The small-world transition is a first-order transition at zero density p of
shortcuts, whereby the normalized shortest-path distance undergoes a
discontinuity in the thermodynamic limit. On finite systems the apparent
transition is shifted by Δp∼L−d. Equivalently a ``persistence
size'' L∗∼p−1/d can be defined in connection with finite-size
effects. Assuming L∗∼p−τ, simple rescaling arguments imply that
τ=1/d. We confirm this result by extensive numerical simulation in one to
four dimensions, and argue that τ=1/d implies that this transition is
first-order.Comment: 4 pages, 3 figures, To appear in Europhysics Letter