The multiplicative coalescent is a Markov process taking values in ordered @math . It is a mean-field process in which any pair of blocks coalesces at rate proportional to the product of their masses. In Aldous and Limic (1998) each extreme eternal version @math of the multiplicative coalescent was described in three different ways. One of these specifications matches the (marginal) law of @math to that of the ordered excursion lengths above past minima of @math , where @math is a certain Levy-type process which (modulo shift and scaling) has infinitesimal drift @math at time @math . Using a modification of the breadth-first-walk construction from Aldous (1997) and Aldous and Limic (1998), and some new insight from the thesis by Uribe (2007), this work settles an open problem (3) from Aldous (1997), in the more general context of Aldous and Limic (1998). Informally speaking, @math is entirely encoded by @math , and contrary to Aldous' original intuition, the evolution of time for @math does correspond to the linear increase in the constant part of the drift of @math . In the "standard multiplicative coalescent" context of Aldous (1997), this result was first announced by Armendariz in 2001, and obtained in a recent preprint by Broutin and Marckert, who simultaneously account for the process of excess edge counts (or marks). The novel argument presented here is based on a sequence of relatively elementary observations. Some of its components (for example, the new dynamic random graph construction via "simultaneous" breadth-first walks) are of independent interest, and may be useful for obtaining more sophisticated asymptotic results on near critical random graphs and related processes.
The rest of the paper is organized as follows: Section introduces the simultaneous breadth-first walks and explains how they are linked to the (marginal) law of the , and the original breadth-first walks of @cite_14 @cite_10 . Section recalls Uribe's diagrams and includes Proposition , that connects the diagrams to the . In Section the simultaneous BFWs and Uribe's diagrams are linked, and as a result an important conclusion is made in Proposition (the generalized version of the claim which precedes Theorem ). All the processes considered in Sections -- have finite initial states. Section serves to pass to the limit where the initial configuration is in @math . The similarities to and differences from @cite_10 are discussed along the way. Theorem is proved in Section . Several questions are included in Section (the reader is also referred to the list of open problems given at the end of @cite_14 ).
@cite_14 @cite_10
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These lecture notes highlight the mathematical and computational structure relating to the formulation of, and development of algorithms for, the Bayesian approach to inverse problems in differential equations. This approach is fundamental in the quantification of uncertainty within applications in volving the blending of mathematical models with data. The finite dimensional situation is described first, along with some motivational examples. Then the development of probability measures on separable Banach space is undertaken, using a random series over an infinite set of functions to construct draws; these probability measures are used as priors in the Bayesian approach to inverse problems. Regularity of draws from the priors is studied in the natural Sobolev or Besov spaces implied by the choice of functions in the random series construction, and the Kolmogorov continuity theorem is used to extend regularity considerations to the space of Holder continuous functions. Bayes’ theorem is de rived in this prior setting, and here interpreted as finding conditions under which the posterior is absolutely continuous with respect to the prior, and determining a formula for the Radon-Nikodym derivative in terms of the likelihood of the data. Having established the form of the posterior, we then describe various properties common to it in the infinite dimensional setting. These properties include well-posedness, approximation theory, and the existence of maximum a posteriori estimators. We then describe measure-preserving dynamics, again on the infinite dimensional space, including Markov chain-Monte C arlo and sequential Monte Carlo methods, and measure-preserving reversible stochastic differential equations. By formulating the theory and algorithms on the underlying infinite dimensional space, we obtain a framework suitable for rigorous analysis of the accuracy of reconstructions, of computational complexity, as well as naturally constructing algorithms which perform well under mesh refinement, since they are inherently well-defined in infinite dimensions. 1. Summary In Part I, four ostensibly different theoretical models of induction are presented, in which the problem dealt with is the extrapolation of a very long sequence of symbols—presumably containing all of the information to be used in the induction. Almost all, if not all problems in induction can be put in this form. Some strong heuristic arguments have been obtained for the equivalence of the last three models. One of these models is equivalent to a Bayes formulation, in which a priori probabilities are assigned to sequences of symbols on the basis of the lengths of inputs to a universal Turing machine that are required to produce the sequence of interest as output. Though it seems likely, it is not certain whether the first of the four models is equivalent to the other three. Few rigorous results are presented. Informal investigations are made of the properties of these models. There are discussions of their consistency and meaningfulness, of their degree of independence of the exact nature of the Turing machine used, and of the accuracy of their predictions in comparison to those of other induction methods. In Part II these models are applied to the solution of three problems—prediction of the Bernoulli sequence, extrapolation of a certain kind of Markov chain, and the use of phrase structure grammars for induction. Though some approximations are used, the first of these problems is treated most rigorously. The result is Laplace's rule of succession. The solution to the second problem uses less certain approximations, but the properties of the solution that are discussed, are fairly independent of these approximations. The third application, using phrase structure grammars, is least exact of the three. First a formal solution is presented. Though it appears to have certain deficiencies, it is hoped that presentation of this admittedly inadequate model will suggest acceptable improvements in it. This formal solution is then applied in an approximate way to the determination of the “optimum” phrase structure grammar for a given set of strings. The results that are obtained are plausible, but subject to the uncertainties of the approximation used. In the 0-extension problem, we are given a weighted graph with some nodes marked as terminals and a semimetric on the set of terminals. Our goal is to assign the rest of the nodes to terminals so as to minimize the sum, over all edges, of the product of the edge's weight and the distance between the terminals to which its endpoints are assigned. This problem generalizes the multiway cut problem of [SIAM J. Comput. , 23 (1994), pp. 864--894] and is closely related to the metric labeling problem introduced by Kleinberg and Tardos [Proceedings of the 40th IEEE Annual Symposium on Foundations of Computer Science, New York, 1999, pp. 14--23]. We present approximation algorithms for 0-Extension . In arbitrary graphs, we present a O(log k)-approximation algorithm, k being the number of terminals. We also give O(1)-approximation guarantees for weighted planar graphs. Our results are based on a natural metric relaxation of the problem previously considered by Karzanov [European J. Combin., 19 (1998), pp. 71--101]. It is similar in flavor to the linear programming relaxation of Garg, Vazirani, and Yannakakis [SIAM J. Comput. , 25 (1996), pp. 235--251] for the multicut problem, and similar to relaxations for other graph partitioning problems. We prove that the integrality ratio of the metric relaxation is at least @math for a positive c for infinitely many k. Our results improve some of the results of Kleinberg and Tardos, and they further our understanding on how to use metric relaxations. Given a discrete random walk on a finite graph @math , the vacant set and vacant net are, respectively, the sets of vertices and edges which remain unvisited by the walk at a given step @math . These sets induce subgraphs of the underlying graph. Let @math be the subgraph of @math induced by the vacant set of the walk at step @math . Similarly, let @math be the subgraph of @math induced by the edges of the vacant net. For random @math -regular graphs @math , it was previously established that for a simple random walk, the graph @math of the vacant set undergoes a phase transition in the sense of the phase transition on Erd os -Renyi graphs @math . Thus, for @math there is an explicit value @math of the walk, such that for @math , @math has a unique giant component, plus components of size @math , whereas for @math all the components of @math are of size @math . We establish the threshold value @math for a phase transition in the graph @math of the vacant net of a simple random walk on a random @math -regular graph. We obtain the corresponding threshold results for the vacant set and vacant net of two modified random walks. These are a non-backtracking random walk, and, for @math even, a random walk which chooses unvisited edges whenever available. This allows a direct comparison of thresholds between simple and modified walks on random @math -regular graphs. The main findings are the following: As @math increases the threshold for the vacant set converges to @math in all three walks. For the vacant net, the threshold converges to @math for both the simple random walk and non-backtracking random walk. When @math is even, the threshold for the vacant net of the unvisited edge process converges to @math , which is also the vertex cover time of the process.