The diameter of weighted random graphs

In this paper we study the impact of random exponential edge weights on the distances in a random graph and, in particular, on its diameter. Our main result consists of a precise asymptotic expression for the maximal weight of the shortest weight paths between all vertices (the weighted diameter) of sparse random graphs, when the edge weights are i.i.d. exponential random variables.Comment: Published at http://dx.doi.org/10.1214/14-AAP1034 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Coordination in Network Security Games: a Monotone Comparative Statics Approach

Malicious softwares or malwares for short have become a major security threat. While originating in criminal behavior, their impact are also influenced by the decisions of legitimate end users. Getting agents in the Internet, and in networks in general, to invest in and deploy security features and protocols is a challenge, in particular because of economic reasons arising from the presence of network externalities. In this paper, we focus on the question of incentive alignment for agents of a large network towards a better security. We start with an economic model for a single agent, that determines the optimal amount to invest in protection. The model takes into account the vulnerability of the agent to a security breach and the potential loss if a security breach occurs. We derive conditions on the quality of the protection to ensure that the optimal amount spent on security is an increasing function of the agent's vulnerability and potential loss. We also show that for a large class of risks, only a small fraction of the expected loss should be invested. Building on these results, we study a network of interconnected agents subject to epidemic risks. We derive conditions to ensure that the incentives of all agents are aligned towards a better security. When agents are strategic, we show that security investments are always socially inefficient due to the network externalities. Moreover alignment of incentives typically implies a coordination problem, leading to an equilibrium with a very high price of anarchy.Comment: 10 pages, to appear in IEEE JSA

Diffusion and Cascading Behavior in Random Networks

The spread of new ideas, behaviors or technologies has been extensively studied using epidemic models. Here we consider a model of diffusion where the individuals' behavior is the result of a strategic choice. We study a simple coordination game with binary choice and give a condition for a new action to become widespread in a random network. We also analyze the possible equilibria of this game and identify conditions for the coexistence of both strategies in large connected sets. Finally we look at how can firms use social networks to promote their goals with limited information. Our results differ strongly from the one derived with epidemic models and show that connectivity plays an ambiguous role: while it allows the diffusion to spread, when the network is highly connected, the diffusion is also limited by high-degree nodes which are very stable

Fundamental limits of symmetric low-rank matrix estimation

We consider the high-dimensional inference problem where the signal is a low-rank symmetric matrix which is corrupted by an additive Gaussian noise. Given a probabilistic model for the low-rank matrix, we compute the limit in the large dimension setting for the mutual information between the signal and the observations, as well as the matrix minimum mean square error, while the rank of the signal remains constant. We also show that our model extends beyond the particular case of additive Gaussian noise and we prove an universality result connecting the community detection problem to our Gaussian framework. We unify and generalize a number of recent works on PCA, sparse PCA, submatrix localization or community detection by computing the information-theoretic limits for these problems in the high noise regime. In addition, we show that the posterior distribution of the signal given the observations is characterized by a parameter of the same dimension as the square of the rank of the signal (i.e. scalar in the case of rank one). Finally, we connect our work with the hard but detectable conjecture in statistical physics

Contagions in Random Networks with Overlapping Communities

We consider a threshold epidemic model on a clustered random graph with overlapping communities. In other words, our epidemic model is such that an individual becomes infected as soon as the proportion of her infected neighbors exceeds the threshold q of the epidemic. In our random graph model, each individual can belong to several communities. The distributions for the community sizes and the number of communities an individual belongs to are arbitrary. We consider the case where the epidemic starts from a single individual, and we prove a phase transition (when the parameter q of the model varies) for the appearance of a cascade, i.e. when the epidemic can be propagated to an infinite part of the population. More precisely, we show that our epidemic is entirely described by a multi-type (and alternating) branching process, and then we apply Sevastyanov's theorem about the phase transition of multi-type Galton-Watson branching processes. In addition, we compute the entries of the matrix whose largest eigenvalue gives the phase transition.Comment: Minor modifications for the second version: added comments (end of Section 3.2, beginning of Section 5.3); moved remark (end of Section 3.1, beginning of Section 4.1); corrected typos; changed titl

On rigidity, orientability and cores of random graphs with sliders

Suppose that you add rigid bars between points in the plane, and suppose that a constant fraction $q$ of the points moves freely in the whole plane; the remaining fraction is constrained to move on fixed lines called sliders. When does a giant rigid cluster emerge? Under a genericity condition, the answer only depends on the graph formed by the points (vertices) and the bars (edges). We find for the random graph $G \in \mathcal{G}(n,c/n)$ the threshold value of $c$ for the appearance of a linear-sized rigid component as a function of $q$, generalizing results of Kasiviswanathan et al. We show that this appearance of a giant component undergoes a continuous transition for $q \leq 1/2$ and a discontinuous transition for $q > 1/2$. In our proofs, we introduce a generalized notion of orientability interpolating between 1- and 2-orientability, of cores interpolating between 2-core and 3-core, and of extended cores interpolating between 2+1-core and 3+2-core; we find the precise expressions for the respective thresholds and the sizes of the different cores above the threshold. In particular, this proves a conjecture of Kasiviswanathan et al. about the size of the 3+2-core. We also derive some structural properties of rigidity with sliders (matroid and decomposition into components) which can be of independent interest.Comment: 32 pages, 1 figur