probability theory

A novel approach to the giant component fluctuations

arXiv:2412.06995

summary

The paper presents a new method based on the simultaneous breadth‑first walk to study the size fluctuations of the giant component in Erdős–Rényi random graph processes, proving functional central limit theorems in both super‑critical and barely super‑critical regimes.

Abstract

We present a novel approach to study the evolution of the size (i.e. the number of vertices) of the giant component of a random graph process. It is based on the exploration algorithm called simultaneous breadth-first walk, introduced by Limic in 2019, that encodes the dynamic of the evolution of the sizes of the connected components of a large class of random graph processes. We limit our study to the variant of the Erdős-Rényi graph process with vertices where an edge connecting a pair of vertices appears at an exponential rate 1 waiting time, independently over pairs. We first use the properties of the simultaneous breadth-first walk to obtain an alternative and self-contained proof of the functional central limit theorem recently established by Enriquez, Faraud and Lemaire in the super-critical regime ( and ). Next, to show the versatility of our approach, we prove a functional central limit theorem in the barely super-critical regime ( where and is a sequence of positive reals that converges to 0 such that tends to ).

minor changes, 22 pages, 1 figure, accepted for publication in Annales Henri Lebesgue

Topics & keywords

#random graphs#giant component#breadth-first walk#functional central limit theorem#supercritical regimesimultaneous breadth‑first walkErdős–Rényi graph processfunctional CLTbarely super‑criticaledge arrival rate
A novel approach to the giant component fluctuations · wovepaper