12 12. Advanced techniques for random walks on graphs
Let \(G\) be a weighted graph on \(n\) vertices with normalized Laplacian eigenvalues \(0=\lambda _0\le \lambda _1\le \cdots \le \lambda _{n-1}\). For the ordinary random walk we set
For the lazy walk of Theorem 1.16 (the “modified walk” defined in (1.16)) one may instead take
This \(\lambda \) is the effective spectral gap controlling convergence.
Let \(G\) be a weighted graph with transition matrix \(P(u,v)=w_{u,v}/d_u\), stationary distribution \(\pi (x)=d_x/\operatorname {vol}G\) where \(\operatorname {vol}G=\sum _x d_x\), and let \(\lambda \) be as in 400. Then the relative pointwise distance after \(s\) steps satisfies
Let \(G=(V,E)\) be a weighted graph with edge weights \(w_{x,y}\), degrees \(d_x=\sum _y w_{x,y}\) and \(\operatorname {vol}G=\sum _x d_x\). For a nontrivial \(f:V\to \mathbb R\) the relative entropy \(\sum _{x}f^2(x)d_x\log \frac{f^2(x)\operatorname {vol}G}{\sum _z f^2(z)d_z}\) is nonnegative (writing \(\mu (x)=f^2(x)d_x/\sum _z f^2(z)d_z\) it equals \(\big(\sum _z f^2 d_z\big)\, \mathrm{KL}(\mu \Vert \pi )\ge 0\)). The logarithmic Sobolev constant \(\alpha _G=\alpha \) is the largest constant such that the log-Sobolev inequality
holds for every nontrivial \(f:V\to \mathbb R\); equivalently
Let \(S\subseteq V(G)\), let \(S^{*}\) be the set of edges with at least one endpoint in \(S\), and let \(\delta S\) be the vertex boundary of \(S\). The Dirichlet log-Sobolev constant is
where \(f\) ranges over all nontrivial \(f:S\cup \delta S\to \mathbb R\) satisfying \(f(y)=0\) for \(y\in \delta S\), and \(\operatorname {vol}S=\sum _{x\in S}d_x\).
With \(S,S^{*},\delta S\) as above, the Neumann log-Sobolev constant is
where \(f\) ranges over all non-constant \(f:S\cup \delta S\to \mathbb R\). If one restricts to \(f\) normalized by \(\sum _{x\in S}f^2(x)d_x=\operatorname {vol}S\) the denominator simplifies to \(\sum _{x\in S}f^2(x)d_x\log f^2(x)\).
For a graph \(G\) (with no boundary, or with Dirichlet or Neumann boundary conditions) the log-Sobolev constant \(\alpha \) and the first Laplacian eigenvalue \(\lambda _1\) satisfy
Let \(f\) be a harmonic eigenfunction associated with \(\lambda _1\), so that its Rayleigh quotient \(\sum _{\{ x,y\} \in E}(f(x)-f(y))^2 w_{x,y}\big/\sum _x f^2(x)d_x=\lambda _1\) and \(\sum _x f(x)d_x=0\). For small \(\epsilon {\gt}0\) put \(f'=1+\epsilon f\). Then, using \(\sum _x f(x)d_x=0\),
By 402, \(\alpha \le I/II\) where
and, using \(\sum _x f(x)d_x=0\) and \(\log (1+x)=x-x^2/2+O(x^3)\),
Hence \(\alpha \le I/II\to \dfrac {\sum _{\{ x,y\} }(f(x)-f(y))^2 w_{x,y}}{2\sum _x f^2(x)d_x}=\dfrac {\lambda _1}{2}\) as \(\epsilon \to 0\).
Just as the eigenvalues of a (weighted) Cartesian product satisfy \(\lambda _{G\otimes H}=\tfrac 12(\lambda _G+\lambda _H)\), the log-Sobolev constants satisfy
In particular for the \(n\)-cube \(Q_n\) (which is an \(n\)-fold product of an edge) one obtains \(\alpha _{Q_n}=\lambda _1/2=1/n\), so the lazy random walk on \(Q_n\) converges in time of order \(n\log n\).
Let \(G\) be a weighted graph with stationary distribution \(\pi (x)=d_x/\operatorname {vol}G\), and let \(\Pi \) denote the diagonal matrix with \((x,x)\)-entry \(\pi (x)\). For \(f:V(G)\to \mathbb R\) and \(p\ge 1\) the \((\pi ;p)\)-norm is
In particular \({}_\pi \| f\| _2=\big(\sum _x f^2(x)\pi (x)\big)^{1/2}=\| \Pi ^{1/2}f\| _2\).
Suppose the heat kernel \(H_s=e^{-s\mathcal L}\) of a weighted graph \(G\) satisfies
for all \(f:V(G)\to \mathbb R\), with \(p=e^{\beta s}\) for some \(\beta {\gt}0\). Then the random walk satisfies \(\Delta (t)\le e^{2-c}\) whenever
where \(\lambda \) is as in 400.
Define \(q\) by \(\tfrac 1p+\tfrac 1q=1\). For a vertex \(x\) let \(\psi _x\) be the indicator of \(x\). For \(f:V\to \mathbb R\), by Hölder’s inequality
Now
Choosing \(s=\tfrac 1\beta \log \log \tfrac {\operatorname {vol}G}{\min _x d_x}\) makes \(p=e^{\beta s}=\log \tfrac {\operatorname {vol}G}{\min _x d_x}\), so \(\big(\tfrac {\operatorname {vol}G}{\min _x d_x}\big)^{1/p}=e\). Combining with 408 (12.10) and (12.11),
Let \(I_0\) be the projection onto the trivial eigenfunction \(\phi _0\); since \(H_sI_0=I_0\) we have \(H_{s+r}-I_0=H_s(H_r-I_0)\), and applying the last display to \(g=\Pi ^{-1/2}(H_r-I_0)\Pi ^{1/2}f\) gives
using \(\| H_r-I_0\| _2\le e^{-\lambda r}\). Replacing \(\Pi ^{1/2}f\) by an arbitrary \(g\) yields
Finally, since \(H_{2s+2r}-I_0=(H_{s+r}-I_0)^2\) is self-adjoint in the \(\pi \)-inner product,
by (12.12) and Cauchy–Schwarz. Taking \(r=c/(2\lambda )\) and \(t=2s+2r\) gives \(\Delta (t)\le e^{2-c}\) with \(t=\tfrac 2\beta \log \log \tfrac {\operatorname {vol}G}{\min _x d_x}+\tfrac {c}{\lambda }\).
Under the same hypothesis 408 (12.10) with \(p=e^{\beta s}\), the random walk on \(G\) satisfies \(\Delta _{TV}(t)\le \tfrac 12 e^{1-c}\) whenever
Following the notation of Theorem 12.2, with \(s=\tfrac 1\beta \log \log \tfrac {\operatorname {vol}G}{\min _x d_x}\),
by the pointwise bound underlying (12.12). Taking \(r=c/\lambda \) and \(t=s+r\) gives \(\Delta _{TV}(t)\le \tfrac 12 e^{1-c}\) with \(t=\tfrac 1\beta \log \log \tfrac {\operatorname {vol}G}{\min _x d_x}+\tfrac {c}{\lambda }\).
For all \(a,b\ge 0\) and \(p\ge 1\),
The case \(p=1\) is trivial (left side \(0\)). For \(p{\gt}1\) assume WLOG \(a\ge b\ge 0\) and write \(a=u^2\), \(b=v^2\) with \(u\ge v\ge 0\); the claim becomes \(4(p-1)(u^p-v^p)^2\le p^2(u^2-v^2)(u^{2p-2}-v^{2p-2})\). Writing each difference as an integral, \(u^p-v^p=\int _v^u p\, t^{p-1}\, dt\), \(u^2-v^2=\int _v^u 2t\, dt\), \(u^{2p-2}-v^{2p-2}=\int _v^u(2p-2)t^{2p-3}\, dt\), we must show
after cancelling \(p^2\) and \(4(p-1)\). Since \(t^{p-1}=t^{1/2}\cdot t^{(2p-3)/2}\), this is exactly the Cauchy–Schwarz inequality \(\big(\int t^{1/2}t^{(2p-3)/2}\, dt\big)^2\le \big(\int t\, dt\big)\big(\int t^{2p-3}\, dt\big)\); for \(p{\gt}1\) the integral \(\int _0^u t^{2p-3}\, dt\) converges, covering the boundary case \(b=0\).
In a graph \(G\) with log-Sobolev constant \(\alpha \), the heat kernel \(H_t=e^{-t\mathcal L}\) satisfies
for every \(t{\gt}0\), with \(p=e^{4\alpha t}+1\), and every \(f:V(G)\to \mathbb R\).
By 402, for any nontrivial \(f\), \(\sum _{x\sim y}(f(x)-f(y))^2 w(x,y)\ge \alpha \sum _x f^2(x)d_x\log \frac{f^2(x)}{\sum _z f^2(z)\pi (z)}\). Replacing \(f\) by \(f^{p/2}\),
By Lemma 410 (with \(a=f(x),b=f(y)\)), \(\big(f^{p/2}(x)-f^{p/2}(y)\big)^2\le \frac{p^2}{4(p-1)}(f(x)-f(y))(f^{p-1}(x)-f^{p-1}(y))\), so
Replace \(f\) by \(g=f\Pi ^{1/2}H_t\Pi ^{-1/2}\) and set \(p=p(t)=1+e^{4\alpha t}\), so \(p'=4\alpha (p-1)\). Then (12.15) rearranges to
Define \(F(t)={}_\pi \| g\| _p=G(t)^{1/p}\) with \(G(t)=\sum _x g^p(x)\pi (x)\); then \(F(0)={}_\pi \| f\| _2\). From \(\log F=\tfrac 1p\log G\),
Writing \(G'(t)=I+II\) with \(II=p'\sum _x g^p\pi \log g\) and, using the weighted heat equation \(\frac{d}{dt}H_t=-\mathcal L H_t\) (weighted Lemma 10.3) and \(\mathcal L=\Pi ^{-1/2}(T-A)\Pi ^{... }\) summation by parts,
Substituting into (12.17) and simplifying,
by (12.16). Hence \({}_\pi \| g\| _p=F(t)\le F(0)={}_\pi \| f\| _2\), which is the assertion.
In a weighted graph \(G\) with log-Sobolev constant \(\alpha \), we have \(\Delta (t)\le e^{2-c}\) whenever
Theorem 411 shows the heat kernel satisfies hypothesis (12.10) of Theorem 408 with \(p=e^{4\alpha t}\) (dropping the additive \(1\)), i.e. with \(\beta =4\alpha \). Substituting \(\beta =4\alpha \) into the bound of Theorem 12.2 gives \(t\ge \frac{2}{4\alpha }\log \log \frac{\operatorname {vol}G}{\min _x d_x}+\frac c\lambda =\frac{1}{2\alpha }\log \log \frac{\operatorname {vol}G}{\min _x d_x}+\frac c\lambda \).
In a weighted graph \(G\) with log-Sobolev constant \(\alpha \), we have \(\Delta _{TV}(t)\le \tfrac 12 e^{1-c}\) whenever
Let \(G=(V,E)\) and \(G'=(V',E')\) be connected graphs with log-Sobolev constants \(\alpha =\alpha _G\) and \(\alpha '=\alpha _{G'}\). Suppose \(\rho :V\to V'\) is surjective and:
with \(d_x,d'_{x'}\) the degrees in \(V,V'\), for all \(x'\in V'\), \(\displaystyle \sum _{x\in \rho ^{-1}(x')}d_x\ge c\, d'_{x'}\);
for each edge \(e=xy\in E\) there is a path \(P(e)\) between \(\rho (x)\) and \(\rho (y)\) in \(E'\) such that
\(P(e)\) has at most \(\ell \) edges;
for each edge \(e'\in E'\), \(\displaystyle \sum _{e:\, e'\in P(e)}w_e\le m\, w_{e'}\).
Then
Let \(g:V'\to \mathbb R\) achieve \(\alpha '\) and define \(f:V\to \mathbb R\) by \(f(x)=g(\rho (x))\). Writing \(g^2(e')=(g(x')-g(y'))^2\) for \(e'=x'y'\) and \(S(g)=\sum _{x'}g^2(x')d'_{x'}\log \frac{g^2(x')}{\sum _z g^2(z)\pi '(z)}\),
Exactly as in the proof of Lemma 4.14, hypotheses (ii)(a),(b) give \(I\ge \frac{1}{\ell m}\), and by definition of \(\alpha \), \(II=\sum _e f^2(e)w_e/S(f)\ge \alpha \). It remains to show \(III\ge c\). Define
which satisfies \(F(\xi ,\zeta )\ge 0\) and, for fixed \(\zeta \), is convex in \(\xi \). Choosing the common normalizing constant \(c_0\) so that \(S(f)=\sum _{x\in V}F(f^2(x),c_0)d_x\) and \(S(g)=\sum _{x'\in V'}F(g^2(x'),c_0)d'_{x'}\) (possible by convexity, adjusting \(c_0\)), and using \(f^2(x)=g^2(\rho (x))\),
using \(F\ge 0\) and hypothesis (i). Hence \(III=S(f)/S(g)\ge c\), and \(\alpha '=I\cdot II\cdot III\ge \frac{c}{\ell m}\alpha \).
If, in addition to the hypotheses of Lemma 414, \(G\) and \(G'\) are regular with degrees \(k\) and \(k'\) respectively, then
For regular graphs, hypothesis (i) of Lemma 414 holds with \(c=k/k'\) (each fiber \(\rho ^{-1}(x')\) has total degree at least \(\frac{k}{k'}d'_{x'}\)), so substituting \(c=k/k'\) into (12.18) gives \(\alpha '\ge \frac{k}{k'\ell m}\alpha \).
For a smooth, compact, connected Riemannian manifold \(M\) with Laplace–Beltrami operator \(\Delta \) and gradient \(\nabla \) (with no boundary, or with convex boundary and Dirichlet or Neumann conditions), the log-Sobolev constant \(\alpha \) is the least value such that
holds for all \(f:M\to \mathbb R\) with \(\int |f|^2=\operatorname {vol}M\).
If \(f\) achieves the log-Sobolev constant \(\alpha \) of \(M\) (as in 416), then
Let \(f\) satisfy 416 and achieve \(\alpha \), and suppose \(M\) has non-negative Ricci curvature. Then
For a \(d\)-dimensional compact Riemannian manifold \(M\) with non-negative Ricci curvature, diameter \(D(M)\) and first Laplacian eigenvalue \(\lambda _1\),
For a graph \(G\), suppose \(f:V\to \mathbb R\) satisfies \(\sum _x f^2(x)d_x=\operatorname {vol}G\) and achieves the log-Sobolev constant \(\alpha \). Then, with \(L\) the combinatorial Laplacian \(Lf(x)=\sum _{y\sim x}(f(x)-f(y))\), for every vertex \(x\),
Apply Lagrange’s method, differentiating the log-Rayleigh quotient (the right side of (12.4)) with respect to \(f(x)\). This gives
for some constant \(c_1\). Substituting the value of \(\alpha \) this simplifies to
Multiplying (12.29) by \(f(x)\) and summing over \(x\in V\),
Since \(f\) achieves \(\alpha \), \(\sum _{x\sim y}(f(x)-f(y))^2=\alpha \sum _x f^2(x)d_x\log f^2(x)\), so the \(\log f^2\) terms cancel and we are left with \(-2\alpha \sum _x f^2+c_2\sum _x f^2=0\), i.e. \(c_2=2\alpha \). Substituting back into (12.29) gives \(Lf(x)=\alpha f(x)d_x\log f^2(x)\).
In an invariant homogeneous graph \(\Gamma \) with edge generating set \(\mathcal K\) of \(k\) generators, suppose \(f:V(\Gamma )\to \mathbb R\) achieves the log-Sobolev constant and satisfies \(\sum _x f^2(x)d_x=\operatorname {vol}G\). Then, with \(U=\sup _y|f(y)|\ge 1\), for every \(x\in V(\Gamma )\),
In an abelian homogeneous graph \(\Gamma \) with edge generating set \(\mathcal K\) of \(k\) generators, let \(S\) be a strongly convex subgraph and suppose \(f:S\cup \delta S\to \mathbb R\) satisfies the Dirichlet or Neumann boundary condition, achieves the log-Sobolev constant, and \(\sum _{x\in S}f^2(x)d_x=\operatorname {vol}S\). Then, with \(U=\sup _y|f(y)|\), for every \(x\in S\),
In a connected invariant homogeneous graph \(\Gamma \) with edge generating set \(\mathcal K\) of \(k\) generators, if \(f:V(\Gamma )\to \mathbb R\) achieves the log-Sobolev constant and \(\sum _x f^2(x)d_x=\operatorname {vol}G\), then
where \(e\) is the base of the natural logarithm.
In a connected invariant homogeneous graph \(G=(V,E)\), suppose \(f:V\to \mathbb R\) satisfies the logarithmic Harnack inequality and \(\sum _x f^2(x)d_x=\operatorname {vol}G\). Then the log-Sobolev constant \(\alpha \) satisfies
where \(U=\sup _z|f(z)|\), \(k\) is the degree and \(D\) is the diameter of \(G\).
Let \(S\) be a strongly convex subgraph of a connected abelian homogeneous graph \(G\), and suppose \(f:V\to \mathbb R\) satisfies the Dirichlet or Neumann boundary condition, achieves the log-Sobolev constant \(\alpha \), and \(\sum _{x\in S}f^2(x)d_x=\operatorname {vol}S\). Then
where \(U=\sup _z|f(z)|\), \(k\) is the degree, \(D\) is the diameter of \(S\), and \(\lambda _1\) is the first eigenvalue of the Laplacian of \(G\).
A \(k\)-regular abelian homogeneous graph, or a strongly convex subgraph of one, satisfies the eigenvalue bound
where \(D\) is the diameter, and this lower bound is sharp up to the constant factor of \(k\) (the factor \(k\) is necessary for some homogeneous graphs).
Let \(S\) be a strongly convex subgraph of a connected homogeneous invariant graph with isoperimetric dimension \(\delta \), and suppose \(f:V\to \mathbb R\) satisfies the Dirichlet or Neumann boundary condition, achieves the log-Sobolev constant, and \(\sum _{x\in S}f^2(x)d_x=\operatorname {vol}S\). Then
where \(U=\sup _z|f(z)|\), \(k\) is the degree, \(D\) is the diameter of \(S\), and \(\lambda _1\) is the first eigenvalue of the Laplacian of \(G\). Consequently a random walk on such a graph with bounded isoperimetric dimension converges in time of order \((\log \log n)\, kD^2\).
Let \(G\) be a weighted graph with isoperimetric dimension \(\delta {\gt}2\), i.e. for every \(X\subseteq V(G)\) with \(\operatorname {vol}X\le \operatorname {vol}\bar X\) one has \(\sum _{x\in X,\, y\notin X}w_{x,y}\ge c_\delta (\operatorname {vol}X)^{(\delta -1)/\delta }\). If \(f\) is a harmonic eigenfunction with eigenvalue \(\lambda \), then
for some absolute constant \(c\).
Since \(f\) is a harmonic eigenfunction, \(Lf(x)=\lambda d_x f(x)\) with \(L\) the combinatorial Laplacian; WLOG \(f\ge 0\). By summation by parts and Lemma 410,
Apply the discrete Sobolev inequality (12.30), \(\sum _{u\sim v}|g(u)-g(v)|^2 w(x,y)\ge c\big(\sum _v|g(v)|^{2\gamma }d_v\big)^{1/\gamma }\) with \(\gamma =\frac{\delta }{\delta -2}\) and \(c=c_\delta (\delta -1)^2/(4\delta ^2)\), taking \(g=f^{p/2}\):
i.e., for \(q\ge 0\),
Iterating from \(q=2\) (where \(\big(\sum f^{2\gamma }d\big)^{1/\gamma }\le c_1\, 4\lambda \sum f^2 d\), \(c_1=c^{-1}\)) through \(q=2\gamma ,2\gamma ^2,\dots ,2\gamma ^{i}\):
As \(i\to \infty \) the left side tends to \(\sup _x f^2(x)\). Moreover \(1+\frac1\gamma +\cdots \le \frac{1}{1-1/\gamma }=\frac\delta 2\), and \(4\big(\frac{4\gamma ^2}{2\gamma -1}\big)^{1/\gamma }\big(\frac{4\gamma ^4}{2\gamma ^2-1}\big)^{1/\gamma ^2}\cdots \le 4^{\delta /2}\gamma ^{\frac1\gamma +\frac2{\gamma ^2}+\cdots }\le 4^{\delta /2}\gamma ^{\delta /(2\gamma -2)}\le (4e^2)^{\delta /2}\). Hence
For a weighted graph \(G\) with isoperimetric dimension \(\delta \), suppose \(f\) satisfies \(\sum _x\lambda f^p(x)d_x\ge \sum _x f^{p-1}(x)Lf(x)\) (for the relevant range of \(p\)). Then
for some absolute constant \(c\).
The proof of Theorem 428 used the eigenfunction property only through inequality (12.31), i.e. \(\sum _x\lambda f^p d_x\ge \sum _{x\sim y}\frac{4(p-1)}{p^2}(f^{p/2}(x)-f^{p/2}(y))^2 w\). The stated hypothesis \(\sum _x\lambda f^p d_x\ge \sum _x f^{p-1}Lf\) yields exactly (12.31), and the Moser iteration then gives the same conclusion.
In a weighted graph \(G\) with isoperimetric dimension \(\delta \) and isoperimetric constant \(c_\delta \), the random walk approaches stationarity in
for some absolute constant \(c''\), where \(\lambda =\lambda _1\) if \(1-\lambda _1\ge \lambda _{n-1}-1\) and \(\lambda =2\lambda _1/(\lambda _1+\lambda _{n-1})\) otherwise. More precisely \(\Delta (t)\le e^{-c}\) once \(t\ge \frac{c\log \operatorname {vol}G}{\lambda \delta }+\frac{c'}{\lambda }\).
Replace \(f\) by \(g_x=\psi _x\Pi ^{1/2}(H_t-I_0)\Pi ^{-1/2}\) in Theorem 428 (via Corollary 429). Using self-adjointness of \(H_{2t}-I_0\),
Since \(g_x\perp \phi _0\), we have \(e^{-t\lambda }\sum _y g_x^p(y)d_y\ge \sum _y g_x^{p-1}(y)Lg_x(y)\), so Corollary 429 gives
Therefore
with \(c=c''c_\delta ^{-1}\). Requiring the right side \(\le e^{-c_0}\) gives \(t\ge \frac{2c_0+\delta \log c+2\log (\operatorname {vol}G/\min _x d_x)}{\lambda \delta }=O\big(\frac{\log \operatorname {vol}G}{\lambda \delta }+\frac{c'}{\lambda }\big)\) with \(c'=\log (c''c_\delta ^{-1})\).
In the \(n\)-cube \(Q_n\), among all vertex sets of a given cardinality the initial segments of the Hamming (binary) order minimize the edge boundary. Consequently the edge boundary of \(X\subseteq V(Q_n)\) with \(\operatorname {vol}X=m\) is minimized (up to lower-order terms) when \(X\) is close to a Hamming ball, which yields the isoperimetric estimates for \(Q_n\) used below.
For a fixed volume \(m\), the edge boundary of \(X\subseteq V(Q_n)\) with \(\operatorname {vol}X=m\) is minimized when \(X\) is close to a Hamming ball; hence the \(n\)-cube \(Q_n\) has isoperimetric dimension \(\delta =n/\log n\) and isoperimetric constant \(c_\delta =1\). By Theorem 430,
For a punctured cube \(Q_n'\) (obtained by removing one vertex from \(Q_n\)) the isoperimetric dimension is virtually unchanged, so its (lazy) random walk also converges in time \(O(n\log n)\).