4 Convergence of Matrix Moments
4.1 Convergence in Expectation
Let \(Y\) be an \(n\times n\) matrix and \(k \in \mathbb {N}\). Then, for each \((i, j)\)-th entry of \(Y^{k}\), we have:
We proceed by induction on \(k\).
Our base case is \(k=1\), then:
which matches the formula since the summation over zero indices just gives the term \(Y_{ij}\).
Our inductive step is to assume that the formula holds for some \(k \ge 1\), i.e.,
We must show that it holds for \(k + 1\). Note that:
Thus, the formula holds for \(k + 1\).
By induction, the result holds for all \(k \ge 1\).
Let \(Y\) be an \(n\times n\) matrix and \(k \in \mathbb {N}\). Then, the trace of \(Y^{k}\) is given by:
We can use the result from Lemma 4.1.1 to compute the trace of \(Y^k\):
Let \(\mathbf{i} \in [n]^k\) be a \(k\)-index, \(\mathbf{i}=\left(i_1, i_2, \ldots , i_k\right)\). A graph \(G_{\mathbf{i}}\) is defined as follows: the vertices \(V_{\mathbf{i}}\) are the distinct elements of
and the edges \(E_{\mathbf{i}}\) are the distinct pairs among
Let \(\mathbf{i} \in [n]^k\) be a \(k\)-index, \(\mathbf{i}=\left(i_1, i_2, \ldots , i_k\right)\). the path \(w_{\mathbf{i}}\) is the sequence
of edges from \(E_{\mathbf{i}}\)
Let \(\mathbf{i} \in [n]^k\) be a \(k\)-index, \(\mathbf{i}=\left(i_1, i_2, \ldots , i_k\right)\). For any edge \(e=\{ i,j\} \) from \(E_{\mathbf{i}}\), we define the edge count \(w_{\mathbf{i}}(e)\) as the number of times each edge \(e\) is traversed, and if \((i, j) \notin E_{\mathbf{i}}\), then \(w_{\mathbf{i}}(\{ i, j\} ) = 0\).
Let \(\mathbf{i} \in [n]^k\) be a \(k\)-index, \(\mathbf{i}=\left(i_1, i_2, \ldots , i_k\right)\). Let \(Y\) be a symmetric matrix. The matrix multi index \(Y_{\mathbf{i}}\) is defined as:
Let \(\mathbf{i} \in [n]^k\) be a \(k\)-index, \(\mathbf{i}=\left(i_1, i_2, \ldots , i_k\right)\). Let \(Y\) be a symmetric matrix. Then, we have the following:
We see from definition \(\ref{def:graph_path}\) that the path is defined as:
if we use each each edge \(w \in w_{\mathbf{i}}\), due to symmetry, we can write the product:
as required.
Let \(\mathbf{i} \in [n]^k\) be a \(k\)-index, \(\mathbf{i}=\left(i_1, i_2, \ldots , i_k\right)\). Let \(Y\) be a symmetric matrix. Then, we have the following:
Using lemma 4.1.7, we already have that \(Y_{\mathbf{i}} = \prod _{w \in w_{\mathbf{i}}} Y_{w}\). We consider the following cases for each \((i, j)\):
\((i, j) \notin w_{\mathbf{i}}\): In this case, the entry \(Y_{ij}^{w_{\mathbf{i}}(\{ i, j\} )} = 1\), making no contribution to the product.
\((i, j) \in w_{\mathbf{i}}\): In this case, the entry \(Y_{ij}^{w_{\mathbf{i}}(\{ i, j\} )}\) is equal to the number of times the unordered edge \(\{ i, j\} \) appears in the path \(w_{\mathbf{i}}\).
These two cover all possibilities, so putting them together we obtain
Indeed, if \((i,j)\notin w_{\mathbf i}\) then \(w_{\mathbf i}(\{ i,j\} )=0\) and the corresponding factor contributes \(Y_{ij}^{0}=1\), and if \((i,j)\in w_{\mathbf i}\) (hence also \((j,i)\) if \(j{\lt}i\)), the exponent \(w_{\mathbf i}(\{ i,j\} )\) counts exactly how many times the unordered edge \(\{ i,j\} \) appears in the walk, so the factor is \(Y_{ij}^{\, w_{\mathbf i}(\{ i,j\} )}\).
Because every unordered pair \(\{ i,j\} \) with \(1\le i\le j\le n\) is covered by one of these two cases and the product lists each edge exactly once.
Let \(\mathbf{i} \in [n]^k\) be a \(k\)-index. Given graph \(G_{\mathbf{i}}\), define the self-edges \(E_{\mathbf{i}}^{s}\) as:
the set of edges where both vertices are the same.
Let \(\mathbf{i} \in [n]^k\) be a \(k\)-index. Given graph \(G_{\mathbf{i}}\), define the connecting-edges \(E_{\mathbf{i}}^{c}\) as:
Let \(\mathbf{i} \in [n]^k\) be a \(k\)-index, \(\mathbf{i}=\left(i_1, i_2, \ldots , i_k\right)\). Let \(Y\) be a symmetric matrix and let \(\{ Y_{ij}\} _{1\le i\le j}\) be independent random variables, with \(\{ Y_{ii}\} _{i\ge 1}\) identically distributed and \(\{ Y_{ij}\} _{1\le i{\lt}j}\) identically distributed. Then, we have the following:
Let \(\mathbf{Y}_{n}\) be an \(n \times n\) symmetric matrix with independent entries, where \(\{ Y_{ij}\} _{1\le i\le j}\) are independent random variables, with \(\{ Y_{ii}\} _{i\ge 1}\) identically distributed and \(\{ Y_{ij}\} _{1\le i{\lt}j}\) identically distributed. Then, for any \(k\)-index \(\mathbf{i} \in [n]^k\), we have:
Because each \(Y_{ij}\) is independent, we can write:
using lemma 4.1.8. Consider the following cases for each \((i, j)\) (we assume each \((i, j) \in w_{\mathbf{i}}\) since if they aren’t, then \(w_{\mathbf{i}}(i, j) = 0\) and this contributes nothing to the product):
\(\mathbf{i = j}\): in this case, we have \(Y_{ij} = Y_{ii}\), and therefore the edge \((i, i) \in E_{\mathbf{i}}^{s}\). Since each \(Y_{ii}\) is identically distributed for all \(i\), we have:
so the factor in the product above becomes \(\mathbb {E}(Y_{ij}^{w_{\mathbf{i}}(\{ i, j\} )}) = \mathbb {E}(Y_{11}^{w_{\mathbf{i}}(i, i)})\).
\(\mathbf{i {\lt} j}\): in this case, we have \(Y_{ij} \in E_{\mathbf{i}}^{c}\). Since each non diagonal entry \(Y_{ij}\) is identically distributed for all \(i \neq j\) (and by symmetry \(Y_{ij} = Y_{ji}\)), we have:
so the factor in the product above becomes \(\mathbb {E}(Y_{ij}^{w_{\mathbf{i}}(\{ i, j\} )}) = \mathbb {E}(Y_{12}^{w_{\mathbf{i}}(i, j)})\).
Plugging both of these cases into the earlier product over \(E_{\mathbf{i}}^{c}\) and \(E_{\mathbf{i}}^{s}\), we have:
as required.
Let \(\mathbf{i} \in [n]^{k}\) be a \(k\)-index, \(\mathbf{i} = (i_1, i_2, \ldots , i_{k})\). Let \(Y\) be a symmetric matrix and let \(\{ Y_{ij}\} _{1\le i\le j}\) be independent random variables, with \(\{ Y_{ii}\} _{i\ge 1}\) identically distributed and \(\{ Y_{ij}\} _{1\le i{\lt}j}\) identically distributed. We define \(\Pi (G_{\mathbf{i}}), w_{\mathbf{i}}\) as follows:
Given a path \(w_\mathbf {i}\) generated by some \(k\)-index \(\mathbf{i}\), we let \(|w_\mathbf {i}|\) denote the length of \(w_\mathbf {i}\).
For any \(k\)-index \(\mathbf{i}\), the connected graph \(G_\mathbf {i} = (V_\mathbf {i},E_\mathbf {i})\) has at most \(k\) vertices. Furthermore
Foremost, since the number of vertices of the graph \(G_\mathbf {i}\) are the number of distinct elements of the \(k\)-index \(\mathbf{i}\), it clearly follows that \(\# V_\mathbf {i} \leq k\). On the other hand, recall that each \(w_i(e)\) denotes the number of times the edge \(e \in E_\mathbf {i}\) is traversed by the path \(w_\mathbf {i}\). Since \(|w_\mathbf {i}| = k\) by the construction of \(w_\mathbf {i}\), it follows that
Given any graph \(G=(V,E)\) and a path \(w\), we let \(|w|\) denote the length of \(w\).
Let \(\mathcal{G}_k\) denote the set of all ordered pairs \((G,w)\) where \(G = (V,E)\) is a connected graph with at most \(k\) vertices, and \(w\) is a closed path covering \(G\) satisfying \(|w| = k\).
Given \((G,w) \in \mathcal{G}_k\), let us denote the path \(w\) by
Then we can choose the smallest integer appearing in \(\{ i_1,i_2\} \cap \{ i_{2k-1},i_{2k}\} \) such that \(w\) takes the form
There is at least one way and at most two ways to express \(w\) in the form of Equation ??. This follows from the fact that detemining the first entry \(j_1\) (for which we have two choices of \(i_1\) or \(i_2\)) of a path completely determines the remaining entries \(j_2,j_3,...,j_k\). Note that this also implies that we can not express express \(w\) in two ‘distinct’ forms of Equation ?? by starting with the same choice of \(j_1\).
Given \((G,w) \in \mathcal{G}_k\), we denote \(\mathbf{j}\) as the \(k\)-index generated by \((G,w)\) in the following way. The path \(w\) can be uniquely expressed under the condition of Lemma 4.1.18:
We define \(\mathbf{j} = (j_1,j_2,...,j_{k-1},j_k)\).
Let \((G_\mathbf {i},w_\mathbf {i})\) be an ordered pair generated by some \(k\)-index \(\mathbf{i}\) and \((G,w) \in \mathcal{G}_k\). We say \((G_\mathbf {i},w_\mathbf {i}) = (G,w)\) if and only if there exists a bijection \(\varphi \) from the set of entries \(\mathbf{i}\) onto the set of entries \(\mathbf{j}\) such that
where \(\mathbf{j}\) is a \(k\)-index generated by \((G,w)\).
Given two \(k\)-indexes \(\mathbf{i} = (i_1,...,i_k)\) and \(\mathbf{j} = (j_1,...,j_k)\), suppose there exists a bijection \(\varphi \) from the set of entries of \(\mathbf{i}\) onto the set of entries of \(\mathbf{j}\) such that
Then \(\mathbb {E}(Y_\mathbf {i}) = \mathbb {E}(Y_{\mathbf{j}})\).
Given \(Y_\mathbf {i} = Y_{i_1 i_2}Y_{i_2 i_3} \cdots Y_{i_{k-1} i_k}Y_{i_k i_1}\), we have
Observe that \(\{ i_{\lambda _l},i_{\lambda _{l+1}} \} \) is a singleton and only if \(\{ \varphi (i_{\lambda _l}),\varphi (i_{\lambda _{l+1}}) \} \) is a singleton. The fact that \(\{ i_{\lambda _l},i_{\lambda _{l+1}} \} = \{ i_{\lambda _\mu },i_{\lambda _{\mu +1}} \} \) if and only if \(\{ \varphi (i_{\lambda _l}),\varphi (i_{\lambda _{l+1}}) \} = \{ \varphi (i_{\lambda _\mu }),\varphi (i_{\lambda _{\mu +1}}) \} \) completes the proof.
Given an ordered pair \((G,w) \in \mathcal{G}_k\), we define \(|G|\) to be the number of distinct vertices in the graph \(G\).
Given \((G,w) \in \mathcal{G}_k\), we have
By the way the equivalence relation is defined in Definition 4.1.17, the fact that there are \(n (n - 1) \cdots (n -|G| + 1)\) ways to assign \(|G|\) distinct values from \([n]\) into the indices \(i_1,...,i_{|G|}\) completes the proof.
Given an ordered pair \((G,w) \in \mathcal{G}_k\), let \(\mathbf{j}\) be the \(k\)-index generated by \((G,w)\). We define
Combining with the renormalization factor \(n^{-1}\) of Proposition ?? gives
Substituting the term \(\mathbb {E}\operatorname{Tr}(\mathbf{Y}_\mathbf {i}^k)\) with the expression in Equation 4.1.26 gives
Let \(\mathcal{G}_{k,w \geq 2}\) be a subset of \(\mathcal{G}_k\) in which the walk \(w\) traverses each edge at least twice.
Given an ordered pair \((G,w) \in \mathcal{G}_k\), suppose there exists an edge \(e \in E\) in which it is traversed only once in the walk \(w\). Then
Let \((G,w) \in \mathcal{G}_k\) and let \(\mathbf{j}\) be the \(k\)-index generated by \((G,w)\). Suppose there exists an edge \(e \in E_\mathbf {j}\) such that \(w_\mathbf {j}(e) = 1\). This means, in Lemma 4.1.11, a singleton term \(\mathbb {E}(Y_{ij}^{w_\mathbf {j}(e)}) = \mathbb {E}(Y_{ij})\) appears. The rest of the proof follows from the assumption of Proposition ?? that \(\mathbb {E}(Y_{ij}) = 0\) for every \(i\) and \(j\).
Given an ordered pair \((G,w) \in \mathcal{G}_{k,w \geq 2}\), we must have \(\# E \leq k/2\).
Since \(|w| = k\), if each edge in \(G\) is traversed at least twice, then by construction of \(w\) the number of edges is at most \(k/2\).
Let \(G=(V,E)\) be a connected finite graph. Then, \(|G|=\# V\le \# E+1\).
\(|G|= \# V\le \# E+1\): proof by induction on \(\# V\). Base case \(\# V = 1\) is obvious. For each additional vertex, the number of edges must increase by at least one for the graph to remain connected.
Let \(G=(V,E)\) be a connected finite graph. Then, \(|G|=\# V=\# E+1\) if and only if \(G\) is a plane tree.
\(|G|=\# V=\# E+1\) if \(G\) is a plane tree is already in Lean: SimpleGraph.IsTree.card_edgeFinset.
\(G\) is a plane tree if \(|G|=\# V=\# E+1\): proof by induction on \(\# V\). Base case \(\# V = 1\) has no edges. Assume \(\# V = \# E + 1\) for \(\# V = k\). Now, consider a tree with \(\# V = k+1\) nodes. Removing a leaf node leaves us with a tree with \(\# V = k\) nodes. By IH, there are \(k - 1\) edges. So including the leaf node gives us \(k\) edges.
For any graph \(G = (V, E)\) appearing in the sum in Equation 4.8, \(|G| \le k/2 + 1\).
Follows directly from earlier lemmas (replacing \(\# E\) with \(k/2\)).
\(n(n-1)\cdots (n-|G|+1) \le n^{|G|}\).
Use Nat.ascFactorial_eq_div. Or prove directly.
The sequence \(n\mapsto \frac1n\mathbb {E}\operatorname{Tr}(X_n^k)\) is bounded.
The only part that depends on \(n\) is the big fraction. Since we only care about \(w \ge 2\), \(|G| \le k/2 + 1\). Use the fact that the product \(n(n-1)\cdots (n-|G|+1)\) is asymptotically equal to \(n^{|G|}\) to conclude that the fraction is bounded and doesn’t explode.
Suppose \(k\) odd. Then, \(|G| \le \frac{k}{2} + \frac{1}{2}\).
Suppose \(k\) odd. Then, \(\frac{n(n-1)\cdots (n-|G|+1)}{n^{k/2+1}} \le \frac{1}{\sqrt{n}}\).
Suppose \(k\) odd. Then, \(\lim _{n\to \infty } \frac{1}{n}\mathbb {E}\operatorname{Tr}(X_n^k) = 0\).
Since \(|G|\le \# E+1 \le k/2+1\) and \(|G|\) is an integer, it follows that \(|G|\le (k-1)/2+1 = k/2 + 1/2\). Hence, in this case, all the terms in the (finite \(n\)-independent) sum in Equation 4.8 are \(O(n^{-1/2})\)
If \(k\) is even and there exists \(e\) such that \(w(e) \ge 3\), then \(\# E \le \frac{k-1}{2}\).
Let \((G,w)\in \mathcal{G}_k\) with \(w\ge 2\), and suppose \(k\) is even. If there exists a self-edge \(e\in E_s\) in \(G\), then \(|G|\le k/2\).
Since the graph \(G = (V,E)\) contains a loop, it is not a tree; it follows from Exercise ?? that \(\# V {\lt} \# E+1\). But \(w\ge 2\) implies that \(\# E\le k/2\), and so \(\# V {\lt} k/2+1\), and so \(|G| = \# V \le k/2\).
Let \((G,w)\in \mathcal{G}_k\) with \(w\ge 2\), and suppose \(k\) is even. If there exists an edge \(e\) in \(G\) with \(w(e)\ge 3\), then \(|G|\le k/2\).
The sum of \(w\) over all edges \(E\) in \(G\) is \(k\). Hence, the sum of \(w\) over \(E\setminus \{ e\} \) is \(\le k-3\). Since \(w\ge 2\), this means that the number of edges excepting \(e\) is \(\le (k-3)/2\); hence, \(\# E \le (k-3)/2+1 = (k-1)/2\). By the result of a previous lemma, this means that \(\# V \le (k-1)/2+1 = (k+1)/2\). Since \(k\) is even, it follows that \(|G|=\# V \le k/2\).
Let \(\mathcal{G}^{k/2+1}_k\) to be the set of pairs \((G,w)\in \mathcal{G}_k\) where \(G\) has \(k/2+1\) vertices, contains no self-edges, and the walk \(w\) crosses every edge exactly \(2\) times.
\(|G_k|\) is finite.
Follows from definition.
Elements of \(G_k^{k/2+1}\) are trees.
Elements of \(G_k^{k/2+1}\) have \(|E| = k/2\).
\(|\sum _{\mathcal{G}_{k}, w \ge 2} - \sum _{\mathcal{G}_k^{k/2+1}}| \le |\mathcal{G}_k|/n\).
\(\frac1n\mathbb {E}\operatorname{Tr}(X_n^k) = \sum _{(G,w)\in \mathcal{G}^{k/2+1}_k} \Pi (G,w) \cdot \frac{n(n-1)\cdots (n-|G|+1)}{n^{k/2+1}} + O_k(n^{-1})\)
If \(|G| {\lt} k/2 + 1\), then there is at least one more \(n\) in the denominator than the numerator.
\(\lim _{n\to \infty }\frac{n^{k/2}}{n(n-1)\cdots (n-k/2+1)} = 1\).
some lower bound stuff + other stuff?
\(\lim _{n\to \infty }\mathbb {E}\operatorname{Tr}(X_n^k) = \sum _{(G,w)\in \mathcal{G}^{k/2+1}_k} \Pi (G,w)\)
Proof: use the fact that \(|G|=k/2+1\) and \(n(n-1)\cdots (n-k/2+1) \sim n^{k/2+1}\). Limit as n approaches infinity of \(O(n^{-1/2})\) is 0.
\(\Pi (G,w) = \prod _{e_c\in E^c} \mathbb {E}(Y_{12}^{w(e_c)})\)
Follows directly.
\(\prod _{e_c\in E^c} \mathbb {E}(Y_{12}^{w(e_c)}) = \prod _{e_c\in E^c} \mathbb {E}(Y_{12}^2)\)
Follows directly.
\(\mathbb {E}(Y_{12}^2) = t^{\# E}\)
Follows directly.
\(t^{\# E} = t^{k/2}\)
Follows directly.
\(\Pi (G,w) = t^{k/2}\).
Proof slightly outdated.
Let \((G,w)\in \mathcal{G}^{k/2+1}_k\). Since \(w\) traverses each edge exactly twice, the number of edges in \(G\) is \(k/2\). Since the number of vertices is \(k/2+1\), Exercise (Prop) 4.3.1 shows that \(G\) is a tree. In particular there are no self-edges (as we saw already in Proposition 4.4).
1st equality: definition right after equation 4.4 in notes 2nd equality: proposition 4.4 (w < 3) and previous lemma (w = 1 –> 0) 3nd equality: definition (from main proposition) 4th equality: number of edges is k/2.
\(\lim _{n\to \infty } \mathbb {E}\operatorname{Tr}(X_n^k) = t^{k/2}\cdot \# \mathcal{G}_k^{k/2+1}\)
Follows directly from 4.7.5 and 4.8.
A Dyck path of length \(k\) is a sequence \((d_1,...,d_k) \in \{ \pm 1\} ^k\) such that their partial sum \(\sum _{i=1}^j d_i \geq 0\) and total sum \(\sum _{i = 1}^{k}d_i = 0\). More intuitively, consider a diagonal lattice path from \((0,0)\) to \((k, 0)\) consisting of \(\frac{k}{2}\) ups and \(\frac{k}{2}\) downs such that the path never goes below thw \(x\)-axis.
Define a map \(\phi \) whose input is \((G, w) \in \mathcal{G}^{k/2 + 1}_k\). Then for its output, define a sequence \(\mathbf{d}=\mathbf{d}(G,w)\in \{ +1,-1\} ^k\) recursively as follows. Let \(d_1=+1\). For \(1{\lt}j\le k\), if \(w_j\notin \{ w_1,\ldots ,w_{j-1}\} \), set \(d_j=+1\); otherwise, set \(d_j=-1\); then \(\mathbf{d}(G,w) = (d_1,\ldots ,d_k)\). \(\phi ((G,w)) = \mathbf{d}(G,w)\)
\(\phi ((G,w)) = \mathbf{d}(G,w) \subseteq \mathcal{D}_k\), where \(\mathcal{D}_k\) denotes the set of Dyck path of order \(k\).
set \(P_0 = (0,0)\) and \(P_j = (j,d_1+\cdots +d_j)\) for \(1\le j\le k\); then the piecewise linear path connecting \(P_0,P_1,\ldots ,P_k\) is a lattice path. Since \((G,w)\in \mathcal{G}_k^2\), each edge appears exactly two times in \(w\), meaning that the \(\pm 1\)s come in pairs in \(\mathbf{d}(G,w)\). Hence \(d_1+\cdots +d_k=0\). What’s more, for any edge \(e\), the \(-1\) assigned to its second appearance in \(w\) comes after the \(+1\) corresponding to its first appearance; this means that the partial sums \(d_1+\cdots +d_j\) are all \(\ge 0\). That is: \(\mathbf{d}(G,w)\) is a Dyck path
Define a map \(\psi \) whose input is a Dyck path of order \(k\): \(\mathbf{d} \in \{ \pm 1\} ^k\). Then the output is viewing this Dyck path as a contour reversal of a tree where an up (\(d_i = 1\)) corresponds to visiting a child node and a down (\(d_i = -1\)) corresponds to returning to parent node.
\(\psi (\mathbf{d}_k) \subseteq \mathcal{G}^{k/2 + 1}_k\)
Use induction on the order of Dyck path \(k\) which is an even number. Assume \(\phi (\mathbf{d}_{k-2}) \subseteq \mathcal{G}_{k-2}^{k/2 -1}\). In the case of \(k\), the last two steps appended to \(\mathbf{d}_{k-2}\) has to be \(1\) followed by \(-1\) in order for \(\mathbf{d}_k\) to be a Dyck path. By induction hypothesis, this generates a graph with one extra vertex from the parent node, whose walk traversed at the last two steps of the walk.
Apply \(\psi \) to a given Dyck path \(\mathbf{d}\) by definition, then apply \(\phi \) to get a new sequence \(\mathbf{d}'\) such that \(d_j' = 1\) for new vertex, \(-1\) otherwise. For the original Dyck path, the new vertex is the up step corresponding to \(1\). This implies \(\phi \) recovers the original Dyck path.
The map \(\psi \) recovers the graph walk structure of the input from its Dyck path by the definition.
Let \(k\) be even and let \(\mathcal{D}_k\) denote the set of Dyck paths of length \(k\)
Then \((G,w)\mapsto {d}(G,w)\) is a bijection \(\mathcal{G}_k^{k/2+1}\to \mathcal{D}_k\).
obvious from the previous lemmas.
#{binary trees with \(\frac{k}{2}\) vertices} is given by Catalan number \(C_{k / 2}\)
where \(|\mathcal{D}_k|\) denotes the number of Dyke paths of length \(k\) while \(C_k\) is the \(k\)th Catalan number.
Given a binary tree with \(k\) nodes, perform preorder traversal: for each internal node visited, write an up-step \(U = (1,1)\). For each time return from a child, write a down-step \(D = (1,-1)\). Since every internal node has exactly two children, there are \(k/2\) \(U\)’s and \(k/2\) \(D\)’s, giving a Dyke path of length \(k\). Conversely, given a Dyck path, \(U\) is interpreted as adding new node while \(D\) is returning to the parent node.
Let \(\{ Y_{ij}\} _{1\le i\le j}\) be independent random variables, with \(\{ Y_{ii}\} _{i\ge 1}\) identically distributed and \(\{ Y_{ij}\} _{1\le i{\lt}j}\) identically distributed. Suppose that \(r_k = \max \{ \mathbb {E}(|Y_{11}|^k),\mathbb {E}(|Y_{12}|^k)\} {\lt}\infty \) for each \(k\in \mathbb {N}\). Suppose further than \(\mathbb {E}(Y_{ij})=0\) for all \(i,j\) and set \(t=\mathbb {E}(Y_{12}^2)\). If \(i{\gt}j\), define \(Y_{ij} \equiv Y_{ji}\), and let \(\mathbf{Y}_n\) be the \(n\times n\) matrix with \([\mathbf{Y}_n]_{ij} = Y_{ij}\) for \(1\le i,j\le n\). Let \(\mathbf{X}_n = n^{-1/2}\mathbf{Y}_n\) be the corresponding Wigner matrix. Then
4.2 Convergence in Probability
Let \(\mathbf{Y}_{n}\) be an \(n \times n\) symmetric matrix with independent entries, where \(\{ Y_{ij}\} _{1\le i\le j}\) are independent random variables, with \(\{ Y_{ii}\} _{i\ge 1}\) identically distributed and \(\{ Y_{ij}\} _{1\le i{\lt}j}\) identically distributed, and let \(\mathbf{X}_{n} = n^{-1 / 2}\mathbf{Y}_{n}\) be the corresponding Wigner matrix. Then:
Expanding the variance by definition, we get:
use the linearity of expectation to factor out \(\frac{1}{n^{k+2}}\) from both expectations:
using 4.1.12, we can expand and square:
Given \(k\)-indices \(\mathbf{i} = (i_1, i_2, \cdots , i_{k}), \mathbf{j} = (j_1, j_2, \cdots , j_{k}) \in [n]^{k}\), and Graphs \(G_{\mathbf{i}}, G_{\mathbf{j}}\), we define the graph union \(G_{\mathbf{i} \# \mathbf{j}}\) as follows:
Given \(k\)-indices \(\mathbf{i} = (i_1, i_2, \cdots , i_{k}), \mathbf{j} = (j_1, j_2, \cdots , j_{k}) \in [n]^{k}\), we define the ordered triple \((G_{\mathbf{i} \# \mathbf{j}}, w_{\mathbf{i}}, w_{\mathbf{j}})\) as follows:
\(G_{\mathbf{i} \# \mathbf{j}}\) is the graph union of the graphs defined by \(\mathbf{i}\) and \(\mathbf{j}\) from definition 4.2.2
\(w_{\mathbf{i}}\) is the closed walk defined by \(\mathbf{i}\) from definition 4.1.4
\(w_{\mathbf{i}}\) is the closed walk defined by \(\mathbf{j}\) from definition 4.1.4
Given an ordered triple \((G_{\mathbf{i}\# \mathbf{j}},w_\mathbf {i},w_\mathbf {j})\) generated by two \(k\)-indexes \(\mathbf{i}\) and \(\mathbf{j}\), we define
We define \(\mathcal{G}_{k,k}\) to be the set of connected graphs \(G\) with \(\leq 2k\) vertices, together with two paths each of length \(k\) whose union covers \(G\).
Given \((G,w,w') \in \mathcal{G}_{k,k}\), we say \((\mathbf{i},\mathbf{j})\) is an ordered pair of \(k\)-indexes generated by \((G,w,w')\) if \(\mathbf{i}\) and \(\mathbf{j}\) are, repsectively, \(k\)-indexes generated by \(w\) and \(w'\) as in Definition 4.1.19.
Let \(\mathbf{i}_\lambda \) and \(\mathbf{j}_\lambda \) be \(k\)-indexes for each \(\lambda =1,2\). We say \((\mathbf{i}_1,\mathbf{j}_1) = (\mathbf{i}_2,\mathbf{j}_2)\) if and only if there exists a bijection \(\varphi _1\) from the set of entries \(\mathbf{i}_1\) onto the set of entries \(\mathbf{i}_2\), and a bijection \(\varphi _2\) from the set of entries \(\mathbf{j}_1\) onto the set of entries \(\mathbf{j}_2\) such that
and
Let \((G_{\mathbf{i} \# \mathbf{j}},w_\mathbf {i},w_\mathbf {j})\) be an ordered triple generated by two \(k\)-indexes \(\mathbf{i}\) and \(\mathbf{j}\), and let \((G,w,w') \in \mathcal{G}_{k,k}\). We say \((G_{\mathbf{i} \# \mathbf{j}},w_\mathbf {i},w_\mathbf {j}) = (G,w,w')\) if and only \((\mathbf{i},\mathbf{j}) = (\mathbf{i}^*,\mathbf{j}^*)\), where \((\mathbf{i}^*,\mathbf{j}^*)\) is an ordered pair of \(k\)-indexes generated by \((G,w,w')\).
Let \(\mathbf{i}_\lambda \) and \(\mathbf{j}_\lambda \) be \(k\)-indexes for each \(\lambda =1,2\) such that \((\mathbf{i}_1,\mathbf{j}_1) = (\mathbf{i}_2,\mathbf{j}_2)\). Then \(\mathbb {E}(Y_{\mathbf{i}_1}Y_{\mathbf{j}_1}) = \mathbb {E}(Y_{\mathbf{i}_1}Y_{\mathbf{j}_2})\).
This follows a similar reasoning as in Lemma 4.1.21.
Let \((G_{\mathbf{i}_1 \# \mathbf{j}_1},w_{\mathbf{i}_1},w_{\mathbf{j}_1})\) and \((G_{\mathbf{i}_2 \# \mathbf{j}_2},w_{\mathbf{i}_2},w_{\mathbf{j}_2})\) be ordered triples generated by their respective ordered pair of \(k\)-indexes, and \((G,w,w') \in \mathcal{G}_{k,k}\), If \((G_{\mathbf{i}_1 \# \mathbf{j}_1},w_{\mathbf{i}_1},w_{\mathbf{j}_2}) = (G,w,w')\) and \((G_{\mathbf{i}_1 \# \mathbf{j}_2},w_{\mathbf{i}_2},w_{\mathbf{j}_2}) = (G,w,w')\), then
This follows from Lemma 4.1.21.
Given \((G,w,w')\), let \((\mathbf{i},\mathbf{j})\) be an ordered pair of \(k\)-indexes generated by \(w\) and \(w'\). We define
Given a graph \(G_{\mathbf{i} \# \mathbf{j}}\), let \(E^s_{\mathbf{i} \# \mathbf{j}}\) denote the set of self-edges.
Given a graph \(G_{\mathbf{i} \# \mathbf{j}}\), let \(E^c_{\mathbf{i} \# \mathbf{j}}\) denote the set of connecting edges.
Given a graph \(G_{\mathbf{i} \# \mathbf{j}}\), let \(w_{\mathbf{i} \# \mathbf{j}}(e)\) denote the number of times the edge \(e\) is traversed by either of the two paths \(w_\mathbf {i}\) and \(w_\mathbf {j}\).
This follows from Lemma 4.1.11 and the independency of random variables.
By construction of the paths \(w_\mathbf {i}\) and \(w_\mathbf {j}\),
By definition of the counting function \(w_{\mathbf{i} \# \mathbf{j}}(\cdot )\),
For any \(k\)-indexes \(\mathbf{i}\) and \(\mathbf{j}\), there exists \(\lambda \in \mathbb {N}\) such that
for every \(e \in E_{\mathbf{i} \# \mathbf{j}}\).
Let \((G_{\mathbf{i}\# \mathbf{j}},w_\mathbf {i},w_\mathbf {j})\) be the ordered triple generated by the two \(k\)-indexes \(\mathbf{i}\) and \(\mathbf{j}\). By construction, there are finite number of edges \(e \in E_{\mathbf{i} \# \mathbf{j}}\). Moreover, there are finite number of integer values the counting function \(w_{\mathbf{i} \# \mathbf{j}}(\cdot )\) can take over \(E_{\mathbf{i} \# \mathbf{j}}\). This implies we can choose the maximum element of the set
and therefore \(\lambda \in \mathbb {N}\) so that \(\mathbb {E}(Y_{11}^\lambda ) = \max \mathscr {E}\). Using the fact that \(\mathbb {E}(Z) \leq \mathbb {E}(|Z|)\) for any random variable \(Z\),
For any \(k\)-indexes \(\mathbf{i}\) and \(\mathbf{j}\), there exists \(\lambda \in \mathbb {N}\) such that
for every \(e \in E_{\mathbf{i} \# \mathbf{j}}\).
This follows an identical reasoning as in Lemma 4.2.19.
For any \(k\)-indexes \(\mathbf{i}\) and \(\mathbf{j}\), there exists \(M_1 \in \mathbb {R}\) such that
By Lemma 4.2.17, we have
By Lemma 4.2.19, there exists \(\lambda _1 \in \mathbb {N}\) so that \(\mathbb {E} (Y_{11}^{w_{\mathbf{i} \# \mathbf{j} (e)}}) \leq r_n\) for every \(e \in E_{\mathbf{i} \# \mathbf{j}}\). On the other hand, by Lemma 4.2.20, there exists \(\lambda _2 \in \mathbb {N}\) so that \(\mathbb {E} (Y_{12}^{w_{\mathbf{i} \# \mathbf{j} (e)}}) \leq r_m\) for every \(e \in E_{\mathbf{i} \# \mathbf{j}}\). Then
Setting \(M_1 := 2k \cdot \max \{ r_{\lambda _1},r_{\lambda _2}\} \) satisfies the problem.
For any \(k\)-index \(\mathbf{i}\), there exists \(\lambda \in \mathbb {N}\) such that
for every \(e \in E_{\mathbf{i} \# \mathbf{j}}\).
This follows a similar reasoning as in Lemma 4.2.19 with the counting function \(w_\mathbf {i}(\cdot )\).
For any \(k\)-index \(\mathbf{i}\), there exists \(\lambda \in \mathbb {N}\) such that
for every \(e \in E_\mathbf {i}\).
This follows a similar reasoning as in Lemma 4.2.19 with the counting function \(w_\mathbf {i}(\cdot )\).
For any \(k\)-indexes \(\mathbf{i}\), there exists \(M_2 \in \mathbb {R}\) such that
This follows an identical reasoning as in Lemma 4.2.19.
For any \(k\)-indexes \(\mathbf{i}\) and \(\mathbf{j}\), there exists \(M_{2k} \in \mathbb {R}_{\geq 0}\) such that
Combining the result of Lemma 4.2.21 and Lemma 4.2.24 gives
where \(M_2^{(\mathbf{i})}\) and \(M_2^{(\mathbf{j})}\) are the upper bounds acquired by Lemma 4.2.24 with repsect to \(\mathbf{i}\) and \(\mathbf{j}\), repsectively. Setting \(M_{2k} := \max \{ M_1, M_2^{(\mathbf{i})} \cdot M_2^{(\mathbf{j})} \} \) satisfies the problem.
\((G,w,w')\in \mathcal{G}_{k,k,w+w'\ge 2}\) if \((G,w,w') \in \mathcal{G}_{k,k}\) and \(w + w' \ge 2\).
By construction, every edge in the joined graph \(G_{{i}\# {j}}\) is traversed at least once by the union of the two paths \(w_{i}\) and \(w_{j}\). Suppose that \(e\) is an edge that is traversed only once. This means that \(w_{{i}\# {j}}(e) = 1\), and so it follows that the two values \(w_{i}(e),w_{j}(e)\) are \(\{ 0,1\} \). Hence, the above expansion and the fact that \(\mathbb {E}(Y_{11})=\mathbb {E}(Y_{12})=0\) show that \(\pi (G_{{i}\# {j}},w_{i},w_{j}) = 0\) in this case.
For \((G, w, w') \in \mathcal{G}_{k,k,w+w'\ge 2}\), \(\# \left\{ (i,{j})\in [n]^{2k}\colon (G_{i\# j},w_{i},w_{j}) = (G,w,w')\right\} = n(n-1)\cdots (n-|G|+1)\).
The enumeration of the number of \(2k\)-tuples yielding a certain graph with two walks is the same as in the previous proposition: the structure \((G,w,w')\) specifies the \(2k\)-tuple precisely once we select the \(|G|\) distinct indices for the vertices. So, as before, this ratio becomes
Follows directly.
In the set \(\mathcal{G}_{k,k,w+w'\ge 2}\), edge count is at most \(k\).
Now, we have the condition \(w+w'\ge 2\), meaning every edge is traversed at least twice. Since there are \(k\) steps in each of the two paths, this means there are at most \(k\) edges.
Appealing again to 4.1.32, it follows that \(|G|\le k+1\). Hence, \(n(n-1)\cdots (n-|G|+1) \le n^{|G|} \le n^{k+1}\)
Theorem 2.4. (Unsure if it goes in this doc.)
The (potentially enormous) number \(B_k=2M_{2k}\cdot \# \mathcal{G}_{k,k}\) is independent of \(n\), and so we have already proved that the variance is \(=O_k(1/n)\).
\(G \in \mathcal{G}_{k, k}\). If \(|G| = k + 1\), then \(G\) has exactly \(k\) edges.
\(G \in \mathcal{G}_{k, k}\). If \(|G| = k + 1\), then \(G \in \mathcal{G}_{k, k}\) is a tree.
\(G_{\mathbf{i} \# \mathbf{j}}\) is a tree, then its subgraph \(G_{\mathbf{i}}\) and \(G_{\mathbf{j}}\) are also trees.
\((G, w, w') \in \mathcal{G}_{k, k}\). If \(|G| = k + 1\), then for a common edge \(e\) between the two walks, \(w(e) + w'(e) =2\). In other words, every edge is traversed exactly twice.
Assume for contradiction there is one edge \(l\) such that \(w(l) + w'(l) {\gt} 2\), then \(\sum _{e \in G} w(e) + w'(e) {\gt} 2k\).
\((G, w, w') \in \mathcal{G}_{k, k}\) and \(|G| = k + 1\), then for a common edge it is impossible that \(w(e) = w'(e) = 1\).
Each walk is a closed walk, which implies their edge needs to be traversed in even number.
\((G, w, w') \in \mathcal{G}_{k, k}\) and \(|G| = k + 1\), then it can only be the case that \(w(e) = 2, w'(e) = 0\), or \(w(e) = 0, w'(e) = 2\) .
As a common edge, it is impossible that \(w'\) does not traverse it.
The only graph walks \((G,w,w')\in \mathcal{G}_{k,k}\) with \(|G|=k+1\) must have the edge sets covered by \(w\) and \(w'\) distinct. In other words, if \((G_{\mathbf{i}\# \mathbf{j}},w_\mathbf {i},w_\mathbf {j}) = (G,w,w')\), then the edge sets do not intersect: \(\{ \{ i_1,i_2\} ,\ldots ,\{ i_k,i_1\} \} \cap \{ \{ j_1,j_2\} ,\ldots ,\{ j_k,j_1\} \} =\emptyset \).
For any \((G_{\mathbf{i}\# \mathbf{j}},w_\mathbf {i},w_\mathbf {j}) \in \mathcal{G}_{k,k}\), with \(k + 1\) vertices, \(\pi (G_{\mathbf{i}\# \mathbf{j}},w_\mathbf {i},w_\mathbf {j}) = 0\)
\(\pi (G_{\mathbf{i}\# \mathbf{j}},w_\mathbf {i},w_\mathbf {j}) = \mathbb {E}(X_{\mathbf{i}}X_{\mathbf{j}}) - \mathbb {E}(X_{\mathbf{i}})\mathbb {E}(X_{\mathbf{j}}) = 0\)
Let \(\{ Y_{ij}\} _{1 \leq i \leq j}\) be independent random variables, with \(\{ Y_{ii}\} _{i\geq 1}\) identically distributed and \(\{ Y_{ij}\} _{1 \leq i {\lt} j}\) identically distributed. Suppose that \(r_k = \max \{ \mathbb {E}(|Y_{11}|^k),\mathbb {E}(|Y_{12}|^k)\} {\lt} \infty \) for each \(k\in \mathbb {N}\). Suppose further than \(\mathbb {E}(Y_{ij})=0\) for all \(i,j\). If \(i{\gt}j\), define \(Y_{ij} \equiv Y_{ji}\), and let \(\mathbf{Y}_n\) be the \(n\times n\) matrix with \([\mathbf{Y}_n]_{ij} = Y_{ij}\) for \(1\le i,j\le n\). Let \(\mathbf{X}_n = n^{-1/2}\mathbf{Y}_n\) be the corresponding Wigner matrix. Then