Search arXivSearch

arXiv · 2603.06261

Large deviations for subgraphs in inhomogeneous random graphs

Abstract

Inhomogeneous random graphs are fundamental models for real-world networks, where prescribed degrees are imposed as soft constraints. A common assumption in such models is that the degree distribution follows a power-law, capturing the heavy-tailed nature observed in many contexts. While various graph functionals have been studied in this setting, inhomogeneity makes their analysis significantly more challenging. The goal of this paper is to investigate the large deviations of subgraph counts in inhomogeneous random graphs. Rare events concerning these functionals translate into quantifying the probability that extremely large hubs appear in the graph. This can be achieved by defining a specific optimization problem that captures the most likely way to generate numerous additional subgraphs. When the expected number of subgraphs is sublinear in the graph size, polynomially large deviations are possible, and in this case, we can derive sharp results on clique counts.

Explore related subjects

Keep this discovery

BibTeXRIS

Riccardo Michielan, Clara Stegehuis, Bert Zwart. 2026-03-06. Large deviations for subgraphs in inhomogeneous random graphs. https://arxiv.org/abs/2603.06261

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