Abstract

We study the distribution of coefficients of rank polynomials of random sparse graphs. We first discuss the limiting distribution for general graph sequences that converge in the sense of Benjamini-Schramm. Then we compute the limiting distribution and Newton polygons of the coefficients of the rank polynomial of random $d$-regular graphs.

Highlights

  • Dichromatic polynomial is the most general graph invariant satisfying deletion-contraction properties

  • We focus on the asymptotic properties of the rank polynomial, focusing primarily on the sparse graphs

  • That we have reviewed Benjamini-Schramm convergence, we define a probability measure that describes the relative size of the coefficients of the rank polynomial of a graph G

Read more

Summary

Introduction

Dichromatic polynomial is the most general graph invariant satisfying deletion-contraction properties. It contains important information about G, in particular about its connectivity properties, and about nowhere-zero flows on G. We focus on the asymptotic properties of the rank polynomial, focusing primarily on the sparse graphs. Several asymptotic properties of the rank and Tutte polynomials have not been considered before, to our knowledge. We first study Newton polygons for the rank polynomials for random regular graphs in 2.1. We define probability measures describing the concentration of the (normalized) coefficients of those polynomials. The questions considered in this paper were suggested by numerical experiments in the paper [JLMRT], where some a priori results on the coefficient measures for the Tutte polynomial were established

Rank polynomial
Newton polygon of the rank polynomial
Newton polygon of the rank polynomial for general graphs
Weak Convergence of Probability Measures
Benjamini-Schramm convergence and the coefficient measures
It follows that there exists a limit β of E
Further questions
Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.