Math 2.0

Potential theory Discrete potential theory Theorem

Recurrence and capacity of graphs

Builds on Electrical networkEffective resistanceRecurrence and transience of statesRandom walkRayleigh monotonicity lawThomson's principlePólya's recurrence theorem

Statement

Let (G,c)(G, c) be an infinite electrical network with vertex set VV, and let c(x)=∑yc(x,y)c(x) = \sum_y c(x, y). Let (Xn)(X_n) be the random walk on VV with transition probabilities p(x,y)=c(x,y)/c(x)p(x, y) = c(x, y)/c(x). Fix a∈Va \in V and finite sets V1⊆V2⊆⋯V_1 \subseteq V_2 \subseteq \cdots with union VV and a∈V1a \in V_1. Let GnG_n be the finite network obtained from GG by gluing all vertices outside VnV_n into one vertex znz_n. Edges with both ends outside VnV_n are deleted, and the edge from x∈Vnx \in V_n to znz_n gets the sum of the conductances c(x,y)c(x, y) over y∉Vny \notin V_n. Then the effective resistances Reff(a,zn)R_{\mathrm{eff}}(a, z_n) in GnG_n increase to a limit R(a↔∞)∈(0,∞]R(a \leftrightarrow \infty) \in (0, \infty] that does not depend on the choice of the sets VnV_n. Moreover ℙa[Xn≠a for all n≥1]=1c(a) R(a↔∞),\mathbb{P}_a\big[X_n \ne a \text{ for all } n \ge 1\big] = \frac{1}{c(a)\, R(a \leftrightarrow \infty)}, with 1/∞=01/\infty = 0. In particular the walk is recurrent if and only if R(a↔∞)=∞R(a \leftrightarrow \infty) = \infty, that is, if and only if the capacity 1/R(a↔∞)1/R(a \leftrightarrow \infty) of aa is 00.

Remarks

For a finite network, the probability that the walk from aa reaches bb before returning to aa is 1/(c(a)Reff(a,b))1/\big(c(a) R_{\mathrm{eff}}(a, b)\big). This follows from the fact that x↦ℙx[hit b before a]x \mapsto \mathbb{P}_x[\text{hit } b \text{ before } a] is harmonic off {a,b}\set{a, b}, so it is 1−v1 - v for the voltage vv with v(a)=1v(a) = 1 and v(b)=0v(b) = 0. The statement follows by applying this to GnG_n and letting n→∞n \to \infty. The limit increases because Gn+1G_{n+1} arises from GnG_n by un-gluing vertices, which raises resistance by the Rayleigh monotonicity law. Example: on ℤ2\Z^2 with unit conductances, the edges between the boundary of the box [−k,k]2[-k, k]^2 and the next box form 4(2k+1)4(2k + 1) disjoint cutsets. The Nash-Williams inequality gives R(0↔∞)≥∑k≥014(2k+1)=∞R(0 \leftrightarrow \infty) \ge \sum_{k \ge 0} \frac{1}{4(2k + 1)} = \infty, so the simple random walk on ℤ2\Z^2 is recurrent. On ℤ3\Z^3 the resistance to infinity is finite, which gives the transience part of Pólya's recurrence theorem.

Going deeper

For a student

The theorem lets one decide recurrence with the tools of electrical networks. Lower bounds on resistance come from gluing vertices, as in the Nash-Williams inequality; upper bounds come from flows of finite energy, by Thomson's principle. Recurrence is a property of the graph and the conductances, not of the starting vertex. Indeed R(a↔∞)R(a \leftrightarrow \infty) is finite for one vertex exactly when it is finite for all vertices of the connected graph. Comparisons between graphs, for example under bounded changes of conductances, preserve recurrence and transience.

Reading path

To understand this page from the ground up, read these 9 pages in order. The foundations come first.

Show the path as a graph
Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Effective resistance concept
  2. Electrical network concept
  3. Markov chain concept
  4. Random walk concept
  5. Recurrence and transience of states concept
  6. Thomson's principle statement
  7. Pólya's recurrence theorem statement
  8. Rayleigh monotonicity law statement
  9. Recurrence and capacity of graphs statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Random_walk
About this page
TagNYN6NYES16
URIm2://NYN6NYES16
Kindstatement, theorem
WritingW0 stub
MSC31C20, 60J10, 05C81
StatusThis copy of the site has no build data. Run m2 status NYN6NYES16.
AboutRecurrence and transience of states, Effective resistance
UsesElectrical network, Effective resistance, Recurrence and transience of states, Random walk, Rayleigh monotonicity law, Thomson's principle, Pólya's recurrence theorem

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