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Spectral Graph Theory

1 1. Eigenvalues and the Laplacian of a graph

Definition 1 Degree, s1.2
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For a vertex \(v\) of a graph \(G\), the degree \(d_v\) is the number of vertices adjacent to \(v\). A vertex \(v\) is isolated if \(d_v = 0\). A graph is nontrivial if it contains at least one edge.

Definition 2 Adjacency matrix, s1.2
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The adjacency matrix \(A\) of \(G\) is the \(n\times n\) matrix with \(A(x,y) = 1\) if \(x\) is adjacent to \(y\), and \(A(x,y)=0\) otherwise.

Definition 3 Combinatorial Laplacian, s1.2
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Let \(T\) denote the diagonal degree matrix, with \((v,v)\)-entry equal to \(d_v\). The combinatorial Laplacian of \(G\) is \(L = T - A\), i.e.

\[ L(u,v) = \begin{cases} d_v & \text{if } u = v,\\ -1 & \text{if } u \sim v,\\ 0 & \text{otherwise.}\end{cases} \]
Definition 4 Normalized Laplacian, s1.2

The (normalized) Laplacian of \(G\) is

\[ \mathcal{L}= T^{-1/2} L T^{-1/2}, \qquad \mathcal{L}(u,v) = \begin{cases} 1 & \text{if } u=v \text{ and } d_v \ne 0,\\ -\dfrac {1}{\sqrt{d_u d_v}} & \text{if } u \sim v,\\ 0 & \text{otherwise,} \end{cases} \]

with the convention \(T^{-1}(v,v) = 0\) when \(d_v = 0\).

Definition 5 Volume of a graph, s1.2

The volume of \(G\) is \(\operatorname {vol}G = \sum _v d_v\). More generally, for a set \(S\) of vertices, \(\operatorname {vol}S = \sum _{v\in S} d_v\).

Lemma 6 Operator form of \(\mathcal{L}\), s1.2

Viewing \(\mathcal{L}\) as an operator on functions \(g : V(G) \to \mathbb {R}\), for every vertex \(u\) with \(d_u \ne 0\),

\[ \mathcal{L}g(u) = \frac{1}{\sqrt{d_u}} \sum _{v \sim u}\left( \frac{g(u)}{\sqrt{d_u}} - \frac{g(v)}{\sqrt{d_v}}\right). \]
Proof

By the entrywise description of \(\mathcal{L}\),

\[ \mathcal{L}g(u) = \sum _v \mathcal{L}(u,v) g(v) = g(u) - \sum _{v \sim u} \frac{g(v)}{\sqrt{d_u d_v}}. \]

Since \(\sum _{v\sim u} \frac{g(u)}{d_u} = g(u)\), we may write \(g(u) = \frac{1}{\sqrt{d_u}}\sum _{v\sim u}\frac{g(u)}{\sqrt{d_u}}\), and hence

\[ \mathcal{L}g(u) = \frac{1}{\sqrt{d_u}}\sum _{v\sim u}\frac{g(u)}{\sqrt{d_u}} - \frac{1}{\sqrt{d_u}}\sum _{v\sim u}\frac{g(v)}{\sqrt{d_v}} = \frac{1}{\sqrt{d_u}}\sum _{v\sim u}\left(\frac{g(u)}{\sqrt{d_u}} - \frac{g(v)}{\sqrt{d_v}}\right). \qedhere \]
Lemma 7 Laplacian via the adjacency matrix, s1.2

On the vertices of nonzero degree,

\[ \mathcal{L}= I - T^{-1/2} A T^{-1/2}. \]
Proof

Since \(L = T - A\), we have \(\mathcal{L}= T^{-1/2}(T-A)T^{-1/2} = T^{-1/2}T\, T^{-1/2} - T^{-1/2}AT^{-1/2} = I - T^{-1/2}AT^{-1/2}\), where \(T^{-1/2}TT^{-1/2}=I\) on the vertices of nonzero degree.

Lemma 8 Laplacian of a regular graph, s1.2

If \(G\) is \(k\)-regular then \(\mathcal{L}= I - \frac{1}{k} A\).

Proof

When every degree equals \(k\) we have \(T = kI\), so \(T^{-1/2}AT^{-1/2} = \frac1k A\), and \(\mathcal{L}= I - \frac1k A\) by Lemma 7.

Lemma 9 Incidence factorization and positive semidefiniteness, s1.2

Let \(S\) be the matrix whose rows are indexed by vertices and columns by edges, where an edge \(e=\{ u,v\} \) has entry \(1/\sqrt{d_u}\) in the row of \(u\), entry \(-1/\sqrt{d_v}\) in the row of \(v\), and \(0\) elsewhere (the two signs may be chosen arbitrarily as long as one is positive and one negative). Then \(\mathcal{L}= S S^{*}\), where \(S^{*}\) is the transpose of \(S\). Consequently \(\mathcal{L}\) is symmetric and positive semidefinite; its eigenvalues are real and nonnegative, and for every \(g\),

\[ \langle g, \mathcal{L}g\rangle = \sum _{\{ u,v\} \in E(G)}\left(\frac{g(u)}{\sqrt{d_u}} - \frac{g(v)}{\sqrt{d_v}}\right)^2 \ge 0. \]
Proof

Compute \((SS^{*})(u,u) = \sum _{e \ni u} \frac{1}{d_u} = \frac{d_u}{d_u} = 1\), and for \(u\ne v\), \((SS^{*})(u,v) = \sum _e S(u,e)S(v,e)\); only the edge \(\{ u,v\} \) (if present) contributes, giving \(\frac{1}{\sqrt{d_u}}\cdot \left(-\frac{1}{\sqrt{d_v}}\right) = -\frac{1}{\sqrt{d_u d_v}}\). Thus \(SS^{*} = \mathcal{L}\). For any \(g\), \(\langle g, \mathcal{L}g\rangle = \langle g, SS^{*}g\rangle = \| S^{*}g\| ^2 = \sum _{\{ u,v\} }\left(\frac{g(u)}{\sqrt{d_u}} - \frac{g(v)}{\sqrt{d_v}}\right)^2 \ge 0\), so \(\mathcal{L}\) is positive semidefinite. Being real and symmetric, \(\mathcal{L}\) has real nonnegative eigenvalues by the spectral theorem.

Lemma 10 Rayleigh–Dirichlet identity (1.1), s1.2

For any function \(f : V(G) \to \mathbb {R}\), writing \(g = T^{1/2} f\),

\[ \frac{\langle g, \mathcal{L}g\rangle }{\langle g, g\rangle } = \frac{\displaystyle \sum _{u\sim v}\bigl(f(u)-f(v)\bigr)^2}{\displaystyle \sum _v f(v)^2 d_v}, \]

where the numerator sum ranges over unordered adjacent pairs \(\{ u,v\} \).

Proof

By Lemma 9, \(\langle g, \mathcal{L}g\rangle = \sum _{\{ u,v\} }\bigl(\frac{g(u)}{\sqrt{d_u}} - \frac{g(v)}{\sqrt{d_v}}\bigr)^2\). With \(g=T^{1/2}f\) we have \(g(u)/\sqrt{d_u} = f(u)\), so the numerator equals \(\sum _{u\sim v}(f(u)-f(v))^2\). Also \(\langle g,g\rangle = \sum _v g(v)^2 = \sum _v d_v f(v)^2\).

Definition 11 Rayleigh quotient and harmonic eigenfunction, s1.2

The Rayleigh quotient of \(\mathcal{L}\) at a function \(g \ne 0\) is \(\langle g, \mathcal{L}g\rangle /\langle g,g\rangle \). Writing \(g = T^{1/2}f\), it equals \(\frac{\sum _{u\sim v}(f(u)-f(v))^2}{\sum _v f(v)^2 d_v}\); the numerator \(\sum _{u\sim v}(f(u)-f(v))^2\) is called the Dirichlet sum of \(G\). A nonzero function \(f\) attaining the infimum in the variational characterization of an eigenvalue (via \(g=T^{1/2}f\)) is called a harmonic eigenfunction of \(\mathcal{L}\).

Lemma 12 Zero is the least eigenvalue, s1.2

The function \(T^{1/2}\mathbf{1}\) (where \(\mathbf{1}\) is constant \(1\) on every vertex) is an eigenfunction of \(\mathcal{L}\) with eigenvalue \(0\), and \(0\) is the smallest eigenvalue of \(\mathcal{L}\).

Proof

With \(g = T^{1/2}\mathbf{1}\) we have \(g(u)/\sqrt{d_u} = 1\) for every \(u\) of nonzero degree, so each edge term \(\frac{g(u)}{\sqrt{d_u}} - \frac{g(v)}{\sqrt{d_v}} = 0\), hence \(S^{*}g = 0\) and \(\mathcal{L}g = SS^{*}g = 0\). Thus \(0\) is an eigenvalue; by Lemma 9 all eigenvalues are \(\ge 0\), so \(0\) is the least.

Definition 13 Spectrum of a graph, s1.2

Since \(\mathcal{L}\) is real symmetric positive semidefinite, its eigenvalues are real and nonnegative. We list them in increasing order

\[ 0 = \lambda _0 \le \lambda _1 \le \cdots \le \lambda _{n-1}, \]

and call this multiset the spectrum of \(G\). We fix an orthonormal basis \(\phi _0,\dots ,\phi _{n-1}\) of eigenfunctions, with \(\phi _0 = T^{1/2}\mathbf{1}/\sqrt{\operatorname {vol}G}\).

Definition 14 Spectral gap \(\lambda _G\), s1.2

The spectral gap of \(G\) is \(\lambda _G := \lambda _1\), the smallest nonzero-index eigenvalue of \(\mathcal{L}\).

Lemma 15 Variational formula for \(\lambda _1\) (1.2), s1.2
\[ \lambda _G = \lambda _1 = \inf _{f \perp T\mathbf{1}} \frac{\displaystyle \sum _{u\sim v}(f(u)-f(v))^2}{\displaystyle \sum _v f(v)^2 d_v}, \]

where \(f \perp T\mathbf{1}\) means \(\sum _v f(v) d_v = 0\), and the corresponding harmonic eigenfunction \(f\) gives \(g = T^{1/2}f\) achieving the eigenvalue.

Proof

By the Courant–Fischer (min–max) principle applied to the symmetric operator \(\mathcal{L}\), \(\lambda _1 = \min \{ \langle g,\mathcal{L}g\rangle /\langle g,g\rangle : g \ne 0,\ g \perp \phi _0\} \), with \(\phi _0\) proportional to \(T^{1/2}\mathbf{1}\) (Lemma 12). The constraint \(g \perp T^{1/2}\mathbf{1}\) reads \(\langle T^{1/2}f, T^{1/2}\mathbf{1}\rangle = \sum _v f(v)d_v = 0\), i.e. \(f\perp T\mathbf{1}\). Substituting the Rayleigh–Dirichlet identity (Lemma 10) for the quotient gives the stated formula.

Lemma 16 Equivalent formulas for \(\lambda _1\) (1.3)–(1.5), s1.2

The spectral gap admits the equivalent expressions

\[ \lambda _1 = \inf _{f\ne 0}\ \sup _{t} \frac{\sum _{u\sim v}(f(u)-f(v))^2}{\sum _v (f(v)-t)^2 d_v} = \inf _{f\ne 0} \frac{\sum _{u\sim v}(f(u)-f(v))^2}{\sum _v (f(v)-\bar f)^2 d_v} = \operatorname {vol}G\ \inf _{f} \frac{\sum _{u\sim v}(f(u)-f(v))^2}{\sum _{u,v}(f(u)-f(v))^2 d_u d_v}, \]

where \(\bar f = \frac{\sum _v f(v) d_v}{\operatorname {vol}G}\) and the last denominator ranges over unordered pairs \(\{ u,v\} \) of vertices.

Proof

The numerator \(\sum _{u\sim v}(f(u)-f(v))^2\) is unchanged if \(f\) is replaced by \(f-t\). For fixed \(f\), \(\sum _v (f(v)-t)^2 d_v\) is a quadratic in \(t\) minimized at the weighted mean \(t = \bar f\); hence \(\sup _t\) of the ratio is attained there, giving the second expression. Moreover \(f - \bar f \perp T\mathbf{1}\), and any \(f\perp T\mathbf{1}\) has \(\bar f = 0\), so the second expression equals the variational formula of Lemma 15. Finally, using the weighted identity \(\operatorname {vol}G\sum _v (f(v)-\bar f)^2 d_v = \sum _{\{ u,v\} }(f(u)-f(v))^2 d_u d_v\) (the weighted form of \(N\sum _i (a_i-a)^2 = \sum _{i{\lt}j}(a_i-a_j)^2\) with \(a=\bar f\)), substitute for the denominator to obtain the third expression.

Lemma 17 Formula for the largest eigenvalue (1.6), s1.2
\[ \lambda _{n-1} = \sup _{f} \frac{\sum _{u\sim v}(f(u)-f(v))^2}{\sum _v f(v)^2 d_v}. \]
Proof

By Courant–Fischer, \(\lambda _{n-1} = \max _{g\ne 0}\langle g,\mathcal{L}g\rangle /\langle g,g\rangle \); substituting the Rayleigh–Dirichlet identity (Lemma 10) via \(g = T^{1/2}f\) gives the claim.

Lemma 18 Variational formula for \(\lambda _k\) (1.7)–(1.8), s1.2

Let \(P_{k-1}\) denote the span of the eigenfunctions \(\phi _i\) for \(i \le k-1\). Then

\[ \lambda _k = \inf _{f}\ \sup _{g \in P_{k-1}} \frac{\sum _{u\sim v}(f(u)-f(v))^2}{\sum _v (f(v)-g(v))^2 d_v} = \inf _{f \perp T P_{k-1}} \frac{\sum _{u\sim v}(f(u)-f(v))^2}{\sum _v f(v)^2 d_v}. \]
Proof

This is Courant–Fischer for the \(k\)-th eigenvalue: \(\lambda _k\) is the minimum Rayleigh quotient of \(\mathcal{L}\) over the orthogonal complement of \(\mathrm{span}(\phi _0,\dots ,\phi _{k-1})\), and the orthogonality \(g' = T^{1/2}f \perp T^{1/2}P_{k-1}\) translates to \(f\perp T P_{k-1}\). Substituting the Rayleigh–Dirichlet identity gives both displayed forms.

Lemma 19 Eigenvalues of the complete graph \(K_n\) (Ex. 1.1), s1.2

For the complete graph \(K_n\) the eigenvalues of \(\mathcal{L}\) are \(0\) and \(\frac{n}{n-1}\) (with multiplicity \(n-1\)).

Proof

\(K_n\) is \((n-1)\)-regular, so \(\mathcal{L}= I - \frac{1}{n-1}A\) by Lemma 8, with \(A = J - I\) (\(J\) the all-ones matrix). The eigenvalues of \(A\) are \(n-1\) (eigenvector \(\mathbf{1}\)) and \(-1\) (multiplicity \(n-1\), on \(\mathbf{1}^{\perp }\)). Hence \(\mathcal{L}\) has eigenvalues \(1 - \frac{n-1}{n-1}=0\) and \(1 - \frac{-1}{n-1} = \frac{n}{n-1}\) with multiplicity \(n-1\).

Lemma 20 Eigenvalues of the complete bipartite graph \(K_{m,n}\) (Ex. 1.2), s1.2

For \(K_{m,n}\) the eigenvalues of \(\mathcal{L}\) are \(0\), \(1\) (with multiplicity \(m+n-2\)), and \(2\).

Proof

Order the vertices as the part \(X\) of size \(m\) (each of degree \(n\)) followed by the part \(Y\) of size \(n\) (each of degree \(m\)). Then \(A = \left(\begin{smallmatrix} 0 & J_{m,n} \\ J_{n,m} & 0 \end{smallmatrix}\right)\) and \(T = \mathrm{diag}(nI_m, mI_n)\), so \(B := T^{-1/2}AT^{-1/2} = \frac{1}{\sqrt{mn}}\left(\begin{smallmatrix} 0 & J_{m,n} \\ J_{n,m} & 0 \end{smallmatrix}\right)\). Since \(J_{m,n}J_{n,m} = nJ_m\) has eigenvalue \(mn\) once and \(0\) otherwise, the matrix \(\left(\begin{smallmatrix} 0 & J \\ J^{\top } & 0 \end{smallmatrix}\right)\) has nonzero eigenvalues \(\pm \sqrt{mn}\) (each once) and \(0\) with multiplicity \(m+n-2\). Hence \(B\) has eigenvalues \(\pm 1\) (each once) and \(0\) (\(m+n-2\) times), and \(\mathcal{L}= I - B\) has eigenvalues \(0\), \(2\), and \(1\) (multiplicity \(m+n-2\)) by Lemma 7.

Lemma 21 Eigenvalues of the star \(S_n\) (Ex. 1.3), s1.2

For the star \(S_n = K_{1,n-1}\) on \(n\) vertices the eigenvalues of \(\mathcal{L}\) are \(0\), \(1\) (with multiplicity \(n-2\)), and \(2\).

Proof

This is the case \(m=1\), \(n\mapsto n-1\) of Lemma 20: the eigenvalues are \(0\), \(2\), and \(1\) with multiplicity \(1+(n-1)-2 = n-2\).

Lemma 22 Eigenvalues of the path \(P_n\) (Ex. 1.4), s1.2

For the path \(P_n\) on \(n\) vertices the eigenvalues of \(\mathcal{L}\) are \(1 - \cos \frac{\pi k}{n-1}\) for \(k = 0, 1, \dots , n-1\).

Lemma 23 Eigenvalues of the cycle \(C_n\) (Ex. 1.5), s1.2

For the cycle \(C_n\) the eigenvalues of \(\mathcal{L}\) are \(1 - \cos \frac{2\pi k}{n}\) for \(k = 0, 1, \dots , n-1\).

Proof

\(C_n\) is \(2\)-regular, so \(\mathcal{L}= I - \frac12 A\) (Lemma 8). The adjacency matrix of \(C_n\) is a circulant whose eigenvectors are \((\omega ^{jk})_{j}\) with \(\omega = e^{2\pi i/n}\), having eigenvalues \(\omega ^k + \omega ^{-k} = 2\cos \frac{2\pi k}{n}\). Hence \(\mathcal{L}\) has eigenvalues \(1 - \cos \frac{2\pi k}{n}\).

Lemma 24 Eigenvalues of the \(n\)-cube \(Q_n\) (Ex. 1.6), s1.2

For the \(n\)-cube \(Q_n\) on \(2^n\) vertices the eigenvalues of \(\mathcal{L}\) are \(\frac{2k}{n}\) with multiplicity \(\binom {n}{k}\), for \(k = 0, 1, \dots , n\).

Proof

\(Q_n\) is \(n\)-regular, so \(\mathcal{L}= I - \frac1n A\) (Lemma 8). Indexing vertices by subsets \(S \subseteq \{ 1,\dots ,n\} \) (equivalently by \(\{ 0,1\} ^n\)), the characters \(\chi _S(x) = (-1)^{|S\cap x|}\) are eigenvectors of \(A\) with eigenvalues \(n - 2|S|\); there are \(\binom nk\) subsets with \(|S| = k\). Hence \(\mathcal{L}\) has eigenvalues \(1 - \frac{n-2k}{n} = \frac{2k}{n}\) with multiplicity \(\binom nk\).

Lemma 25 Trace bound: sum of eigenvalues (Lem. 1.7(i)), s1.3

For a graph \(G\) on \(n\) vertices, \(\sum _i \lambda _i \le n\), with equality if and only if \(G\) has no isolated vertices.

Proof

\(\sum _i \lambda _i = \operatorname {tr}\mathcal{L}= \sum _u \mathcal{L}(u,u)\), and \(\mathcal{L}(u,u) = 1\) if \(d_u \ne 0\) and \(\mathcal{L}(u,u) = 0\) if \(d_u = 0\). Thus \(\operatorname {tr}\mathcal{L}\) equals the number of non-isolated vertices, which is \(\le n\), with equality exactly when no vertex is isolated.

Lemma 26 Upper bound on \(\lambda _1\) (Lem. 1.7(ii)), s1.3

For \(n \ge 2\), \(\lambda _1 \le \frac{n}{n-1}\), with equality if and only if \(G\) is the complete graph \(K_n\). If moreover \(G\) has no isolated vertices, then \(\lambda _{n-1} \ge \frac{n}{n-1}\).

Proof

Since \(\lambda _0 = 0\), Lemma 25 gives \(\sum _{i=1}^{n-1}\lambda _i \le n\). Averaging the \(n-1\) terms \(\lambda _1\le \cdots \le \lambda _{n-1}\),

\[ \lambda _1 \le \frac{1}{n-1}\sum _{i=1}^{n-1}\lambda _i \le \frac{n}{n-1}, \qquad \lambda _{n-1} \ge \frac{1}{n-1}\sum _{i=1}^{n-1}\lambda _i. \]

The second gives \(\lambda _{n-1}\ge \frac{n}{n-1}\) when there are no isolated vertices (so \(\sum _{i\ge 1}\lambda _i = n\)). Equality in \(\lambda _1 \le \frac{n}{n-1}\) forces both \(\sum _{i\ge 1}\lambda _i = n\) (no isolated vertices) and \(\lambda _1 = \cdots = \lambda _{n-1} = \frac{n}{n-1}\); that is the spectrum of \(K_n\) (Lemma 19), and a graph is determined up to the value \(0\)-multiplicity here to be \(K_n\).

Lemma 27 \(\lambda _1 \le 1\) for non-complete graphs (Lem. 1.7(iii)), s1.3

If \(G\) is not the complete graph, then \(\lambda _1 \le 1\).

Proof

Since \(G\) is not complete, it has two nonadjacent vertices \(a\) and \(b\). Define

\[ f_1(v) = \begin{cases} d_b & v = a,\\ -d_a & v = b,\\ 0 & v \ne a,b.\end{cases} \]

Then \(\sum _v f_1(v) d_v = d_b d_a - d_a d_b = 0\), so \(f_1 \perp T\mathbf{1}\). Because \(a\) and \(b\) are nonadjacent, every edge at \(a\) goes to a vertex with \(f_1 = 0\), contributing \(d_b^2\); there are \(d_a\) such edges. Likewise the edges at \(b\) contribute \(d_a^2\) each, \(d_b\) of them. Thus the Dirichlet sum is \(d_a d_b^2 + d_b d_a^2 = d_a d_b(d_a+d_b)\), while \(\sum _v f_1(v)^2 d_v = d_b^2 d_a + d_a^2 d_b = d_a d_b(d_a+d_b)\). By Lemma 15 the Rayleigh quotient of \(f_1\) is \(1\), so \(\lambda _1 \le 1\).

Lemma 28 Spectrum of a disjoint union (Lem. 1.7(vi)), s1.3

The spectrum of \(G\) is the union (with multiplicity) of the spectra of its connected components.

Proof

Ordering vertices by component makes \(\mathcal{L}\) block-diagonal, one block per connected component (each block being the Laplacian of that component). The spectrum of a block-diagonal matrix is the union of the spectra of the blocks.

Lemma 29 Multiplicity of \(0\) equals the number of components (Lem. 1.7(iv)), s1.3

If \(G\) is connected then \(\lambda _1 {\gt} 0\). In general, if \(\lambda _i = 0\) and \(\lambda _{i+1} \ne 0\) then \(G\) has exactly \(i+1\) connected components.

Proof

An eigenfunction \(g\) with eigenvalue \(0\) has \(\langle g,\mathcal{L}g\rangle = 0\), so by the Rayleigh–Dirichlet identity (Lemma 10) with \(f=T^{-1/2}g\), \(\sum _{u\sim v}(f(u)-f(v))^2 = 0\); hence \(f\) is constant on each connected component. For a connected graph this forces \(f\) constant, so the \(0\)-eigenspace is one-dimensional and \(\lambda _1 {\gt} 0\). In general the \(0\)-eigenspace is spanned by the functions that are a (suitably normalized) constant on one component and \(0\) elsewhere, so its dimension equals the number of connected components; equivalently (Lemma 28) each component contributes exactly one \(0\) to the spectrum. Thus \(\lambda _0 = \cdots = \lambda _i = 0 {\lt} \lambda _{i+1}\) occurs iff there are exactly \(i+1\) components.

Lemma 30 All eigenvalues are at most \(2\) (Lem. 1.7(v)), s1.3

For all \(i\), \(\lambda _i \le 2\). Moreover \(\lambda _{n-1} = 2\) if and only if a connected component of \(G\) is bipartite and nontrivial.

Proof

Using the elementary inequality \((f(x)-f(y))^2 \le 2(f(x)^2 + f(y)^2)\) and \(\sum _{x\sim y}(f(x)^2 + f(y)^2) = \sum _x f(x)^2 d_x\), formula (1.6) (Lemma 17) gives

\[ \lambda _{n-1} = \sup _f \frac{\sum _{x\sim y}(f(x)-f(y))^2}{\sum _x f(x)^2 d_x} \le \sup _f \frac{2\sum _x f(x)^2 d_x}{\sum _x f(x)^2 d_x} = 2. \]

Equality requires \((f(x)-f(y))^2 = 2(f(x)^2+f(y)^2)\) on every edge, i.e. \(f(x) = -f(y)\) for each edge \(\{ x,y\} \); a nonzero such \(f\) can exist only if some component is bipartite (two-color it by the sign of \(f\)) and nontrivial. Conversely, if a component is bipartite with parts \(X,Y\), taking \(f = +1\) on \(X\), \(-1\) on \(Y\), and \(0\) off the component achieves the Rayleigh quotient \(2\), so \(\lambda _{n-1} = 2\).

Lemma 31 Bipartite spectral symmetry (Lem. 1.8), s1.3

The following are equivalent:

  1. \(G\) is bipartite;

  2. \(G\) has \(i+1\) connected components and \(\lambda _{n-j} = 2\) for \(1 \le j \le i\);

  3. for each eigenvalue \(\lambda _i\), the value \(2 - \lambda _i\) is also an eigenvalue of \(G\).

Proof

By Lemma 28 it suffices to treat a connected \(G\). Suppose \(G\) is bipartite with parts \(A\) and \(B\). For a harmonic eigenfunction \(f\) with eigenvalue \(\lambda \), set \(g(x) = f(x)\) for \(x\in A\) and \(g(x) = -f(x)\) for \(x\in B\). Using the harmonic eigenfunction identity (Lemma 33), \(\frac{1}{d_x}\sum _{y\sim x}(f(x)-f(y)) = \lambda f(x)\), and the fact that adjacency only connects \(A\) to \(B\), one checks that \(\frac{1}{d_x}\sum _{y\sim x}(g(x)-g(y)) = (2-\lambda )g(x)\); hence \(g\) is a harmonic eigenfunction with eigenvalue \(2-\lambda \). Thus \(\lambda \mapsto 2-\lambda \) maps the spectrum bijectively to itself, giving (iii); the multiplicity bookkeeping of the \(2\)’s against the \(0\)’s (via Lemma 29) gives (ii). Conversely, if \(2\) is an eigenvalue then \(\lambda _{n-1} = 2\), so by Lemma 30 a component is bipartite; symmetry of the whole spectrum forces every component bipartite, i.e. \(G\) bipartite.

Lemma 32 Diameter lower bound for \(\lambda _1\) (Lem. 1.9), s1.3

For a connected graph \(G\) with diameter \(D\),

\[ \lambda _1 \ge \frac{1}{D\, \operatorname {vol}G}. \]
Proof

Let \(f\) be a harmonic eigenfunction achieving \(\lambda _1\) in Lemma 15, and let \(v_0\) be a vertex with \(|f(v_0)| = \max _v |f(v)|\). Since \(\sum _v f(v) d_v = 0\), there is a vertex \(u_0\) with \(f(u_0)f(v_0) {\lt} 0\). Let \(P\) be a shortest path joining \(u_0\) and \(v_0\); it has at most \(D\) edges. Then, dropping all edges not on \(P\) from the numerator and bounding \(\sum _x f(x)^2 d_x \le f(v_0)^2 \operatorname {vol}G\),

\[ \lambda _1 = \frac{\sum _{x\sim y}(f(x)-f(y))^2}{\sum _x f(x)^2 d_x} \ge \frac{\sum _{\{ x,y\} \in P}(f(x)-f(y))^2}{\operatorname {vol}G\, f(v_0)^2}. \]

By the Cauchy–Schwarz inequality, \(\sum _{\{ x,y\} \in P}(f(x)-f(y))^2 \ge \frac{1}{|P|}\bigl(\sum _{\{ x,y\} \in P}(f(x)-f(y))\bigr)^2 = \frac{1}{|P|}(f(v_0)-f(u_0))^2\), and \(|P| \le D\) while \((f(v_0)-f(u_0))^2 \ge f(v_0)^2\) because \(f(u_0)\) and \(f(v_0)\) have opposite signs. Therefore \(\lambda _1 \ge \frac{\frac{1}{D}f(v_0)^2}{\operatorname {vol}G\, f(v_0)^2} = \frac{1}{D\, \operatorname {vol}G}\).

Lemma 33 Harmonic eigenfunction identity (Lem. 1.10), s1.3

Let \(f\) be a harmonic eigenfunction achieving \(\lambda _G\) in Lemma 15. Then for every vertex \(x\),

\[ \frac{1}{d_x}\sum _{y\sim x}\bigl(f(x)-f(y)\bigr) = \lambda _G\, f(x). \]
Proof

Write \(f = T^{-1/2}g\) where \(\mathcal{L}g = \lambda _G g\). Then

\[ T^{-1}L f = T^{-1}\bigl(T^{1/2}\mathcal{L}T^{1/2}\bigr)\bigl(T^{-1/2}g\bigr) = T^{-1/2}\mathcal{L}g = \lambda _G\, T^{-1/2} g = \lambda _G f, \]

using \(L = T^{1/2}\mathcal{L}T^{1/2}\). On the other hand, \((Lf)(x) = \sum _{y\sim x}(f(x)-f(y))\), so \((T^{-1}Lf)(x) = \frac{1}{d_x}\sum _{y\sim x}(f(x)-f(y))\), which therefore equals \(\lambda _G f(x)\). (Alternatively, the same identity follows from a variational argument by perturbing \(f\) at a single vertex \(x_0\).)

Lemma 34 Trace identity for \((I-\mathcal{L})^2\) (1.10)–(1.11), s1.3

Let \(\bar\lambda = \max _{i\ne 0}|1-\lambda _i|\). Then

\[ \operatorname {tr}(I-\mathcal{L})^2 = \sum _i (1-\lambda _i)^2 \le 1 + (n-1)\bar\lambda ^2, \]

and also

\[ \operatorname {tr}(I-\mathcal{L})^2 = \sum _x \frac{1}{d_x} - \sum _{x\sim y}\left(\frac{1}{d_x} - \frac{1}{d_y}\right)^2, \]

where the last sum ranges over unordered edges \(\{ x,y\} \).

Proof

The eigenvalues of \(I-\mathcal{L}\) are \(1-\lambda _i\), so \(\operatorname {tr}(I-\mathcal{L})^2 = \sum _i (1-\lambda _i)^2\). Separating the \(i=0\) term \((1-\lambda _0)^2 = 1\) and bounding each remaining \(|1-\lambda _i| \le \bar\lambda \) gives \(\le 1 + (n-1)\bar\lambda ^2\). For the combinatorial form, \(I - \mathcal{L}= T^{-1/2}AT^{-1/2}\) (Lemma 7), so \((I-\mathcal{L})^2 = T^{-1/2}A T^{-1} A T^{-1/2}\) and, since \(A(x,y)^2 = A(x,y)\),

\[ \operatorname {tr}(I-\mathcal{L})^2 = \sum _{x,y}\frac{A(x,y)^2}{d_x d_y} = \sum _{\substack {x,y\\ x\sim y}}\frac{1}{d_x d_y}. \]

Expanding \(\sum _{\{ x,y\} }\left(\frac{1}{d_x}-\frac{1}{d_y}\right)^2 = \sum _{\{ x,y\} }\left(\frac{1}{d_x^2}+\frac{1}{d_y^2}\right) - \sum _{\substack {x,y\\ x\sim y}}\frac{1}{d_x d_y}\), and noting \(\sum _{\{ x,y\} }\left(\frac{1}{d_x^2}+\frac{1}{d_y^2}\right) = \sum _x \frac{d_x}{d_x^2} = \sum _x \frac{1}{d_x}\), rearranges to the claimed identity.

Lemma 35 Eigenvalue gap for regular graphs (Lem. 1.11), s1.3

For a \(k\)-regular graph \(G\) on \(n\) vertices,

\[ \max _{i\ne 0}|1-\lambda _i| \ge \sqrt{\frac{n-k}{(n-1)k}}. \]
Proof

Since \(\sum _{i\ne 0}(1-\lambda _i)^2 = \operatorname {tr}(I-\mathcal{L})^2 - 1\) and there are \(n-1\) such terms, \(\max _{i\ne 0}|1-\lambda _i|^2 \ge \frac{1}{n-1}\bigl(\operatorname {tr}(I-\mathcal{L})^2 - 1\bigr)\). For a \(k\)-regular graph every \(d_x = k\), so the correction sum in Lemma 34 vanishes and \(\operatorname {tr}(I-\mathcal{L})^2 = \sum _x \frac{1}{k} = \frac{n}{k}\). Hence \(\max _{i\ne 0}|1-\lambda _i|^2 \ge \frac{1}{n-1}\bigl(\frac{n}{k}-1\bigr) = \frac{n-k}{(n-1)k}\).

Definition 36 Harmonic mean of the degrees, s1.3

The harmonic mean \(d_H\) of the degrees is defined by \(\frac{1}{d_H} = \frac{1}{n}\sum _v \frac{1}{d_v}\).

Construction 37 \(m\)-petal graph (Ex. 1.12), s1.3

The \(m\)-petal graph (friendship graph) on \(n = 2m+1\) vertices \(v_0, v_1, \dots , v_{2m}\) has edges \(\{ v_0, v_i\} \) for \(1\le i\le 2m\) and \(\{ v_{2i-1}, v_{2i}\} \) for \(1\le i\le m\). Its Laplacian eigenvalues are \(0\), \(\tfrac 12\) (with multiplicity \(m-1\)), and \(\tfrac 32\) (with multiplicity \(m+1\)), so \(\max _{i\ne 0}|1-\lambda _i| = \tfrac 12\). However, \(\sqrt{\frac{n-d_H}{(n-1)d_H}} \to \frac{1}{\sqrt2}\) as \(m\to \infty \), so the analogue of Lemma 35 obtained by replacing \(k\) with the harmonic mean degree \(d_H\) fails.

Lemma 38 Degree-inverse Rayleigh bound (1.13), s1.3

Let \(\bar\lambda = \max _{i\ne 0}|1-\lambda _i|\). Then

\[ \frac{\sum _{x\sim y}\left(\frac{1}{d_x}-\frac{1}{d_y}\right)^2}{\sum _x \left(\frac{1}{d_x}-\frac{1}{d_H}\right)^2 d_x} \ \le \ \lambda _{n-1}\ \le \ 1 + \bar\lambda . \]
Proof

Apply formula (1.6) (Lemma 17) with the test function \(f(x) = \frac{1}{d_x} - \frac{1}{d_H}\): the numerator becomes \(\sum _{x\sim y}\left(\frac{1}{d_x}-\frac{1}{d_y}\right)^2\) (constants cancel in differences) and the denominator \(\sum _x \left(\frac{1}{d_x}-\frac{1}{d_H}\right)^2 d_x\); since \(\lambda _{n-1}\) is the supremum over all \(f\), the left inequality follows. The right inequality is \(\lambda _{n-1} = 1 + (\lambda _{n-1}-1) \le 1 + |1-\lambda _{n-1}| \le 1 + \bar\lambda \).

Lemma 39 Eigenvalue–degree bound (Lem. 1.13), s1.3

For a graph \(G\) on \(n\) vertices with average degree \(k = \frac{\operatorname {vol}G}{n}\), the quantity \(\bar\lambda = \max _{i\ne 0}|1-\lambda _i|\) satisfies

\[ 1 + (n-1)\bar\lambda ^2 \ \ge \ \frac{n}{d_H}\left(1 - (1+\bar\lambda )\left(\frac{k}{d_H} - 1\right)\right). \]
Proof

By Lemma 34, \(1 + (n-1)\bar\lambda ^2 \ge \operatorname {tr}(I-\mathcal{L})^2 = \sum _x \frac{1}{d_x} - \sum _{x\sim y}\left(\frac{1}{d_x}-\frac{1}{d_y}\right)^2\), and \(\sum _x \frac{1}{d_x} = \frac{n}{d_H}\). By Lemma 38, \(\sum _{x\sim y}\left(\frac{1}{d_x}-\frac{1}{d_y}\right)^2 \le (1+\bar\lambda )\sum _x\left(\frac{1}{d_x}-\frac{1}{d_H}\right)^2 d_x\). Expanding, and using \(\sum _x \frac{1}{d_x} = \frac{n}{d_H}\), \(\sum _x 1 = n\) and \(\sum _x d_x = \operatorname {vol}G = nk\),

\[ \sum _x\left(\frac{1}{d_x}-\frac{1}{d_H}\right)^2 d_x = \sum _x \frac{1}{d_x} - \frac{2n}{d_H} + \frac{nk}{d_H^2} = \frac{n}{d_H}\left(\frac{k}{d_H} - 1\right). \]

Substituting, \(1 + (n-1)\bar\lambda ^2 \ge \frac{n}{d_H} - (1+\bar\lambda )\frac{n}{d_H}\left(\frac{k}{d_H}-1\right) = \frac{n}{d_H}\left(1 - (1+\bar\lambda )\left(\frac{k}{d_H}-1\right)\right)\).

Lemma 40 Diameter upper bound for \(\lambda _1\) (Lem. 1.14), s1.3

Let \(G\) be a graph with diameter \(D \ge 4\) and maximum degree \(k\). Then

\[ \lambda _1 \le 1 - 2\frac{\sqrt{k-1}}{k}\left(1 - \frac{2}{D}\right) + \frac{2}{D}. \]
Proof

Choose \(u,v\) at distance \(D \ge 2t+2\) (take \(t+1 = D/2\)). Contract \(G\) into a weighted path \(H\) with \(2t+2\) edges and vertices \(x_0, x_1, \dots , x_t, y_t, \dots , y_1, y_0\) and \(z\): vertices at distance \(i\) from \(u\) (\(0\le i\le t\)) are contracted to \(x_i\), those at distance \(j\) from \(v\) to \(y_j\), and all remaining vertices to \(z\). To bound \(\lambda _H\) from above, use the test function

\[ f(x_i) = a(k-1)^{-i/2}, \qquad f(y_j) = b(k-1)^{-j/2}, \qquad f(z) = 0, \]

with \(a,b\) chosen so that \(\sum _x f(x) d_x = 0\). A direct computation shows the Rayleigh quotient of \(f\) on \(H\) is at most \(1 - \frac{2\sqrt{k-1}}{k}\bigl(1 - \frac{1}{t+1}\bigr) + \frac{1}{t+1}\) (the bound being tightest when the edge weights satisfy \(w(x_i,x_{i+1}) = k(k-1)^{i-1}\), and similarly for the \(y\)’s). By Lemma 45, \(\lambda _1 = \lambda _G \le \lambda _H\); substituting \(t+1 = D/2\), i.e. \(\frac{1}{t+1} = \frac{2}{D}\), gives the stated bound.

Definition 41 Weighted graph, s1.4
#

A weighted (undirected) graph \(G\), possibly with loops, carries a weight function \(w : V \times V \to \mathbb {R}\) with

\[ w(u,v) = w(v,u), \qquad w(u,v) \ge 0, \]

and \(w(u,v) = 0\) whenever \(\{ u,v\} \notin E(G)\). Unweighted graphs are the special case where all weights are \(0\) or \(1\). The degree of \(v\) is \(d_v = \sum _u w(u,v)\), and \(\operatorname {vol}G = \sum _v d_v\).

Definition 42 Laplacian of a weighted graph, s1.4

For a weighted graph, the combinatorial Laplacian is

\[ L(u,v) = \begin{cases} d_v - w(v,v) & u = v,\\ -w(u,v) & u \sim v,\\ 0 & \text{otherwise,}\end{cases} \qquad \text{so}\qquad Lf(x) = \sum _{y\sim x}(f(x)-f(y))\, w(x,y), \]

and, with \(T = \mathrm{diag}(d_v)\), the normalized Laplacian is \(\mathcal{L}= T^{-1/2} L T^{-1/2}\), i.e.

\[ \mathcal{L}(u,v) = \begin{cases} 1 - \frac{w(v,v)}{d_v} & u=v,\ d_v\ne 0,\\[2pt] -\frac{w(u,v)}{\sqrt{d_u d_v}} & u \sim v,\\ 0 & \text{otherwise.}\end{cases} \]
Lemma 43 Variational formula for weighted \(\lambda _G\) (1.14), s1.4

For a weighted graph \(G\),

\[ \lambda _G = \lambda _1 = \inf _{\substack {f\\ \sum _x f(x) d_x = 0}} \frac{\sum _{x\sim y}(f(x)-f(y))^2\, w(x,y)}{\sum _x f(x)^2 d_x}. \]
Proof

As in the unweighted case, \(\langle g, \mathcal{L}g\rangle = \sum _x f(x) L f(x) = \sum _{x\sim y}(f(x)-f(y))^2 w(x,y)\) for \(g = T^{1/2}f\), and \(\langle g,g\rangle = \sum _x f(x)^2 d_x\). The Courant–Fischer principle for \(\mathcal{L}\) restricted to the orthogonal complement of \(\phi _0 \propto T^{1/2}\mathbf{1}\) (equivalently \(\sum _x f(x) d_x = 0\)) yields the formula.

Definition 44 Contraction of a graph, s1.4

A contraction of a weighted graph \(G\) identifies two distinct vertices \(u,v\) into a single vertex \(v^{*}\), with the incident weights

\[ w(x, v^{*}) = w(x,u) + w(x,v), \qquad w(v^{*}, v^{*}) = w(u,u) + w(v,v) + 2w(u,v). \]
Lemma 45 Contraction increases \(\lambda _G\) (Lem. 1.15), s1.4

If \(H\) is formed from \(G\) by contractions, then \(\lambda _G \le \lambda _H\).

Proof

Let \(\tilde f\) be a harmonic eigenfunction achieving \(\lambda _H\), so \(\sum _p \tilde f(p) d_p^H = 0\). Lift it to \(f : V(G)\to \mathbb {R}\) by \(f(x) = \tilde f(\bar x)\), where \(\bar x\) is the class of \(x\) in \(H\). Contraction preserves degrees and volume (\(d_x^G\) sum to \(d_p^H\) on each class), so \(\sum _x f(x) d_x^G = \sum _p \tilde f(p) d_p^H = 0\) and \(\sum _x f(x)^2 d_x^G = \sum _p \tilde f(p)^2 d_p^H\). Edges of \(G\) inside a contracted class join vertices with equal \(f\)-value, contributing \(0\) to the Dirichlet sum, while edges between classes have their weights added into the corresponding edge of \(H\); hence \(\sum _{x\sim y}(f(x)-f(y))^2 w_G(x,y) = \sum _{p\sim q}(\tilde f(p)-\tilde f(q))^2 w_H(p,q)\). Therefore the Rayleigh quotient of \(f\) on \(G\) equals \(\lambda _H\), and by Lemma 43, \(\lambda _G \le \lambda _H\).

Definition 46 Random walk and stationary distribution, s1.5

A walk is a sequence of vertices \(v_0, v_1, \dots , v_s\) with \(\{ v_{i-1},v_i\} \in E(G)\). A random walk is governed by transition probabilities \(P(u,v) = \mathrm{Prob}(x_{i+1}=v \mid x_i = u)\), independent of \(i\), with \(\sum _v P(u,v) = 1\) for each \(u\). Given an initial distribution \(f\) (a row vector with \(\sum _v f(v) = 1\)), the distribution after \(k\) steps is \(fP^k\). The walk is ergodic if there is a unique stationary distribution \(\pi \) with \(\lim _{s\to \infty } fP^s = \pi \) for every \(f\). The walk is irreducible if for all \(u,v\) some \(P^s(u,v) {\gt} 0\), and aperiodic if \(\gcd \{ s : P^s(u,v) {\gt} 0\} = 1\); these two are necessary and sufficient for ergodicity.

Definition 47 Reversible random walk, s1.5

A random walk is reversible if \(\pi (u)P(u,v) = \pi (v)P(v,u)\). A reversible walk is described by a weighted connected graph with edge weights \(w(u,v) = w(v,u) = \pi (v)P(v,u)/c\) (for any convenient constant \(c\)), for which the transition probabilities are \(P(u,v) = \frac{w(u,v)}{d_u}\), where \(d_u = \sum _z w(u,z)\). The unweighted case \(w \in \{ 0,1\} \) gives \(P(u,v) = 1/d_u\) if \(u\sim v\) and \(0\) otherwise.

Lemma 48 Transition matrix in terms of \(\mathcal{L}\), s1.5

For the random walk on a weighted graph with weight matrix \(A\) (so \(A(u,v) = w(u,v)\)),

\[ P = T^{-1} A = T^{-1/2}\, (I - \mathcal{L})\, T^{1/2}. \]
Proof

Entrywise \(P(u,v) = \frac{w(u,v)}{d_u} = (T^{-1}A)(u,v)\). Since \(I - \mathcal{L}= T^{-1/2}AT^{-1/2}\) (Lemma 7, valid for weighted \(A\)), \(T^{-1/2}(I-\mathcal{L})T^{1/2} = T^{-1/2}\bigl(T^{-1/2}AT^{-1/2}\bigr)T^{1/2} = T^{-1}A = P\).

Lemma 49 Stationary distribution of a weighted walk, s1.5

The random walk on a weighted connected graph satisfies \(\mathbf{1}T P = \mathbf{1}T\), so its stationary distribution is \(\pi = \mathbf{1}T / \operatorname {vol}G\), i.e. \(\pi (v) = d_v/\operatorname {vol}G\).

Proof

The row vector \(\mathbf{1}T\) has \(v\)-entry \(d_v\). Then \((\mathbf{1}T P)(v) = \sum _u d_u P(u,v) = \sum _u d_u \frac{w(u,v)}{d_u} = \sum _u w(u,v) = d_v\), so \(\mathbf{1}T P = \mathbf{1}T\). Normalizing to a probability vector gives \(\pi = \mathbf{1}T/\operatorname {vol}G\).

Lemma 50 Ergodicity criterion, s1.5

The random walk on a weighted graph \(G\) is ergodic if and only if \(G\) is connected and non-bipartite, equivalently if and only if \(\lambda _1 {\gt} 0\) and \(\lambda _{n-1} {\lt} 2\).

Proof

Irreducibility is equivalent to \(G\) being connected, which by Lemma 29 is equivalent to \(\lambda _1 {\gt} 0\). Aperiodicity is equivalent to \(G\) being non-bipartite, which by Lemma 30 is equivalent to \(\lambda _{n-1} {\lt} 2\). These conditions are also sufficient: the \(L_2\)-convergence bound (Lemma 51) then shows \(fP^s \to \pi \).

Lemma 51 \(L_2\) convergence of the random walk (1.15), s1.5

Let \(\phi _i\) be the orthonormal eigenfunctions of \(\mathcal{L}\) and let \(\lambda ' = \lambda _1\) if \(1-\lambda _1 \ge \lambda _{n-1}-1\), and \(\lambda ' = 2-\lambda _{n-1}\) otherwise (so \(\lambda ' = 1 - \max _{i\ne 0}|1-\lambda _i|\)). Then for any initial distribution \(f\),

\[ \| fP^s - \pi \| \le (1-\lambda ')^s\, \frac{\max _x \sqrt{d_x}}{\min _y \sqrt{d_y}} \le e^{-s\lambda '}\, \frac{\max _x \sqrt{d_x}}{\min _y \sqrt{d_y}}. \]
Proof

Write \(fT^{-1/2} = \sum _i a_i \phi _i\). Since \(\phi _0 = T^{1/2}\mathbf{1}/\sqrt{\operatorname {vol}G}\) and \(\langle f,\mathbf{1}\rangle = 1\), we get \(a_0 = \frac{\langle fT^{-1/2}, T^{1/2}\mathbf{1}\rangle }{\sqrt{\operatorname {vol}G}} = \frac{1}{\sqrt{\operatorname {vol}G}}\), whence \(a_0 \phi _0 T^{1/2} = \frac{\mathbf{1}T}{\operatorname {vol}G} = \pi \) (Lemma 49). By Lemma 48, \(P^s = T^{-1/2}(I-\mathcal{L})^s T^{1/2}\), so

\[ fP^s - \pi = fT^{-1/2}(I-\mathcal{L})^s T^{1/2} - a_0\phi _0 T^{1/2} = \sum _{i\ne 0}(1-\lambda _i)^s a_i \phi _i T^{1/2}. \]

Each \(|1-\lambda _i| \le 1-\lambda '\), and \(\| \sum _{i\ne 0} a_i\phi _i\| \le \| fT^{-1/2}\| \le \| f\| /\min _y\sqrt{d_y}\), while multiplying by \(T^{1/2}\) scales each coordinate by at most \(\max _x\sqrt{d_x}\). Hence \(\| fP^s - \pi \| \le (1-\lambda ')^s \frac{\max _x\sqrt{d_x}}{\min _y\sqrt{d_y}}\) (using \(\| f\| \le 1\)). Finally \(1-\lambda ' \le e^{-\lambda '}\) gives the exponential bound.

Lemma 52 Lazy walk / weight modification (1.16), s1.5

Fix a constant \(c \ge 0\) and modify the weights by adding a loop of weight \(c\, d_v\) at each vertex, i.e. \(w'(u,v) = w(u,v) + c\, d_v\) if \(u=v\) and \(w'(u,v) = w(u,v)\) otherwise. Then the new Laplacian eigenvalues are \(\lambda _k' = \frac{\lambda _k}{1+c}\). In particular, taking \(c=1\) gives the lazy walk with \(\bar\lambda _k = \lambda _k/2 \le 1\). Choosing \(c = \frac{\lambda _1 + \lambda _{n-1}}{2} - 1 \le \tfrac 12\) yields \(\lambda _1' = \frac{2\lambda _1}{\lambda _1 + \lambda _{n-1}}\) with the symmetric relation \(1 - \lambda _1' = \lambda _{n-1}' - 1\).

Proof

Adding the loop weight \(c\, d_v\) leaves the combinatorial Laplacian unchanged: the diagonal entry becomes \(d_v' - w'(v,v) = (1+c)d_v - (w(v,v)+c\, d_v) = d_v - w(v,v)\), and off-diagonal entries are untouched, so \(L' = L\). The new degree matrix is \(T' = (1+c)T\), hence \(\mathcal{L}' = T'^{-1/2}L'T'^{-1/2} = \frac{1}{1+c}T^{-1/2}LT^{-1/2} = \frac{1}{1+c}\mathcal{L}\), giving \(\lambda _k' = \frac{\lambda _k}{1+c}\). The stated special values follow by substituting the indicated \(c\).

Definition 53 Relative pointwise distance, s1.5

The relative pointwise distance (r.p.d.) after \(s\) steps is

\[ \Delta (s) = \max _{x,y}\frac{|P^s(y,x) - \pi (x)|}{\pi (x)}. \]
Definition 54 Total variation distance, s1.5

The total variation distance after \(s\) steps is

\[ \Delta _{TV}(s) = \max _{A\subseteq V}\max _{y}\Bigl|\sum _{x\in A}(P^s(y,x)-\pi (x))\Bigr| = \frac12 \max _{y}\sum _{x}|P^s(y,x)-\pi (x)|. \]
Definition 55 \(\chi \)-squared distance, s1.5

The \(\chi \)-squared distance after \(s\) steps is

\[ \Delta '(s) = \max _{y}\left(\sum _{x}\frac{(P^s(y,x)-\pi (x))^2}{\pi (x)}\right)^{1/2}. \]
Lemma 56 Total variation is dominated by r.p.d., s1.5

\(\Delta _{TV}(s) \le \tfrac 12 \Delta (s)\).

Proof

It suffices to take sets \(A\) with \(\operatorname {vol}A \le \tfrac 12 \operatorname {vol}G\). Then

\[ \Delta _{TV}(s) = \max _{\operatorname {vol}A \le \frac{\operatorname {vol}G}{2}}\max _y \Bigl|\sum _{x\in A}(P^s(y,x)-\pi (x))\Bigr| \le \max _{\operatorname {vol}A \le \frac{\operatorname {vol}G}{2}}\sum _{x\in A}\pi (x)\, \Delta (s) \le \tfrac 12\Delta (s), \]

using \(|P^s(y,x)-\pi (x)| \le \pi (x)\Delta (s)\) and \(\sum _{x\in A}\pi (x) \le \tfrac 12\).

\(\Delta '(s) \ge 2\Delta _{TV}(s)\) and \(\Delta '(s) \le \Delta (s)\).

Proof

By Cauchy–Schwarz, \(\sum _x |P^s(y,x)-\pi (x)| = \sum _x \frac{|P^s(y,x)-\pi (x)|}{\sqrt{\pi (x)}}\sqrt{\pi (x)} \le \bigl(\sum _x \frac{(P^s(y,x)-\pi (x))^2}{\pi (x)}\bigr)^{1/2}\bigl(\sum _x \pi (x)\bigr)^{1/2}\), so \(2\Delta _{TV}(s) = \max _y\sum _x|P^s(y,x)-\pi (x)| \le \Delta '(s)\). For the upper bound, \(\Delta '(s) = \max _x\bigl(\sum _y \frac{(P^s(x,y)-\pi (y))^2}{\pi (y)}\bigr)^{1/2} \le \max _x\bigl(\sum _y \Delta (s)^2 \pi (y)\bigr)^{1/2} = \Delta (s)\), using \(|P^s(x,y)-\pi (y)| \le \pi (y)\Delta (s)\) and \(\sum _y \pi (y) = 1\).

Theorem 58 R.p.d. convergence bound (Thm. 1.16), s1.5

For a weighted graph \(G\) we can choose a modified random walk \(P\) so that the relative pointwise distance satisfies

\[ \Delta (t) \le e^{-t\lambda }\, \frac{\operatorname {vol}G}{\min _x d_x} \le \exp \! \left(-\frac{2t\lambda _1}{2+\lambda _1}\right)\frac{\operatorname {vol}G}{\min _x d_x}, \]

where \(\lambda = \lambda _1\) if \(2 \ge \lambda _{n-1} + \lambda _1\), and \(\lambda = \frac{2\lambda _1}{\lambda _{n-1}+\lambda _1}\) otherwise. In particular, after \(t \ge \frac{1}{\lambda }\log \frac{\operatorname {vol}G}{\epsilon \, \min _x d_x}\) steps, \(\Delta (t) \le \epsilon \).

Proof

Let \(\psi _x\) denote the characteristic (row) vector of \(x\). Expand \(\psi _x T^{1/2} = \sum _i \alpha _i \phi _i\) and \(\psi _y T^{-1/2} = \sum _i \beta _i \phi _i\); here \(\alpha _0 = d_x/\sqrt{\operatorname {vol}G}\) and \(\beta _0 = 1/\sqrt{\operatorname {vol}G}\), and the \(i=0\) terms combine to \(\pi (x)\). Using \(P^t = T^{-1/2}(I-\mathcal{L})^t T^{1/2}\) (Lemma 48),

\[ \Delta (t) = \max _{x,y}\frac{|\psi _y P^t \psi _x^{*} - \pi (x)|}{\pi (x)} = \max _{x,y}\frac{\bigl|\sum _{i\ne 0}(1-\lambda _i)^t \alpha _i\beta _i\bigr|}{d_x/\operatorname {vol}G}. \]

Let \(\bar\lambda = \max _{i\ne 0}|1-\lambda _i|\). Bounding \(|1-\lambda _i|^t \le \bar\lambda ^t\) and applying Cauchy–Schwarz to \(\sum _{i\ne 0}|\alpha _i\beta _i| \le \| \psi _x T^{1/2}\| \, \| \psi _y T^{-1/2}\| = \sqrt{d_x}\cdot \frac{1}{\sqrt{d_y}}\),

\[ \Delta (t) \le \bar\lambda ^t \max _{x,y}\frac{\sqrt{d_x}/\sqrt{d_y}}{d_x/\operatorname {vol}G} = \bar\lambda ^t \max _{x,y}\frac{\operatorname {vol}G}{\sqrt{d_x d_y}} = \bar\lambda ^t\, \frac{\operatorname {vol}G}{\min _x d_x} \le e^{-t(1-\bar\lambda )}\, \frac{\operatorname {vol}G}{\min _x d_x}. \]

Setting \(\lambda = 1 - \bar\lambda \) gives the first bound with \(\lambda = \lambda _1\) when \(2\ge \lambda _{n-1}+\lambda _1\). Otherwise apply the same computation to the lazy-modified walk of Lemma 52 with \(c = \frac{\lambda _1+\lambda _{n-1}}{2}-1\), whose gap is \(\lambda = \frac{2\lambda _1}{\lambda _{n-1}+\lambda _1} \ge \frac{2\lambda _1}{2+\lambda _1}\), yielding the second bound. Solving \(e^{-t\lambda }\frac{\operatorname {vol}G}{\min _x d_x} \le \epsilon \) for \(t\) gives the stated step count.

Lemma 59 \(\chi \)-squared distance and eigenvalues (1.17), s1.5

Let \(I_0\) denote the projection onto \(\phi _0\). Then

\[ \Delta '(s)^2 \ge \sum _{i\ne 0}(1-\lambda _i)^{2s}, \]

with equality if \(G\) is vertex-transitive.

Proof

Averaging the maximum over \(\pi \),

\[ \Delta '(s)^2 \ge \sum _x \pi (x)\sum _y \frac{(P^s(x,y)-\pi (y))^2}{\pi (y)} = \sum _x \psi _x T^{1/2}(P^s-I_0)T^{-1}(P^s-I_0)^{*}T^{1/2}\psi _x^{*} = \sum _x \psi _x\bigl((I-\mathcal{L})^{2s} - I_0\bigr)\psi _x^{*}, \]

using \(P^s = T^{-1/2}(I-\mathcal{L})^s T^{1/2}\) and \(\pi \leftrightarrow I_0\). Writing \(\psi _x = \sum _i \phi _i(x)\phi _i\),

\[ \sum _x \psi _x\bigl((I-\mathcal{L})^{2s}-I_0\bigr)\psi _x^{*} = \sum _x \sum _{i\ne 0}\phi _i(x)^2 (1-\lambda _i)^{2s} = \sum _{i\ne 0}(1-\lambda _i)^{2s}\sum _x \phi _i(x)^2 = \sum _{i\ne 0}(1-\lambda _i)^{2s}. \]

When \(G\) is vertex-transitive the summand over \(x\) is independent of \(x\), so the initial inequality is an equality.

Definition 60 Vertex-transitive graph, s1.5
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A graph \(G\) is vertex-transitive if for any two vertices \(u,v\) there is an automorphism of \(G\) mapping \(u\) to \(v\).

Theorem 61 Convergence for vertex-transitive graphs (Thm. 1.17), s1.5

Suppose \(G\) is vertex-transitive. Then a random walk after \(s\) steps converges to the uniform distribution in total variation (and \(\chi \)-squared) distance with

\[ \Delta _{TV}(s) \le \tfrac 12 \Delta '(s) = \tfrac 12\Bigl(\sum _{i\ne 0}(1-\lambda _i)^{2s}\Bigr)^{1/2}, \]

where \(\lambda _i\) ranges over the nontrivial eigenvalues of \(\mathcal{L}\).

Proof

By Lemma 57, \(\Delta _{TV}(s) \le \tfrac 12\Delta '(s)\). For a vertex-transitive graph the inequality in Lemma 59 is an equality, so \(\Delta '(s) = \bigl(\sum _{i\ne 0}(1-\lambda _i)^{2s}\bigr)^{1/2}\).

Lemma 62 Random walk on the \(n\)-cube (Ex. 1.18), s1.5

For the \(n\)-cube \(Q_n\), the lazy random walk converges to the uniform distribution: under total variation distance \(\Delta _{TV}(s) \le e^{-c}\) whenever \(s \ge \tfrac 14 n\log n + cn\), and under relative pointwise distance \(\Delta (s) \le e^{-c}\) whenever \(s \ge \tfrac 12 n\log n + cn\).

Proof

By Example 1.6 (Lemma 24) the eigenvalues of \(Q_n\) are \(\frac{2k}{n}\) with multiplicity \(\binom nk\), so the lazy-walk eigenvalues (Lemma 52) are \(\lambda _k' = \frac{\lambda _k(\lambda _{n-1}-\lambda _1)}{\lambda _{n-1}+\lambda _1} = \frac{\lambda _k(n-1)}{n+1}\), where \(\lambda _{n-1} = 2\) and \(\lambda _1 = 2/n\) are the largest and smallest nontrivial eigenvalues of \(Q_n\); hence \(\lambda _k' = \frac{2k(n-1)}{n(n+1)}\) and \(1 - \lambda _k' = 1 - \frac{2k(n-1)}{n(n+1)}\). \(Q_n\) is vertex-transitive, so by Theorem 61,

\[ \Delta _{TV}(s) \le \tfrac 12\Delta '(s) \le \tfrac 12\Bigl(\sum _{k=1}^{n}\binom nk\bigl(1-\tfrac {2k(n-1)}{n(n+1)}\bigr)^{2s}\Bigr)^{1/2} \le \tfrac 12\Bigl(\sum _{k=1}^n e^{k\log n - \frac{4ks(n-1)}{n(n+1)}}\Bigr)^{1/2} \le e^{-c} \]

provided \(s \ge \tfrac 14 n\log n + cn\), using \(\binom nk \le n^k = e^{k\log n}\) and \(1 - x \le e^{-x}\). For the relative pointwise distance, Theorem 58 (computed directly via the characters \(\phi _S(X) = (-1)^{|S\cap X|}/2^{n/2}\)) gives

\[ \Delta (s) = \sum _{k=1}^n \binom nk\bigl(1-\tfrac {2k(n-1)}{n(n+1)}\bigr)^s = \sum _{k=1}^n e^{k\log n - \frac{2ks(n-1)}{n+1}} \le e^{-c} \]

whenever \(s \ge \tfrac 12 n\log n + cn\). Thus the rate under relative pointwise distance is about twice that under total variation distance.

Theorem 63 Real spectral theorem
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A real symmetric matrix is orthogonally diagonalizable; in particular its eigenvalues are real and it admits an orthonormal basis of eigenvectors. A positive semidefinite symmetric matrix has nonnegative eigenvalues.

Theorem 64 Courant–Fischer min–max principle
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For a real symmetric operator \(M\) with eigenvalues \(\mu _0 \le \cdots \le \mu _{n-1}\) and orthonormal eigenvectors \(\phi _0,\dots ,\phi _{n-1}\), the \(k\)-th eigenvalue satisfies \(\mu _k = \min \{ \langle g, Mg\rangle /\langle g,g\rangle : g \ne 0,\ g \perp \phi _0,\dots ,\phi _{k-1}\} \), and \(\mu _{n-1} = \max _{g\ne 0}\langle g,Mg\rangle /\langle g,g\rangle \) (Rayleigh variational principle).

Lemma 65 Cauchy–Schwarz inequality
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For real vectors, \(\bigl(\sum _i a_i b_i\bigr)^2 \le \bigl(\sum _i a_i^2\bigr)\bigl(\sum _i b_i^2\bigr)\); in particular \(\bigl(\sum _{i=1}^m c_i\bigr)^2 \le m\sum _{i=1}^m c_i^2\).