Latent voter model on random regular graphs

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Latent voter model on random regular graphs Shirshendu Chatterjee Cornell University (visiting Duke U.) Work in progress with Rick Durrett April 25, 2011

Outline Definition of voter model and duality with coalescing random walks Voter models on Complex Networks" (Facebook) Definition of Latent voter model (ipad) and mean field equations Approximate duality with branching coalescing random walk Limiting behavior

Voter model on a graph ξ t (x) {0, 1} is the opinion of x at time t. E.g., 1 = Democrat, 0 = Republican

Voter model on a graph ξ t (x) {0, 1} is the opinion of x at time t. E.g., 1 = Democrat, 0 = Republican At times T x n, n 1 of a rate 1 Poisson process, voter x decides to change her opinion independent of other voters. At time t = T x n picks a neighbor y x n at random and ξ t (x) = ξ t (y x n).

Voter model on a graph ξ t (x) {0, 1} is the opinion of x at time t. E.g., 1 = Democrat, 0 = Republican At times T x n, n 1 of a rate 1 Poisson process, voter x decides to change her opinion independent of other voters. At time t = T x n picks a neighbor y x n at random and ξ t (x) = ξ t (y x n). For a convenient construction of the process we draw an arrow from (x, T x n ) to (y x n, T x n ). Arrows point to the opposite direction of the flow of information. But this choice will be useful in defining a dual process.

Graphical Representation time vertices of the graph

Graphical Representation time vertices of the graph

Graphical Representation 1 1 1 1 1 1 0 1 time 1 1 1 1 0 0 0 1 0 0 0 vertices of the graph

What is x at time t? t? time 0 0 0 0 1 0 0 0 vertices of the graph

What is x at time t? t? time 0 0 0 0 1 0 0 0 vertices of the graph

What is x at time t? t? time 0 0 0 0 1 0 0 0 vertices of the graph

What is x at time t? t? time 0 0 0 0 1 0 0 0 vertices of the graph

What is x at time t? t 1 time 0 0 0 0 1 0 0 0 vertices of the graph

What is x at time t? To compute the state of x at time t we work backwards in time to define ζ x,t s, s t. ζ x,t r = x for r < s, the first time so that t s = T x n for some n. Then set ζ x,t s = y x n, and repeat. For all 0 s t, ξ t (x) = ξ t s (ζ x,t s ). Follow the arrow. Jump to the neighbor you imitated. is a random walk that jumps x y at rate 1/d(x) if y is a neighbor of x. ζ x,t s

Coalescing random walks?? 0 0 0 1 0 0 0

Duality ζ B,t s = {ζ x,t s : x B} for s t. (Dual rw s) Let η A t = {x : ξ t (x) = 1} when A = {x : ξ 0 = 1}. Voter model written as a set-valued process. {η A t B } = {ζ B,t t A } Define ζ B s, s 0 so that ζ B s = d ζ B,t s for s t P (ηt A B ) = P (ζt B A ) ζt B is a coalescing random walk: particles move independent until they hit, and coalesce to one when they hit.

Finite graphs G The voter model on a finite graph is a finite Markov chain with two absorbing states (all 0 s and all 1 s) and so eventually it reaches complete consensus. Q. How long does it take? Let X 1 t and X 2 t be independent random walks on the graph. Let A = {(x, x) : x is a vertex of the graph}, T A = inf{t : X 1 t = X 2 t } How big is T A when X 1 0 and X2 0 are randomly chosen? This is a lower bound on the time to consensus and is the right order of magnitude.

Write P π for the law of (X 1 t, X 2 t ), t 0 when X 1 0 and X2 0 are independent with distribution π. Proposition 23 in Chapter 3 Aldous and Fill s book on Reversible Markov Chains. sup P π (T A > t) exp( t/e π T A ) τ 2 t E π T A where τ 2 is the relaxation time, i.e., 1/spectral gap

Write P π for the law of (X 1 t, X 2 t ), t 0 when X 1 0 and X2 0 are independent with distribution π. Proposition 23 in Chapter 3 Aldous and Fill s book on Reversible Markov Chains. sup P π (T A > t) exp( t/e π T A ) τ 2 t E π T A where τ 2 is the relaxation time, i.e., 1/spectral gap Why? Make the stronger assumption that the mixing time t n E π T A. In the limit we have the lack of memory property. P (T A > (t + s)e π T A T A > se π T A ) P (T A > te π T A )

Computing E π (T A ) For the underlying discrete chain, where at each step one particle is chosen at random and allowed to jump, which implies 1/π(A) = E A (T A ) = o(n) + E A (T A T A t n )P A (T A t n ) = o(n) + E π (T A )P A (T A t n ), E π (T A ) 1 π(a) 1 P A (T A t n ). Naive guess for waiting time must be corrected by multiplying by the expected clump size. Have a geometric number of quick returns with success probability" P A (T A t n ). clump

Random Regular Graphs Sood and Redner (2005) have considered graphs with a power-law degree distribution. Other locally tree-like graphs have same qualitative behavior.. Rancom regular graph is locally a tree with degree r. Distance between two random walks, when positive, increases by 1 with probability (r 1)/r and decreases by 1 with prob. 1/r P A (T A t n ) = 1 1/(r 1) = (r 2)/(r 1) for r 3. If each particle jump at rate 1, then E π (T A ) 1 1 2 π(a) 1 n(r 1) = 1 P A (T A t n ) r 2 2

Summary for voter model on finite graphs Eventually it reaches complete consensus. The consensus time for locally-tree like random graphs on n vertices having degree distribution with finite second moment is O(n). Sood and Redner (2005) have considered graphs with a power-law degree distribution. In all cases, the consensus time is at most linear in the number of vertices. Starting from product measure, the quasi-stationary density of state 0 is the same as the initial proportion.

Latent Voter Model: Motivation Lambiottei, Saramaki, and Blondel (2009) Phys. Rev. E. 79, paper 046107 Consider the states of the voter model to be 0 = IBM laptop and 1 = ipad. or Blu-Ray versus HD-DVD. It is likely that choice of a customer is influenced by his acquaintances. However it is unlikely that the customer will replace his equipment immediately after a purchase." To reflect this, after an opinion change the voter enters an inactive state that lasts for an exponentially distributed amount of time with mean 1/λ.

Mean field equations. We write + and instead of 1 and 0 ( or and in LSB): dρ + = ρ a ρ + ρ a+ (1 ρ + ) dt dρ a+ = ρ a+ (1 ρ + ) + λ(ρ + ρ a+ ) dt dρ a = ρ a ρ + + λ(1 ρ + ρ a ) dt From the second equation we see that in equilibrium 0 = ρ a+ + ρ a+ ρ + + λρ + λρ a+ Using these in first equation we find three roots ρ + = 0, 1/2 or 1 0 = λρ +(1 ρ + )(1 2ρ + ) (ρ + + λ)(1 ρ + + λ)

Completing the solution, we see that If ρ + = 1 then ρ a+ = 1. If ρ + = 0 then ρ a = 1. If ρ + = 1/2 then ρ a+ /ρ + = 2λ/(1 + 2λ). Straightforward calculations show that the roots with ρ + = 0 or 1 are unstable while the one with ρ + = 1/2 is locally attracting. Three dimensional ODE: (ρ +, ρ a+, ρ a ).

Voter model perturbations We want to use some techniques similar to those in Cox, Durrett, and Perkins to study the latent voter model when λ is large. At each site there is a rate λ Poisson process of wake-up dots." For each neighbor y, x consults y at rate 1/d(x) where d(x) is the degree of x.

Voter model perturbations We want to use some techniques similar to those in Cox, Durrett, and Perkins to study the latent voter model when λ is large. At each site there is a rate λ Poisson process of wake-up dots." For each neighbor y, x consults y at rate 1/d(x) where d(x) is the degree of x. Number of consulting times for x between two wake-up dots is geometric with success probability λ/(λ + 1). The distribution is: 0 : λ 1 + λ 1 : λ (1 + λ) 2 2 : λ (1 + λ) 3 3 : 1 (1 + λ) 3 Scale time at rate λ and in the limit we can ignore intervals with three or more arrows.

Graphical representation for rescaled latent voter model t time 0 vertices of the graph

Graphical representation for rescaled latent voter model wake up dots at rate λ 2 0 t time vertices of the graph

Graphical representation for rescaled latent voter model wake up dots at rate λ 2 voting times at rate λ 0 t time vertices of the graph

Graphical representation for rescaled latent voter model wake up dots at rate λ 2 voting times at rate λ branching wake up dots at rate 1 single wake up dots at rate λ t time 0 vertices of the graph

Graphical representation for rescaled latent voter model wake up dots at rate λ 2 voting times at rate λ branching wake up dots at rate 1 single wake up dots at rate λ 0 t time vertices of the graph

Changes in one interval If there is only one voting time in an interval between two wake-up dots then this is a voter event. y x 0

Changes in one interval If there is only one voting time in an interval between two wake-up dots then this is a voter event. y x y x z 0 0 Considering the four cases we see that x will become 1 if and only at least one of x and y is a 1. (Redner s vacillating voter model.) If y is 1 then x flips to 1 but is inactive and ignores z. If y is 0...

Dual process To determine the state of x at time λt we work backwards. In an interval with one arrow x y the particle follows the arrow and jumps, since x imitates y at that time. In an interval with two arrows, x y and x z, x stays in the dual and we add y and z, since we need to know the state of x, y and z to see what will happen.

Dual process in the graphical representation wake up dots at rate λ 2 voting times at rate λ branching wake up dots at rate 1 single wake up dots at rate λ 0 t time vertices of the graph

Dual process in the graphical representation wake up dots at rate λ 2 voting times at rate λ branching wake up dots at rate 1 single wake up dots at rate λ 0 t time vertices of the graph? 0 0 0 1 0 0 0

Dual process in the graphical representation wake up dots at rate λ 2 voting times at rate λ branching wake up dots at rate 1 single wake up dots at rate λ 0 t time vertices of the graph? 0 0 0 1 0 0 0

Dual process in the graphical representation wake up dots at rate λ 2 voting times at rate λ branching wake up dots at rate 1 single wake up dots at rate λ 0 t time vertices of the graph? 0 0 0 1 0 0 0

Dual process in the graphical representation wake up dots at rate λ 2 voting times at rate λ branching wake up dots at rate 1 single wake up dots at rate λ 0 t time vertices of the graph? 0 0 0 1 0 0 0

Dual process in the graphical representation wake up dots at rate λ 2 voting times at rate λ branching wake up dots at rate 1 single wake up dots at rate λ 0 t time vertices of the graph? 0 0 0 1 0 0 0

Dual process in the graphical representation wake up dots at rate λ 2 voting times at rate λ branching wake up dots at rate 1 single wake up dots at rate λ 0 t time vertices of the graph? 0 0 0 1 0 0 0

Dual process in the graphical representation wake up dots at rate λ 2 voting times at rate λ branching wake up dots at rate 1 single wake up dots at rate λ 0 t time vertices of the graph? 0 0 0 1 0 0 0

Dual process in the graphical representation wake up dots at rate λ 2 voting times at rate λ branching wake up dots at rate 1 single wake up dots at rate λ 0 t time vertices of the graph 0 0 0 1 0 0 0 0

Schematic diagram of the dual Space time

Schematic diagram of the dual Space time

Schematic diagram of the dual Space

Schematic diagram of the dual Space

Schematic diagram of the dual Space

Schematic diagram of the dual Space

Schematic diagram of the dual Space

Schematic diagram of the dual Space

Schematic diagram of the dual Space

Schematic diagram of the dual Space

Schematic diagram of the dual Space time

Schematic diagram of the dual Space time

Limit theorem For concreteness consider random regular graphs. Theorem If log n λ n/ log n, where n is the number of vertices of the random regular graph, then P (x has state 0 at timeλt) 1 2 as n. Similar result should be true for other locally tree-like random graphs.

Ingredients for the proof of limit theorem If the random walks from x, y, z all coalesce then we can ignore the event since nothing can happen in the branching random walk. If xy z or xz y i.e., two coalesce but avoid the other until time λt then the situation reduces to an ordinary voter arrow. This is also true if x yz.

Ingredients for the proof of limit theorem If the random walks from x, y, z all coalesce then we can ignore the event since nothing can happen in the branching random walk. If xy z or xz y i.e., two coalesce but avoid the other until time λt then the situation reduces to an ordinary voter arrow. This is also true if x yz. Let r 1 n := P ( all three members of a family coalesce before ɛ log n jumps) r 2 n := P (none of the pairs in the family coalesce before ɛ log n jumps) rn 1 r 1 and rn 2 r 2 as n, e.g. the limit of r 2 is the probability of no coalescence among three random walks on the infinite tree with degree r starting from neighboring sites.

Sketch of the proof of the limit theorem The integral equation for v t = P (x has state 0 at time λt) is v t = t 0 (1 r 1 )e (1 r 1)s + 1 r ] 1 r 2 v t s 1 r 1 [ r2 1 r 1 {v 3 t s + (1 v t s )(1 (1 v t s ) 2 )} ds + v 0 e (1 r 1)t. A little calculation shows that v t = Kv t (1 v t )(1 2v t ) for some constant K = K(r 1, r 2 )

Consensus time Theorem Consensus time is at least n b for any b <. Reason The dual processes starting from distant vertices are asymptotically independent. Using Markov inequality for higher moments of the number of voters at time λt in state 0, it stays close to its mean with probability 1 cn b for any b <.

Why is the condition on λ required in the argument? The conditions on λ guarantees that with high probability the particles become uniformly distributed on the graph between successive branching events, only those particles which are involved in the same branching coalesce, dual starting from distant particles are asymptotically independent.

Why is the condition on λ required in the argument? The conditions on λ guarantees that with high probability the particles become uniformly distributed on the graph between successive branching events, only those particles which are involved in the same branching coalesce, dual starting from distant particles are asymptotically independent. Future question Q. What happens if λ is large but O(1)?

Thank you