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Trace-moment comparison with Gaussian matrices

PDF p. 34: Proof of Proposition 6.3, trace comparison

Statement

Assume the Axiom of Choice for the adopted Gaussian-law construction. Let n≥1 and ℓ≥1 be integers, and let 0≤p≤1. Let A be the adjacency matrix of the loop-free Erdős–Rényi graph G(n,p), let A′ be an independent copy, and put W=A−A′ and q=2p(1−p). Thus W is symmetric, its diagonal is zero, and its entries above the diagonal are independent differences of independent Bernoulli(p) variables. Let G be the symmetric Gaussian comparator: its entries Gij for i≤j are mutually independent standard real Gaussian variables, and Gji=Gij for i<j.

For u=(u1,…,u2ℓ)∈{1,…,n}2ℓ put u2ℓ+1=u1. Let C2ℓ consist of those ordered tuples with ui≠ui+1 and with each unordered edge traversed an even number of times. For u∈C2ℓ, let nk(u) count its distinct unordered edges traversed exactly k times, and put r(u)=∑k≥1nk(u). Rotations and reversals are not identified unless they are equal as tuples. Write Tr⁡M=∑iMii.

Then 1≤r(u)≤ℓ for every u∈C2ℓ, and

ETr⁡W2ℓ=∑u∈C2ℓqr(u),qℓ∣C2ℓ∣≤ETr⁡W2ℓ≤q∣C2ℓ∣.

Moreover, ETr⁡G2ℓ≥∣C2ℓ∣. Consequently ETr⁡W2ℓ≤q ETr⁡G2ℓ.

Facts & Assumptions

[F1]

The even-walk definition fixes the ordered tuples, their loop-free edges and traversal counts nk(u) (Even closed walks and traversal multiplicities).

[F2]

The adjacency difference has zero diagonal and off-diagonal positive odd moments zero and positive even moments q (Symmetrization and moments of the adjacency difference). The differences for distinct unordered edges are mutually independent (Finite Bernoulli difference laws and parity of moments).

[F3]

The trace of an even power expands over ordered closed walks. For a symmetric matrix with independent triangular entries and finite moments, the expectation of a walk product factors over its distinct unordered endpoint pairs (Trace powers, closed walks and independent edge moments).

[F4]

Under Choice, the comparator has mutually independent standard Gaussian triangular entries (Gaussian comparison matrix in the moment argument, The Axiom of Choice). Their odd moments vanish, their positive even moments are at least one, and all their moments exist absolutely (Gaussian entry moments and triangular independence).

Proof

Given: The matrices, parameters and Choice assumption in the Statement.

Goal: Establish the walk expansion, corrected bounds and Gaussian comparison.

1.1F1F2F3given

By [F3], expand the trace of W2ℓ over ordered closed walks and factor each expected walk product by unordered endpoint pair. A walk containing a diagonal step has zero product by [F2]. Among the remaining walks, an odd traversal multiplicity gives a zero factor by [F2]. For a surviving walk every distinct traversed edge contributes q, so its contribution is qr(u). These surviving walks are exactly the tuples in C2ℓ from [F1], including when q=0. Finite summation proves the displayed equality.

2.1F1step 1.1givenalgebra

Each u∈C2ℓ has 2ℓ steps and at least one traversed edge. Every traversed edge has positive even multiplicity, so 2r(u)≤2ℓ. Also 0≤q≤1, since p∈[0,1]. Thus qℓ≤qr(u)≤q; these inequalities include q=0 because all exponents are positive. Summing and using step 1.1 gives both bounds.

3.1F1F3F4step 2.1algebra∎

Apply [F3] to G. By [F4], every walk with an odd multiplicity has zero expected product, while every walk with all multiplicities even has a product of moments at least one. Diagonal steps are allowed in this Gaussian expansion, so its nonnegative surviving terms include every loop-free even tuple in C2ℓ. Therefore ETr⁡G2ℓ≥∣C2ℓ∣. Multiplying by q≥0 and using step 2.1 gives the final comparison. The stated expansion and comparisons follow.

Source notes

The article attributes the expansion and comparison to the passage cited above. Its displayed upper bound with qℓ is reversed term by term: r(u)≤ℓ and 0≤q≤1. The corrected upper bound here uses q; it does not imply the article's subsequent q1/2 norm estimate with the same power of q after taking a 2ℓ-th root.

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