchings. We also prove that if a sequence of finite random weighted graphs converges locally to an UBGW tree with i.i.d.~weights, then there exists a sequence of matchings on the finite graphs that converges locally to the optimal matching on the limiting tree. Finally, we identify a regime, depending only on the offspring distribution of the limiting tree, in which correlations between edge states in the optimal matching decay exponentially with their graph distance. In this regime, we strengthen the previous convergence to the convergence of optimal matchings of the finite graphs. As a by-product, we can explicitly compute the asymptotic densities of edges that belong to all maximal-density matchings, and of edges that belong to none.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Nathanaël Enriquez, Mike Liu, Laurent Ménard, Vianney Perchet. 2026-01-28. Optimal matching under size priority. https://arxiv.org/abs/2601.20502

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