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Expander walk sampling

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In the mathematical discipline of graph theory, the expander walk sampling theorem intuitively states that sampling vertices in an expander graph by doing relatively short random walk can simulate sampling the vertices independently from a uniform distribution. The earliest version of this theorem is due to Ajtai, Komlós & Szemerédi (1987), and the more general version is typically attributed to Gillman (1998).

Statement

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Let be an n-vertex expander graph with positively weighted edges, and let . Let denote the stochastic matrix of the graph, and let be the second largest eigenvalue of . Let denote the vertices encountered in a -step random walk on starting at vertex , and let . Where

(It is well known[1] that almost all trajectories converges to some limiting point, , as .)

The theorem states that for a weighted graph and a random walk where is chosen by an initial distribution , for all , we have the following bound:

Where is dependent on and .

The theorem gives a bound for the rate of convergence to with respect to the length of the random walk, hence giving a more efficient method to estimate compared to independent sampling the vertices of .

Proof

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In order to prove the theorem, we provide a few definitions followed by three lemmas.

Let be the weight of the edge and let Denote by . Let be the matrix with entries , and let .

Let and . Let where is the stochastic matrix, and . Then:

Where . As and are symmetric, they have real eigenvalues. Therefore, as the eigenvalues of and are equal, the eigenvalues of are real. Let and be the first and second largest eigenvalue of respectively.

For convenience of notation, let , , , and let be the all-1 vector.

Lemma 1

Proof:

By Markov's inequality,

Where is the expectation of chosen according to the probability distribution . As this can be interpreted by summing over all possible trajectories , hence:

Combining the two results proves the lemma.

Lemma 2

For ,

Proof:

As eigenvalues of and are equal,

Lemma 3

If is a real number such that ,

Proof summary:

We Taylor expand about point to get:

Where are first and second derivatives of at . We show that We then prove that (i) by matrix manipulation, and then prove (ii) using (i) and Cauchy's estimate from complex analysis.

The results combine to show that

A line to line proof can be found in Gilman (1998)[1]

Proof of theorem

Combining lemma 2 and lemma 3, we get that

Interpreting the exponent on the right hand side of the inequality as a quadratic in and minimising the expression, we see that

A similar bound

holds, hence setting gives the desired result.

Uses

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This theorem is useful in randomness reduction in the study of derandomization. Sampling from an expander walk is an example of a randomness-efficient sampler. Note that the number of bits used in sampling independent samples from is , whereas if we sample from an infinite family of constant-degree expanders this costs only . Such families exist and are efficiently constructible, e.g. the Ramanujan graphs of Lubotzky-Phillips-Sarnak.

References

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  1. ^ Doob, J.L. (1953). Stochastic Processes. Theorem 6.1: Wiley.{{cite book}}: CS1 maint: location (link)
  • Ajtai, M.; Komlós, J.; Szemerédi, E. (1987). "Deterministic simulation in LOGSPACE". Proceedings of the nineteenth annual ACM symposium on Theory of computing. STOC '87. ACM. pp. 132–140. doi:10.1145/28395.28410. ISBN 0897912217.
  • Gillman, D. (1998). "A Chernoff Bound for Random Walks on Expander Graphs". SIAM Journal on Computing. 27 (4). Society for Industrial and Applied Mathematics: 1203–1220. doi:10.1137/S0097539794268765. S2CID 26319459.
  • Doob, J.L. (1953), Stochastic Processes, vol. Theorem 6.1, Wiley