Rare event asymptotics for exploration processes for random graphs

TL;DR

This paper develops a large deviation framework for exploring rare events in sparse random graphs, specifically the configuration model, by establishing LDPs for exploration processes and analyzing associated variational problems.

Contribution

It introduces a novel approach using exploration processes and infinite-dimensional LDPs to analyze rare events in sparse random graphs, extending beyond dense graph methods.

Findings

Established LDP for exploration process in the configuration model.

Derived explicit decay rate formulas for non-typical component degree distributions.

Analyzed Euler-Lagrange equations to solve the variational problems explicitly.

Abstract

Much work in the study of large deviations for random graph models is focused on the dense regime where the theory of graphons has emerged as a principal tool. These tools do not give a good approach to large deviation problems for random graph models in the sparse regime. The aim of this paper is to study an approach for large deviation problems in this regime by establishing Large Deviation Principles (LDP) on suitable path spaces for certain exploration processes of the associated random graph sequence. Our work focuses on the study of one particular class of random graph models, namely the configuration model; however the general approach of using exploration processes for studying large deviation properties of sparse random graph models has broader applicability. The goal is to study asymptotics of probabilities of non-typical behavior in the large network limit. The first key step for this is to establish a LDP for an exploration process associated with the configuration model. A suitable exploration process here turns out to be an infinite dimensional Markov process with transition probability rates that diminish to zero in certain parts of the state space. Large deviation properties of such Markovian models is challenging due to poor regularity behavior of the associated local rate functions. Next, using the rate function in the LDP for the exploration process we formulate a calculus of variations problem associated with the asymptotics of component degree distributions. The second key ingredient in our study is a careful analysis of the infinite dimensional Euler-Lagrange equations associated with this calculus of variations problem. Exact solutions are identified which then provide explicit formulas for decay rates of probabilities of non-typical component degree distributions and related quantities. Please see the paper for the complete abstract.