On the large deviation rate function for marked sparse random graphs
Kavita Ramanan, Sarath Yasodharan

TL;DR
This paper derives a concise large deviation rate function for marked sparse random graphs, revealing the cost of deviations in component measures and providing tools for analyzing rare events and statistical physics models.
Contribution
It introduces a novel representation of the large deviation rate function for various marked sparse random graphs using relative entropies and unimodularity techniques.
Findings
Rate function expressed as sum of relative entropies
Representation aids in Gibbs conditioning principles
Applicable to statistical physics and particle systems
Abstract
We consider (annealed) large deviation principles for component empirical measures of several families of marked sparse random graphs, including (i) uniform graphs on vertices with a fixed degree distribution; (ii) uniform graphs on vertices with a fixed number of edges; (iii) Erd\H{o}s-R\'enyi random graphs. Assuming that edge and vertex marks are independent, identically distributed, and take values in a finite state space, we show that the large deviation rate function admits a concise representation as a sum of relative entropies that quantify the cost of deviation of a probability measure on marked rooted graphs from certain auxiliary independent and conditionally independent versions. The proof exploits unimodularity, the consequent mass transport principle, and random tree labelings to express certain combinatorial quantities as expectations with respect to…
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Taxonomy
TopicsMarkov Chains and Monte Carlo Methods · Statistical Mechanics and Entropy · Stochastic processes and statistical mechanics
