Graph Disjointness with Applications to Reversible Markov Chains
Yang Xiang, Kevin McGoff, Andrew B. Nobel

TL;DR
This paper explores the structural relationships between graphs and reversible Markov chains through the concept of graph disjointness, revealing new characterizations and insights into their couplings and spectral properties.
Contribution
It introduces the notions of strong and weak disjointness of graphs, characterizes them via spectral overlap, and links these concepts to the structure of reversible Markov chains.
Findings
Weak disjointness characterized by spectral overlap of transition matrices
Strong disjointness for graphs without self loops occurs iff one is a tree and they are weakly disjoint
Disjointness properties depend only on vertex and edge sets, not weights
Abstract
The correspondence between weighted undirected graphs and reversible Markov chains via vertex random walks is simple and well known. Leveraging this correspondence and ideas from the theory of dynamical systems, we study the structural discordance of graphs and Markov chains by means of graph joinings. Informally, a joining of graphs and is a graph on the product of their vertex sets giving rise to a coupling of their random walks. Graphs and are strongly disjoint if their only joining is the tensor product, and they are weakly disjoint if the degree function of every joining is equal to the degree function of the tensor product. We establish close connections between graph joinings, disjointness, and graph factors. Our first principal result characterizes weak disjointness of graphs in terms of the spectral overlap of their Markov transition matrices. The second…
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