Fluctuations of the giant of Poisson random graphs

David Clancy

Stochastic Processes and their Applications, 2026, vol. 192, issue C

Abstract: Enriquez et al. (2025) have established process-level fluctuations for the giant of the dynamic Erdős–Rényi random graph above criticality and show that the limit is a centered Gaussian process with continuous sample paths. A random walk proof was recently obtained by Corujo et al. (2024). We show that a similar result holds for rank-one inhomogeneous models whenever the empirical weight distribution converges to a limit and its second moment converges as well.

Keywords: Erdős-Rényi random graph; Rank-1 random graphs; Functional central limit theorem (search for similar items in EconPapers)
Date: 2026
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304414925002558
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:192:y:2026:i:c:s0304414925002558

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spa.2025.104811

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().