Concept

Threshold

The value of a parameter at which a property changes from almost never holding to almost always holding. For a monotone property of a random graph one always exists, and locating it is usually a matter of counting what the property requires.

Named by 12 essays across 3 fields — each of them below, with the objects they name alongside it.

The chance of being connected, against the chance of an edge. Curves of the exact probability that a random graph on three to six labelled points is connected, plotted against the probability of each individual edge.

The moment everything joins up

Add edges to a set of points one chance at a time and the graph goes from dust to a single piece — not gradually, but over a window that narrows as the point count grows. The last obstacle is almost always a single point with no edge at all, and that is what fixes where the change happens.

probability · Random graphs
The moment a giant piece appears. The largest component's share of 900 points plotted against the average degree, with the measured values as dots and the predicted curve behind them. The curve is flat at zero below an average degree of one and rises steeply above it.

The moment a giant appears

Raise the chance of an edge slowly and a random graph does nothing for a long time, then in a narrow window acquires a component holding a definite fraction of everything. The fraction is the root of an equation, and the equation says why the transition is where it is.

probability · Random graphs
One piece, and connected, are different thresholds. Two curves against the average degree for graphs of 400 points: the largest component's share, rising from an average degree of one, and the probability of connectivity, rising only near the logarithm of the point count.

Two thresholds, not one

A random graph acquires a piece holding most of its points at average degree one, and is still not connected. Connectivity waits until the average degree reaches the logarithm of the size, and what holds it up is the very last isolated point.

probability · Random graphs
A triangle appears when the count says it should. The measured probability of containing a triangle against the edge chance, on graphs of 200 points, beside the expected number of triangles capped at one.

Finding a threshold with two moments

Every monotone property of a random graph has a threshold, and locating one is nearly always the same two calculations — count what the property needs, and check the count does not concentrate on rare cases. The triangle is where the method is cleanest.

probability · Random graphs
At the threshold the largest part is neither of the two obvious sizes. A table with one row per graph size, giving the largest component at the critical edge probability and that value divided by three candidate scalings.

The window where the giant is born

Below the threshold the largest piece is a few dozen points, above it a definite fraction of everything. At the threshold it is neither, and the size it does take — the two-thirds power — is an exponent with no elementary derivation that a measurement finds immediately.

probability · Random graphs
One threshold narrowing, one staying wide. Probability curves for connectivity and for containing a triangle, plotted against the edge probability as a multiple of each property's own threshold, at several graph sizes.

Sharp, or merely a threshold

Every monotone property of a random graph has a threshold. Some of them turn on over a range that shrinks relative to the threshold as the graph grows, and some do not — and which kind a property is turns out to be decided by whether it is about a local structure or about the whole graph.

probability · Random graphs
5 two-literal clauses drawn as 10 arrows. The literals of four variables arranged in a circle with an arrow for each implication a two-literal clause contains, the arrows forming a path from one literal to its negation and back highlighted, beside the list of clauses and their arrows.

Two literals make an arrow

A clause of two literals, p ∨ q, says that if p is false then q is true, and if q is false then p is true — two arrows. A set of such clauses is a directed graph on the literals, and it is unsatisfiable exactly when some variable and its negation reach each other. Each of those two paths is a chain of resolution steps, and finding them takes time proportional to the size of the input.

logic · Resolution
A random sequence that shrinks, grows or wanders, by one parameter. Runs of tₖ₊₁ = tₖ ± β·tₖ₋₁ at β = 0.6, 0.70258, 0.8 on a logarithmic scale: shrinking, wandering and growing.

A threshold no average can see

Damp the random Fibonacci sequence — add or subtract β times the term before last, by a coin — and somewhere between β = 0.6 and β = 0.8 almost every run stops shrinking and starts growing. The switch is at β ≈ 0.70258. The average of the squares, which can be computed exactly, grows for every β there is, so the one number that decides the sequence's fate is invisible to the one number anybody can compute.

dynamics · Sensitive dependence
Two chaotic maps, coupled weakly and strongly. The gap between two coupled copies of the logistic map at full chaos: at ε = 0.15 it stays large; at ε = 0.3 it falls to nothing.

Two chaotic orbits made to agree

Chaos means two copies of a system started a hair apart soon have nothing in common. Couple them — let each take a fraction ε of its next step from the other — and above a definite strength they agree to every digit for ever, while each stays exactly as chaotic as before. The strength needed is read off the same number that measured the chaos: the Lyapunov exponent.

dynamics · Sensitive dependence
Oscillators scattered below the threshold and gathered above it. N = 240, Lorentzian width 0.5: K = 0.5 gives r = 0.068; K = 2.5 gives r = 0.775.

A crowd of clocks that falls into step

Give a thousand oscillators a thousand different natural rhythms and let each be pulled towards the average phase. Below a definite pull nothing happens; above it a cluster forms and grows, and Kuramoto's 1975 calculation says exactly where: at twice the spread of the frequencies, with the order growing as the square root of one minus the threshold over the pull. A simulation lands on that curve to the third decimal.

dynamics · Sensitive dependence
A chain locks whole or breaks at its weakest link. Chain of 40, Kₗ = 4.4817 at link 27; frequency spread 1.86e-5 at 1.04 Kₗ, 0.0645 at 0.96 Kₗ.

A long enough chain never locks

Line oscillators with different natural rhythms up in a row and let each feel only its two neighbours. The chain locks into one frequency exactly when the coupling exceeds the largest running total of their frequency differences — a random walk tied down at both ends — so the coupling needed grows like √N, and its law is Kolmogorov's, the same distribution that tests whether a sample fits a curve.

dynamics · Sensitive dependence
The chance a random formula can be satisfied. n=20: 3:1.000 3.25:0.988 3.5:0.988 3.75:0.938 4:0.863 4.25:0.762 4.5:0.563 4.75:0.400 5:0.200 5.25:0.275 5.5:0.100 5.75:0.050 6:0.013; n=40: 3:1.000 3.25:1.000 3.5:1.000 3.75:0.963 4:0.863 4.25:0.575 4.5:0.425 4.75:0.138 5:0.050 5.25:0.025 5.5:0.037 5.75:0.000 6:0.000; n=80: 3:1.000 3.25:1.000 3.5:1.000 3.75:1.000 4:0.912 4.25:0.613 4.5:0.275 4.75:0.075 5:0.050 5.25:0.000 5.5:0.000 5.75:0.000 6:0.000.

A threshold nobody can place

Random three-literal clauses on n variables: below about 4.27 clauses a variable a formula can almost always be satisfied, above it almost never. The change is proved to be sharp and nobody has proved where it is. Counting solutions overshoots to 5.19, counting pairs of them fails outright, and every algorithm with a proof stops well short.

probability · Random graphs

Named alongside it

The objects these essays reach for when they reach for this one.

Phase transitionRandom graphExpectationSimulationComponentFirst momentStabilitySynchronisationCentral limit theoremConnectivityEigenvalueIsolated vertex

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