In this paper, we sample directed random graphs from (asymmetric) step-graphons and investigate the probability that the random graph has at least a Hamiltonian cycle (or a node-wise Hamiltonian decomposition). We show that for almost all step-graphons,
the probability converges to either zero or one as the order of the random graph goes to infinity—we term it the zero-one law. We identify the key objects of the step-graphon that matter for the zero-one law, and establish a set of conditions that can
decide whether the limiting value of the probability is zero or one.
In this paper, a graphon \(W\) is a measurable function \(W: [0,1]^2 \to [0,1]\). The graphon \(W\) is said to be symmetric if \(W(s,t) = W(t,s)\) for almost all \((s,t)\in [0,1]^2\). We do not require that \(W\) be symmetric. We treat graphon as a stochastic model and investigate its
hamiltonicity. Specifically, we sample a directed graph \(\vec{G}_n \sim W\) from a graphon \(W\) on \(n\) nodes via the following two-step
procedure:
Sample \(t_1, \ldots, t_n \sim \text{Uni}[0,1]\) independently, where \(\text{Uni}[0,1]\) is the uniform distribution over the interval \([0,1]\). We
call \(t_i\) the coordinate of node \(v_i\).
For each pair of distinct nodes \(v_i\) and \(v_j\), place independently a directed edge from \(v_i\) to \(v_j\) with probability \(W(t_i, t_j)\) and a directed edge from \(v_j\) to \(v_i\) with probability \(W(t_j, t_i)\).
A digraph \(\vec{G}\) is said to have a node-wise Hamiltonian decomposition if it contains a subgraph \(\vec{H}\), with the same node set as \(\vec{G}\), such that \(\vec{H}\) is a node-wise disjoint union of directed cycles of \(\vec{G}\). If, further, \(\vec{H}\) is a
cycle (so it visits every node of \(\vec{G}\)), then \(\vec{H}\) is said to be a Hamiltonian cycle of \(\vec{G}\). We evaluate the probability that
\(\vec{G}_n \sim W\) has a Hamiltonian decomposition or cycle as \(n\to\infty\). A precise problem formulation will be given shortly.
Our interest in Hamiltonian decomposition is rooted in structural system theory, which deals with the problem of understanding what type of network topology can sustain a desired system property. To elaborate, consider a network of \(n\) mobile agents whose communication topology is described by a digraph \(G\), where the nodes represent the agents and the edges indicate the information flows. More specifically, a directed
edge from \(v_j\) to \(v_i\) indicates that agent \(x_i\) can access the state information of agent \(x_j\), so the dynamics
of \(x_i\) are allowed to depend on the state of \(x_j\). Said in other words, if the dynamics of the network system obey the differential equation \(\dot{x}_i =
f_i(x(t))\), for all \(i = 1,\ldots, n\), with each \(f_i\) a differentiable function, then \(\partial f_i(x)/\partial x_j \neq 0\) only if there is
an edge from \(v_j\) to \(v_i\) in \(G\). We call such dynamics compatible with \(G\). The central question of the
structural system theory is then the following: Given the digraph \(G\) and given a desired system property (e.g., asymptotic stability with respect to the origin), is there a dynamical system \(\dot{x} = f(x)\) such that it is compatible with \(G\) and satisfies the property? This framework can be extended to controlled system \(\dot{x} = f(x, u)\),
taking into account the constraint that for each control input \(u_j\), there may be only few agents \(x_i\) under its direct influence, i.e., \(\partial
f_i(x)/\partial u_j \neq 0\).
It has been shown that existence of a Hamiltonian decomposition is essential for a network topology to sustain controllability [1] and
stability [2], two of the fundamental properties of a dynamical control system. When a multi-agent system operates in an uncertain
and/or adversarial environment, its network topology becomes a random object. We use a graphon \(W\) to represent the environment uncertainty and the random digraph \(\vec{G}_n \sim W\) to
represent the network topology, so the probability that an ordered pair of agents establishes an oriented communication link depends on their respective positions. The knowledge about how likely the network topology of a large-scale multi-agent system can
have a Hamiltonian decomposition is critical for a network manager to understand whether the environment is in favor of or against them, to evaluate the risk-to-reward ratio, and to decide whether the system shall be deployed.
We start by introducing the class of step-graphons:
Definition 1 (Step-graphon). A graphon \(W\) is a step-graphon if there is a sequence \(0 =: \sigma_0 < \sigma_1 < \cdots < \sigma_m := 1\),
for some \(m \geq 1\), such that \(W\) is constant over \(R_{ij}:=[\sigma_{i-1}, \sigma_{i}) \times [\sigma_{j-1}, \sigma_{j})\) for \(1\leq i,j \leq m\). We call \(\sigma := (\sigma_0, \sigma_1, \ldots, \sigma_{m})\) a partition for \(W\).
Definition 2 (\(H\)-property). A graphon \(W\) has the \(H\)-property if \[\label{eq:defHproperty} \lim_{n\to\infty}\mathbf{P}(\vec{G}_n \sim Whas a Hamiltonian decomposition) = 1.\qquad{(1)}\] A graphon \(W\) has the strong \(H\)-property if \[\label{eq:defstrongHproperty} \lim_{n\to\infty}\mathbf{P}(\vec{G}_n \sim Whas a Hamiltonian cycle) = 1.\qquad{(2)}\]
We show in this paper that the (strong) \(H\)-property is essentially a zero-one property for the class of step-graphons. Specifically, we show that for almost all step-graphons \(W\),
the limit on the left hand side of ?? or ?? is either zero or one. We present in the next section necessary and sufficient conditions for a graphon \(W\) to have the (strong) \(H\)-property.
The Main Theorem of this paper, which we present in Subsection 2.2, strengthens and generalizes the results of our earlier work [3], [4], in which we addressed only the \(H\)-property for the class of symmetric
step-graphons. Specifically, given a symmetric step-graphon \(W\), we sample an undirected graph \(G_n\sim W\) by placing an undirected edge between any two distinct nodes \(v_i\) and \(v_j\) with probability \(W(t_i, t_j)\). We then obtain from \(G_n\) a directed graph \(\vec{G}_n^\mathsf{s}\) by replacing every undirected edge with a pair of oppositely oriented edges—we call such digraph symmetric. The step-graphon \(W\) is said to have the \(H\)-property if \(\vec{G}_n^\mathsf{s}\sim W\) has a Hamiltonian decomposition asymptotically almost surely (a.a.s.). We introduced in [3] a set of conditions that are necessary for \(W\) to have the \(H\)-property. Then, in [4], we showed that the same set of conditions is essentially sufficient. More specifically, we showed that if \(W\) satisfies the conditions, then a.a.s.\(\vec{G}^\mathsf{s}_n\) has a Hamiltonian decomposition which comprises mostly the \(2\)-cycles. The main
result of this paper, when specialized to symmetric step-graphons, implies that \(\vec{G}^\mathsf{s}_n\sim W\) has a Hamiltonian cycle a.a.s.. The residual case where the probability that \(\vec{G}_n^\mathsf{s}\sim W\) has a Hamiltonian decomposition converges to neither zero nor one has been investigated in [5].
At the end of this section, we gather a few key notations and terminologies used throughout the paper.
In this paper, we consider both directed and undirected graphs. We will put an arrow on top of the letter (e.g., \(\vec{G}\)) to indicate that the graph it refers to is directed. All graphs considered in the paper do not
have multiple edges, but can have self-loops. For a graph \(\vec{G}\), let \(V(\vec{G})\) and \(E(\vec{G})\) be its node set and edge set, respectively. We
use \(v_iv_j\) to denote a directed edge from \(v_i\) to \(v_j\), and use \((v_i,v_j)\) to denote an undirected edge between
\(v_i\) and \(v_j\). A digraph \(\vec{G}\) is said to be strongly connected if for any two distinct nodes \(v_i\)
and \(v_j\), there exist a path from \(v_i\) to \(v_j\) and a path from \(v_j\) to \(v_i\).
Let \(\mathbb{R}_{>0}\) (resp., \(\mathbb{R}_{\geq 0}\)) be the set of positive (resp., nonnegative) real numbers. Let \(\mathbb{N}\) (resp., \(\mathbb{N}_0\)) be the set of positive (resp., nonnegative) integers.
Let \(\mathbf{1}\) be the vector of all ones, and \(e_i\) be the \(i\)th column of the identity matrix. Their dimension will be clear in the context. The
support of a vector \(x\), denoted by \(\operatorname{supp}(x)\), is the set of indices \(i\) such that \(x_i\neq 0\).
Similarly, the support of a matrix \(A = [a_{ij}]\), denoted by \(\operatorname{supp}(A)\), is the set of indices \(ij\) such that \(a_{ij} \neq 0\). We will relate the support of a vector (resp., square matrix) to the node (resp., edge) set of a digraph. Specifically, for a vector \(x\in \mathbb{R}^n\) and for a digraph
\(\vec{G}\) on \(n\) nodes, we can treat \(\operatorname{supp}(x)\) as a subset of \(V(\vec{G})\) where \(v_i \in \operatorname{supp}(x)\) if and only if \(x_i \neq 0\). Similarly, we treat \(\operatorname{supp}(A)\) as a subset of \(E(\vec{G})\) where \(v_iv_j\in E(\vec{G})\) if and only if \(a_{ij} \neq 0\). For a subgraph \(\vec{G}'\) of \(\vec{G}\), we let \(x|_{\vec{G}'}\) be the sub-vector of \(x\) obtained by deleting any entry \(x_i\) such that \(v_i\notin \vec{G}'\).
In this section, we identify the key objects associated with a step-graphon that matter for the (strong) \(H\)-property, and formulate a set of conditions about these objects for deciding whether a step-graphon has the
(strong) \(H\)-property—this is the Main Theorem of the paper. We then illustrate and numerically validate the result. Toward the end, we provide a sketch of proof of the Main Theorem, highlighting the ideas and techniques
that will be used to establish the result.
Figure 1: The step-graphon \(W\) in (a) has the partition sequence \(\sigma=\frac{1}{16}(0,1,4,9,16)\). The value of \(W\) is
shade coded, with black being \(1\) and white being \(0\). The digraph \(\vec{S}\) in (b) is the skeleton graph associated with \(W\) with respect to the partition \(\sigma\). The digraph \(\vec{G}_{n}\), with \(n = 10\), in (c) is sampled from \(W\). It has a Hamiltonian decomposition, highlighted in blue, which comprises a \(4\)-cycle and three \(2\)-cycles.
In this subsection, we introduce four key objects that are essential to deciding whether a step-graphon has the (strong) \(H\)-property. We start by introducing the definitions of concentration vector and of skeleton
graph, which were introduced in [3], [4] for symmetric
graphons but can be naturally extended to the general case here:
Definition 3 (Concentration vector). Let \(W\) be a step-graphon with partition \((\sigma_0, \ldots, \sigma_m)\). The associated concentration vector\(x^* = (x^*_1, \ldots, x^*_m)\) has entries defined as follows: \[x^*_i := \sigma_i - \sigma_{i-1}, \quad \text{for all } i = 1,\ldots,m.\]
Next, we have
Definition 4 (Skeleton graph). To a step-graphon \(W\) with a partition \(\sigma = (\sigma_0, \ldots, \sigma_m)\), we assign the digraph \(\vec{S}\) on \(m\) nodes \(\{u_1, \ldots, u_m\}\), whose edge set \(E(\vec{S})\) is defined as follows: There is a directed edge
from \(u_i\) to \(u_j\) if and only if \(W\) is non-zero over \(R_{ij}\). We call \(\vec{S}\) the skeleton graph of \(W\) for the partition \(\sigma\).
Note that the concentration vector \(x^*\) and the skeleton graph \(\vec{S}\) depend only on (and also, uniquely determine) the support of \(W\).
The next two objects are derived from the skeleton graph \(\vec{S}\), which are the node-cycle incidence matrix \(Z\) and the node-flow cone \(\mathsf{X}\), i.e., the convex cone spanned by the column vectors of \(Z\). We elaborate more on its name after the definition. These two objects will serve as the counterparts of the node-edge
incidence matrix and of the edge-polytope that matter for the special case where we sample symmetric digraphs from symmetric graphons.
To this end, we label the cycles of \(\vec{S}\) as \(\vec{C}_1,\ldots, \vec{C}_k\). A self-loop is a cycle of length \(1\).
Definition 5 (Node-cycle incidence vector/matrix). Let \(\vec{C}_j\) be a cycle of the skeleton graph \(\vec{S}\). The associated node-cycle incidence
vector\(z_j\in \mathbb{R}^m\) is given by \[z_{j} := \sum_{u_i\in \vec{C}_j} e_i,\] where we recall that \(e_1,\ldots, e_m\) is the standard basis
of \(\mathbb{R}^m\). Let \[Z :=
\begin{bmatrix}
z_1 & \cdots & z_k
\end{bmatrix} \in \mathbb{R}^{m\times k}\] We call \(Z\) the node-cycle incidence matrix of \(\vec{S}\).
In [3], [4], it was shown that the rank of the node-edge
incidence matrix is a deciding factor for determining the \(H\)-property of a symmetric graphon. We will see soon the same holds for the case here. We define the co-rank of \(Z\) as
\[\operatorname{co-rank}(Z) := m - \operatorname{rank}(Z),\] so \(Z\) has full row rank if and only if \(\operatorname{co-rank}(Z) = 0\). It is known [6] that the node-edge incidence matrix of an undirected graph has full row rank if and only if every connected component of the graph has an odd
cycle. Similarly, the rank of the node-cycle incidence matrix can also be related to some relevant property of \(\vec{S}\) (more precisely, the bipartite graph associated with \(\vec{S}\)).
Since this graphical condition plays an important role in the analysis, we introduce it below.
We associate to the digraph \(\vec{S}\) an undirected bipartite graph \(B_{\vec{S}}\) with \(2m\) nodes: The node set \(V(B_{\vec{S}})\) is a disjoint union of two subsets \[V'(B_{\vec{S}}) = \{u'_1,\ldots, u'_m\} \quad and \quad V''(B_{\vec{S}}) = \{u''_1,\ldots, u''_m\}.\]
The edge set \(E(B_{\vec{S}})\) is such that \[(u'_i, u''_j)\in E(B_{\vec{S}}) \quad \Longleftrightarrow \quad u_iu_j\in E(\vec{S}).\] The correspondence between \(\vec{S}\) and \(B_{\vec{S}}\) is illustrated in Figure 2.
Figure 2: The bipartite graph \(B_{\vec{S}}\) in (b) is associated with the digraph \(\vec{S}\) in (a). Undirected edges \((u'_i,u''_j)\in E(B_{\vec{S}})\) one-to-one correspond to the directed edges \(u_iu_j\in E(\vec{S})\).
Let \(\vec{S}_1, \ldots, \vec{S}_q\) be the strongly connected components (SCCs) of \(\vec{S}\). We recall that they satisfy the following three (defining) conditions: (1) Every
subgraph \(\vec{S}_p\), for \(p = 1,\ldots, q\), is strongly connected; (2) The node sets \(V(\vec{S}_1), \ldots, V(\vec{S}_q)\) form a partition of \(V(\vec{S})\); (3) If \(\vec{S}'\) is any other strongly connected subgraph of \(\vec{S}\), then \(\vec{S}'\) is
contained in some \(\vec{S}_p\), for \(p = 1,\ldots, q\).
The following result can be obtained from [7], which provides an explicit formula for the co-rank of \(Z\):
Lemma 1. Let \(B_{\vec{S}_p}\), for \(p = 1,\ldots, q\) be the bipartite graph associated with \(\vec{S}_p\). Let \(\tau_p\) be the number of connected components of \(B_{\vec{S}_p}\). Then, \[\operatorname{co-rank}(Z) = \sum_{p = 1}^q (\tau_p - 1).\] In particular, \(\operatorname{co-rank}(Z) = 0\) if and only if every \(B_{\vec{S}_p}\) is connected.
To illustrate, consider the skeleton graph \(\vec{S}\) in Figure [sfig:bipar1]. To obtain the co-rank of \(Z\), one way is to use the brute-force approach, i.e., we find all the cycles of \(\vec{S}\), construct the node-cycle incidence matrix \(Z\), and compute its
co-rank. In this case, \(\vec{S}\) has \(4\) cycles: \[\label{eq:cyclesofexampleS}
\vec{C}_1 = u_4u_4, \quad \vec{C}_2 = u_3u_4u_3, \quad \vec{C}_3 = u_1 u_2 u_3 u_4 u_1, \quad and \quad \vec{C}_4 = u_2u_3u_2.\tag{1}\] Thus, \[\label{eq:defmatrixZ}
Z =
\begin{bmatrix}
0 & 0 & 1 & 0 \\
0 & 0 & 1 & 1 \\
0 & 1 & 1 & 1 \\
1 & 1 & 1 & 0
\end{bmatrix}, \quad so\operatorname{co-rank}(Z) = 0.\tag{2}\] Another approach is to appeal to Lemma 1: In this case, \(\vec{S}\) is strongly connected and the associated bipartite graph, shown in Figure [sfig:bipar2], is connected, so \(\operatorname{co-rank}(Z) = 0\).
Finally, we introduce the following object:
Definition 6 (Node-flow cone). The node-flow cone\(\mathsf{X}\) of \(\vec{S}\) is the convex cone generated by the node-cycle incidence vectors
\(z_1,\ldots, z_k\): \[\mathsf{X}:= \left \{\sum_{j = 1}^k c_j z_j \mid c_j \geq 0 \right \}.\]
It is clear that \(\dim \mathsf{X}= \operatorname{rank}(Z)\).
The convex cone \(\mathsf{X}\) has close relations with flows. To elaborate, recall that a flow\(f\) on \(\vec{S}\) is a map \(f:E(\vec{S}) \to \mathbb{R}_{\geq 0}\) satisfying the following balance condition at every node \(u_i\): \[\label{eq:balancecondition}
\sum_{u_k: u_ku_i\in E(\vec{S})} f(u_ku_i) = \sum_{u_j: u_iu_j\in E(\vec{S})} f(u_iu_j) =: y_i(f).\tag{3}\] It is not hard to see that \(\mathsf{X}\) is the set of vectors \(y(f):=
(y_1(f),\ldots, y_m(f))\) for all flows \(f\).
2.2 Necessary and sufficient conditions for (strong) \(H\)-property↩︎
In this subsection, we state an essentially necessary and sufficient condition for a step-graphon \(W\) to have the (strong) \(H\)-property. Let \(\sigma\) be a partition for \(W\), and \(x^*\), \(S\), \(Z\), and \(\mathsf{X}\) be the associated concentration vector, skeleton graph, node-cycle incidence matrix, and node-flow cone, respectively. We now introduce the following conditions:
Condition \(A\):
\(\operatorname{co-rank}(Z) = 0\).
Condition \(B\):
\(x^*\in \operatorname{int}\mathsf{X}\), where \(\operatorname{int}\mathsf{X}\) stands for the relative interior of \(\mathsf{X}\).
Condition \(B'\):
\(x^*\in \mathsf{X}\).
Condition \(C\):
\(\vec{S}\) is strongly connected.
These four conditions, though stated with respect to a specific \(\sigma\), are in fact invariant under the choice of a partition. Precisely, we have
Proposition 1. Let \(W\) be a step-graphon, and \(\sigma\) and \(\sigma'\) be two partitions for \(W\). Let \(x^*\), \(\vec{S}\), \(Z\), and \(\mathsf{X}\) (resp., \(x'^*\), \(\vec{S}'\), \(Z'\), and \(\mathsf{X}'\)) be the concentration vector, the skeleton graph, the
node-cycle incidence matrix, and the node-flow cone of \(W\) for \(\sigma\) (resp., for \(\sigma'\)). Then, the following hold:
Suppose that both \(\vec{S}\) and \(\vec{S}'\) have at least two nodes; then, \(\vec{S}\) is strongly connected if and only if \(\vec{S}'\) is.
\(\operatorname{co-rank}(Z) = 0\) if and only if \(\operatorname{co-rank}(Z') = 0\).
\(x^*\in \mathsf{X}\) if and only if \(x'^*\in \mathsf{X}'\) (\(x^*\in \operatorname{int}\mathsf{X}\) if and only if \(x'^*\in \operatorname{int}\mathsf{X}'\)).
Note that for item 1, the hypothesis that both \(\vec{S}\) and \(\vec{S}'\) have at least two nodes is necessary, ruling out the special case where \(W\) is the zero function. To wit, if \(W = 0\) and if the partition \(\sigma\) is chosen such that \(\sigma = (0,1)\), then the
associated skeleton graph \(\vec{S}\) comprises a single node \(u\) without self-loop. By default, \(\vec{S}\) is strongly connected. However, any other
partition \(\sigma'\) for \(W\) gives rise to a skeleton graph \(\vec{S}'\) such that \(\vec{S}\) has multiple nodes
but without any edge.
We provide a proof of the above Proposition 1 in Appendix 7. With the result, we can now have the
following definition:
Definition 7. A step-graphon \(W\) is said to satisfy Condition \(\star\), for \(\star = A, B, B', C\), if there is a partition
\(\sigma\) for \(W\), with \(|\sigma| \geq 2\), such that the associated objects (\(x^*\), \(\vec{S}\), \(Z\), and \(\mathsf{X}\)) satisfy Condition \(\star\).
With the above definition, we can now state the main result of the paper:
Main Theorem 1. Let \(W\) be a step-graphon. Then, the following hold:
If \(W\) does not satisfy Condition \(A\) or \(B'\), then \[\label{eq:nonevent}
\lim_{n\to\infty} \mathbf{P}(\vec{G}_n \sim Whas a Hamiltonian decomposition) = 0.\qquad{(3)}\]
If \(W\) satisfies Conditions \(A\) and \(B\), but not \(C\), then \[\label{eq:posevent} \lim_{n\to\infty} \mathbf{P}(\vec{G}_n \sim Whas a Hamiltonian decomposition) = 1,\qquad{(4)}\] and \[\label{eq:posnonevent} \lim_{n\to\infty}
\mathbf{P}(\vec{G}_n \sim Whas a Hamiltonian cycle) = 0.\qquad{(5)}\]
If \(W\) satisfies Conditions \(A\), \(B\), and \(C\), then \[\label{eq:posevent1} \lim_{n\to\infty} \mathbf{P}(\vec{G}_n \sim Whas a Hamiltonian cycle) = 1.\qquad{(6)}\]
As mentioned earlier, the Main Theorem extends the results of [3], [4]. We substantiate our claim in Appendix 8, where we specialize the Main Theorem to step-graphons with symmetric support.
To illustrate the Main Theorem, we consider the four step-graphons in Figure 3. Over their respective support, \(W_a\) takes value \(0.2\) while \(W_b\), \(W_c\), and \(W_d\) take value \(1\). We let the partitions for the four step-graphons be \[\begin{align}
\sigma_a & = \frac{1}{16}(0,1,4,9,16), & \sigma_b = \frac{1}{8}(0,1,3,6,8), \\
\sigma_c & = \frac{1}{20}(0,5,10,16,20), &\sigma_d = \frac{1}{8}(0,1,3,6,8).
\end{align}\] The step-graphons in (a), (b), (c) share the same skeleton graph \(\vec{S}\) as shown in (e), which is the same as the one in Figure [sfig2:stepgraphon]. The skeleton graph \(\vec{S}'\) associated with the step-graphon in (d) is shown in (f), which can be obtained from \(\vec{S}\) by removing the self-loop \(u_4u_4\).
The skeleton graph \(\vec{S}\) has \(4\) cycles \(\vec{C}_1,\ldots, \vec{C}_4\) as shown in 1 . The node-cycle
incidence matrix \(Z\) has full row rank as argued in 2 . The digraph \(\vec{S}'\), being a subgraph of \(\vec{S}\), has
only three cycles \(\vec{C}_2, \vec{C}_3, \vec{C}_4\). Its node-cycle incidence matrix \(Z'\) is given by \[\label{eq:defmatrixZ39}
Z' :=
\begin{bmatrix}
0 & 1 & 0 \\
0 & 1 & 1 \\
1 & 1 & 1 \\
1 & 1 & 0
\end{bmatrix}, \quad so \operatorname{co-rank}(Z') = 1.\tag{4}\]
We state without a proof that any three column vectors of \(Z\) form a facet-defining hyperplane of the cone \(\mathsf{X}\). For each \(i = 1,\ldots,4\),
we let \(L_i\) be the subspace spanned by the \(z_j\)’s, for \(j\neq i\). Let \(g_i\in \mathbb{R}^4\) be the normal vector
perpendicular to \(L_i\) of unit length such that \(g_i^\top z_i > 0\). Then, it is not hard to obtain that \[g_1 = \frac{1}{2}(-1,1,-1,1), \quad g_2 =
\frac{1}{\sqrt{2}}(0,-1,1,0), \quad g_3 = (1,0,0,0), \quad g_4 = \frac{1}{\sqrt{2}}(-1,1,0,0).\] Then, using the half-space representation, we can write \[\mathsf{X}= \{y\in \mathbb{R}^4 \mid g_i^\top y \geq 0, \quad for
alli = 1,\ldots, 4\}.\]
We numerically validate the necessity and sufficiency of Conditions \(A\), \(B\) (or \(B'\)) for the step-graphon \(W_\star\), for \(\star = a,b,c,d\) to have the \(H\)-property. For each case (a)—(d) and for each \(n = \{10, 50, 100, 500, 1000, 2000,
5000\}\), we sample \(20,000\) random graphs \(\vec{G}_n \sim W\) and plot the empirical probability \(p(n)\) that \(\vec{G}_n\) has a Hamiltonian decomposition, i.e., \[p(n):= \frac{number of\vec{G}_n\sim Whas a Hamiltonian decomposition}{20,000}.\]
The concentration vector is \(x^*_a = \frac{1}{16}(1,3,5,7)\). It belongs to the relative interior of \(\mathsf{X}\) as we can express \(x^*_a\) as a
positive combination of the \(z_j\)’s (the column vectors of \(Z\) given in 2 ): \[x^*_a = \frac{1}{4} z_1 + \frac{1}{8} z_2 +
\frac{1}{16} z_3 + \frac{1}{8} z_4.\] Also, the matrix \(Z\) has full row rank. Thus, \(W_a\) satisfies Conditions \(A\) and \(B\). We see from the simulation that the empirical probability \(p(n)\) converges to \(1\).
The concentration vector is \(x^*_b = \frac{1}{8}(1,2,3,2)\). It belongs to the boundary of \(\mathsf{X}\), i.e., \(x^*_b \in \mathsf{X}-
\operatorname{int}\mathsf{X}\). To wit, we note that \(x^*_b\) is in the facet-defining hyperplane \(L_1\) spanned by \(z_2\), \(z_3\), and \(z_4\): \[x^*_b = \frac{1}{8} (z_2 + z_3 + z_4).\] Thus, \(W_b\) satisfies Conditions \(A\) and \(B'\), but not \(B\). We see from the simulation that the empirical probability \(p(n)\) converges to neither \(1\) nor \(0\). In fact, using the same arguments as in [5], we can show that the probability
converges to \(0.5\), as demonstrated in the figure as well.
The concentration vector is \(x^*_c = \frac{1}{20}(5,5,6,4)\). Since \(g_1^\top x^*_c < 0\), \(x^*_c\) does not belong to \(\mathsf{X}\). Thus, \(W_c\) satisfies Condition \(A\) but not \(B'\). We see from the simulation that the empirical
probability \(p(n)\) converges to \(0\).
The concentration vector is \(x^*_d = \frac{1}{8}(1,2,3,2)\), same as the one in Case (b). As argued above, we can write \(x^*_d\) as a positive combination of \(z_2\), \(z_3\), and \(z_4\), which are the three column vectors in \(Z'\). Thus, \(x^*_d\in
\operatorname{int}\mathsf{X}'\). Also, as shown in 4 , \(Z'\) does not have full row rank. Thus, \(W_d\) satisfies Condition \(B\) but not \(A\). We see from the simulation that the empirical probability \(p(n)\) converges to \(0\).
Figure 3: Left: Four step-graphons and the associated skeleton graphs, where \(\vec{S}\) in (e) corresponds to \(W_a\), \(W_b\), \(W_c\), and \(\vec{S}'\) in (f) corresponds to \(W_d\). Right: The empirical probability \(p(n)\) that \(\vec{G}_n\sim W_\star\) has a Hamiltonian decomposition, with \(20,000\) samples for each \(n =
10,50,100,500,1000,2000,5000\).
We start by introducing two objects, which will be relevant to both necessity and sufficiency of Conditions \(A\), \(B\)/\(B'\) (and \(C\)) for the (strong) \(H\)-property.
Definition 8 (\(\vec{S}\)-partite graph). Let \(\vec{S}\) be an arbitrary digraph on \(m\) nodes, possibly with self-loops. A
directed graph \(\vec{G}\) is an \(\vec{S}\)-partite graph if there exists a graph homomorphism \(\pi:\vec{G} \to \vec{S}\). Further, \(\vec{G}\) is a complete \(\vec{S}\)-partite graph if \[v_iv_j \in E(\vec{G}) \quad \Longleftrightarrow \quad \pi(v_i)\pi(v_j) \in
E(\vec{S}).\]
For an \(\vec{S}\)-partite graph \(\vec{G}\), we let \[y(\vec{G}) := (y_1, \ldots, y_m) \quad withy_i:= |\pi^{-1}(u_i)|, \quad for alli = 1,\ldots, m.\]
Further, for a given vector \(y \in \mathbb{N}^m_0\), we let \(\vec{K}_y(\vec{S})\) (or simply \(\vec{K}_y\)) be the complete \(\vec{S}\)-partite graph, with \(y(\vec{K}_y) = y\).
The relevance of \(\vec{S}\)-partite graphs is apparent. Any random graph \(\vec{G}_n\) sampled from \(W\) is \(\vec{S}\)-partite, where the homomorphism \(\pi: \vec{G}_n \to \vec{S}\) is naturally the one that sends each node \(v_j\in \vec{G}_n\), with coordinate \(t_j\in [\sigma_{i-1}, \sigma_i)\), to \(u_i\). It is also clear from the sampling procedure (more specifically, step \(S1\)) that \(y(G_n)\) is a multinomial random variable with \(n\) trials, \(m\) events, and \(x^*_i\)’s the event probabilities. Let
\[\label{eq:defxGn}
x(\vec{G}_n) := \frac{1}{n}y(\vec{G}_n).\tag{5}\] We call \(x(\vec{G}_n)\) the empirical concentration vector. It follows directly from the law of large numbers that
\[\label{eq:empiricalx}
x(G_n) \to x^*{\em a.a.s.}.\tag{6}\]
Next, for a square matrix \(A = [a_{ij}] \in \mathbb{R}^{m\times m}\), let \(\operatorname{supp}(A)\) be the support of \(A\), i.e., it is the set of
indices \(ij\) such that \(a_{ij} \neq 0\). One can also identify the index \(ij\) with a directed edge \(u_iu_j\) of a
digraph \(\vec{S}\) on \(m\) nodes. We have the following definition:
Definition 9 (Edge-flow cone). To the skeleton graph \(\vec{S}\) on \(m\) nodes, we assign the set \(\mathsf{A}\) of \(m\times m\) nonnegative matrices \(A\) such that \(\operatorname{supp}(A)\subseteq E(\vec{S})\) and \[\label{eq:balanceequationforA}
A^\top \mathbf{1}= A \mathbf{1},\qquad{(7)}\] where \(\mathbf{1}\) is the vector of all ones. We call \(\mathsf{A}\) the edge-flow cone.
It is clear from the definition that \(\mathsf{A}\) is a convex cone. Its relation to flows is as follows: Let \(f: E(\vec{S})\to \mathbb{R}_{\geq 0}\) be a flow, and let \(A(f) = [a_{ij}(f)]\) be such that \[a_{ij}(f) :=
\begin{cases}
f(u_iu_j) & ifu_i u_j \in E(\vec{S}), \\
0 & otherwise.
\end{cases}\] The balance condition 3 of \(f\) guarantees that ?? is satisfied, so \(A(f)\in \mathsf{A}\). It turns out that \(\mathsf{A}\) is the set of \(A(f)\) for all flows \(f\) on \(\vec{S}\). In particular, the two sets \(\mathsf{X}\) and \(\mathsf{A}\) relate to each other in the following way: \[\label{eq:relationya}
\mathsf{X}= \mathsf{A}\mathbf{1}= \{A\mathbf{1}\mid A \in \mathsf{A}\}.\tag{7}\]
Our use of the edge-flow cone is through the Hamiltonian decompositions of \(\vec{S}\)-partite graphs. Specifically, if \(\vec{G}\) is an \(\vec{S}\)-partite graph and if \(\vec{G}\) has a Hamiltonian decomposition \(\vec{H}\), then \(\vec{H}\) induces an integer
valued flow \(f_{\vec{H}}\) on \(\vec{S}\) in the way such that \(f_{\vec{H}}(u_iu_j)\) records the total number of edges used in \(\vec{H}\) from the nodes in \(\pi^{-1}(u_i)\) to the nodes in \(\pi^{-1}(u_j)\). Consider, for example, the digraph \(\vec{G}_{n}\) in Figure [sfig2:samplegraph], with \(n = 10\). It has a Hamiltonian decomposition
\(\vec{H}\) highlighted in blue. Then, the corresponding \(A\)-matrix is given by \[A(f_{\vec{H}}) =
\begin{bmatrix}
0 & 1 & 0 & 0 \\
0 & 0 & 2 & 0 \\
0 & 1 & 0 & 2 \\
1 & 0 & 1 & 2
\end{bmatrix}.\] It follows from the construction that \[\label{eq:ymustinx}
y(\vec{G}) = A(f_{\vec{H}}) \mathbf{1}\in \mathsf{X}.\tag{8}\] See Lemma 3 for a proof.
With the \(\vec{S}\)-partite graphs and the edge-flow cone introduced above, we now sketch the proof of the Main Theorem:
2.4.1 On necessity of Conditions \(A\), \(B'\), and \(C\)↩︎
As argued above, if \(\vec{G}_n\sim W\) has a Hamiltonian decomposition, then \(y(\vec{G}_n)\in \mathsf{X}\). Thus, to establish the necessity of Conditions \(A\) and \(B'\) for the \(H\)-property (more precisely, to establish ?? ), it suffices to show that \[\neg A \,
(\operatorname{co-rank}(Z) > 0)or\neg B' \, (x^*\notin \mathsf{X}) \quad \Longrightarrow \quad y(\vec{G}_n)\notin \mathsf{X} {\em a.a.s.}.\] The proof that \[\neg B' \quad \Longrightarrow \quad y(\vec{G}_n)
\notin \mathsf{X} {\em a.a.s.}\] is straightforward, following directly from 6 . The proof that \[\neg A \quad \Longrightarrow \quad y(\vec{G}_n) \notin \mathsf{X} {\em a.a.s.}\] uses
the following arguments: Let \(\Delta^{m-1}\) be the standard simplex in \(\mathbb{R}^m\) and \(\overline{\mathsf{X}}:= \mathsf{X}\cap \Delta^{m-1}\). It is
not hard to see that \(y(G_n) \in \mathsf{X}\) if and only if \(x(G_n)\in \overline{\mathsf{X}}\), where we recall that \(x(G_n)\) is the empirical
concentration vector 5 . Note that if \(\operatorname{co-rank}(Z) \geq 1\), then \(\dim \overline{\mathsf{X}}< \dim \Delta^{m-1} = m - 1\). Appealing to the
central limit theorem, we have that the random variable \(\omega(G_n) = \sqrt{n}(x(G_n) - x^*) + x^*\) converges in distribution to the Gaussian random variable \(\omega^*\) whose support is
known to be the entire hyperplane that contains \(\Delta^{m-1}\). As a consequence, it holds that \(x(G_n)\notin \overline{\mathsf{X}}\)a.a.s..
The necessity of Condition \(C\) (\(\vec{S}\) is strongly connected) for the strong \(H\)-property follows from the fact if \(\vec{H}\) is a Hamiltonian cycle of \(\vec{G}_n\), then \(\pi(\vec{H})\) is a closed walk of \(\vec{S}\). It is an immediate
consequence of 6 that \(\pi(\vec{H})\) visits every node of \(\vec{S}\)a.a.s., and hence, \(\vec{S}\) must be
strongly connected.
A complete proof of the necessity part will be presented in Section 3.
2.4.2 On sufficiency of Conditions \(A\), \(B\), and \(C\)↩︎
We introduce a subset \(\mathsf{X}_0\) of \(\mathsf{X}\), which comprises all integer-valued \(y\in \mathsf{X}\) such that \(\|y\|_1\) is sufficiently large and \(y/\|y\|_1\) is sufficiently close to \(x^*\). A precise definition of \(\mathsf{X}_0\)
will be given at the beginning of Section 5. The two conditions \(A\) and \(B\), together with 6 , guarantee that
\(y(G_n)\in \mathsf{X}_0\)a.a.s.. The major task is then to show that \[\begin{gather}
\label{eq:task1}
x(G_n) \in \mathsf{X}_0(and\vec{S}is strongly connected) \quad \Longrightarrow \quad \\ G_nhas a Hamiltonian decomposition (cycle) {\em a.a.s.}.
\end{gather}\tag{9}\] To accomplish the task, we take a two-step approach:
We show that if \(y\in \mathsf{X}_0\) (and if \(\vec{S}\) is strongly connected), then the complete \(\vec{S}\)-partite graph \(\vec{K}_y\) has a Hamiltonian decomposition (cycle). The proof builds upon the following facts:
The first fact is a strengthened version [8] of the equality \(\mathsf{X}=
\mathsf{A}\mathbf{1}\), which states that if \(y \in \mathsf{X}\) is integer valued, then there exists an integer-valued\(A\in \mathsf{A}\) such that \(A\mathbf{1}= y\).
We then express the matrix \(\mathsf{A}\), obtained from above, as an integer combination of the adjacency matrices \(A_j\) associated with the cycles \(\vec{C}_j\) of \(\vec{S}\), i.e., we write \(A = \sum_{j = 1}^k c_j A_j\) for \(c_j \in \mathbb{N}_0\) (and \(c_j\in \mathbb{N}\) in the case \(y\in \mathsf{X}_0\)). We show that \(\vec{K}_y\) has a Hamiltonian decomposition, which contains \(c_j\) cycles that are isomorphic to \(\vec{C}_j\) under the map \(\pi: \vec{K}_y \to \vec{S}\).
If, further, \(\vec{S}\) is strongly connected, then the cycles of the Hamiltonian decomposition exhibited above can be used to form a desired Hamiltonian cycle. The proof relies on the use of the induction
hypothesis on the number of cycles in \(\vec{S}\) and the (directed) ear decomposition of \(\vec{S}\).
Complete arguments for this step will be presented in Section 5.
Let \(\vec{H}_y\) be the Hamiltonian decomposition (cycle) of \(\vec{K}_y\) obtained in Step 1. We show that \(\vec{G}_n\) contains \(\vec{H}_{y(\vec{G}_n)}\) as a subgraph a.a.s.. Precisely, let \(\psi_y: \vec{H}_y \to \vec{K}_y\) be the embedding. Composing \(\psi_y\) with \(\pi\), we obtain the map \(\pi\cdot \psi_y: \vec{H}_y \to \vec{S}\). We show that a.a.s. there exists an embedding \(\phi: \vec{H}_{y(\vec{G}_n)} \to
\vec{G}_n\) such that \(\phi\) is compatible with \(\psi_{y(\vec{G}_n)}\), i.e., \(\pi\cdot \phi = \pi\cdot \psi_{y(\vec{G}_n)}\). The proof relies on
the use of the Blow-up Lemma[9]. Roughly speaking, the lemma states that if an undirected graph \(H\) has its degree bounded above by a constant and if it can be embedded into a complete \(S\)-partite graph \(K_y\), where \(S\) is an undirected graph without self-loop, then the graph \(H\) can be embedded into any \(S\)-partite graph \(G\), with \(y(G) = y\), as long as \(G\) satisfies some regularity condition. To enable its use, we take the following steps:
In Section 4, we show that if the step-graphon \(W\) has a nonzero diagonal block (i.e., \(\vec{S}\) has a self-loop) and satisfies Condition \(\star\), for \(\star = A, B, C\), then there is a step-graphon \(W'\) such that \(W'\leq W\) (i.e., \(W'(s,t)\leq W(s,t)\) for all \((s,t)\in [0,1]^2\)), \(W'\) satisfies Condition \(\star\) and, moreover, \(W'\) is “loop free”, i.e., the associated skeleton graph does not have any self-loop. This fact, combined with the monotonicity of the (strong) \(H\)-property, allow us to consider only the
class of loop-free step-graphons for establishing the sufficiency of Conditions \(A\), \(B\), and \(C\).
In Section 6. we introduce an auxiliary symmetric step-graphon \(W^{\mathsf{s}}\), which is derived from \(W\), together with an auxiliary
sampling procedure that allows us to draw undirected random graphs \(G_n\) from \(W^{\mathsf{s}}\). The graphon \(W^{\mathsf{s}}\) and the sampling procedure
are defined in a way such that the probability that \(\vec{H}_{y(\vec{G}_n)}\) is embeddable into \(\vec{G}_n\) is bounded above by the probability that \(H_{y(G_n)}\) is embeddable into \(G_n\), where \(H_{y(G_n)}\) is the undirected counterpart of \(\vec{H}_{y(\vec{G}_n)}\).
We then complete the proof by showing that a.a.s. the random graph \(G_n\) satisfies the aforementioned regularity condition. Thanks to the Blow-up lemma, \(H_{y(G_n)}\) can be
embedded into \(G_n\)a.a.s..
3 On Necessity of Conditions \(A\), \(B'\), and \(C\)↩︎
In this section, we establish (i ) the necessity of Conditions \(A\) (i.e., \(\operatorname{co-rank}Z = 0\)) and \(B'\) (i.e., \(x^*\in \mathsf{X}\)) for the \(H\)-property, and (ii ) the necessity of Condition \(C\) (i.e., \(\vec{S}\) is strongly
connected) for the strong \(H\)-property. The arguments for proving part (i ) are similar to those used in [3], which dealt with symmetric step-graphons. For completeness of the presentation, we include the proofs of the relevant lemmas (but omit those for lemmas with exactly the same statements).
Recall that \(\mathsf{A}\) is the edge-flow cone introduced in Definition 9. For each cycle \(\vec{C}_j =
u_{j_1}u_{j_2}\cdots u_{j_d}u_{j_1}\) of \(\vec{S}\). We let \(A_j\) be the adjacency matrix associated with \(\vec{C}_j\):
\[\label{eq:defAj}
A_j := \sum_{i = 1}^{d} e_{j_i}e_{j_{i + 1}}^\top,\tag{10}\] where \(j_{d + 1}\) is identified with \(j_1\). It is clear that \(A_j \in
\mathsf{A}\) and that \[\label{eq:relationbetweenzandA}
z_j = A_j \mathbf{1}.\tag{11}\] We have the following result:
Lemma 2. The edge-flow cone \(\mathsf{A}\) is generated by \(A_1,\ldots, A_k\): \[\label{eq:edgeflowcone}
\mathsf{A}= \left\{ \sum_{j = 1}^k c_j A_j \mid c_j \geq 0 \right \}.\qquad{(8)}\] In particular, we have that \[\label{eq:ygisinY}
\mathsf{X}= \mathsf{A}\mathbf{1}.\qquad{(9)}\]
Proof. For any given \(A = [a_{ij}]\in \mathsf{A}\), we show that there exist \(c_1,\ldots, c_k \geq 0\) such that \(A = \sum_{j = 1}^k = c_j
A_j\). Let \(A'\) be the diagonal matrix whose diagonal entries agree with those of \(A\), and let \(A'':= A - A'\). Note that if
\(a_{ii} > 0\), then it follows from Definition 9 that there is a self-loop on node \(u_i\), whose corresponding
\(A\)-matrix is \(e_ie_i^\top\). It follows that \[A' = \sum_{u_iu_i\in E(\vec{S})} a_{ii} e_ie_i^\top \in \mathsf{A}.\] It remains to show that \(A''\in \mathsf{A}\). Let \(\tilde{A}'' = [\tilde{a}_{ij}]\) be the weighted Laplacian defined as follows: \[\tilde{a}_{ij} :=
\begin{cases}
a_{ij} & ifi\neq j\\
-\sum_{j = 1, j \neq i}^n a_{ij} & otherwise
\end{cases}\] so \(\tilde{A}\) has zero row-sum and zero column-sum. Similarly, let \(\tilde{A}_j\) be the Laplacian matrix (with zero row- and column-sum) whose off-diagonal entries
agree with those of \(A_j\). It has been shown in [10] that \(\tilde{A}''\) is a nonnegative combination of \(\tilde{A}_j\), which implies that \(A''\) is a nonnegative combination of \(A_j\). Finally, note that ?? is an immediate consequence of 11 , ?? , and the definition of \(\mathsf{X}\) (Definition 6). ◻
The next result establishes the necessity of \(y(\vec{G}_n)\in \mathsf{X}\) for an \(\vec{S}\)-partite graph to have a Hamiltonian decomposition:
Lemma 3. Let \(\vec{G}\) be an \(\vec{S}\)-partite graph. If \(\vec{G}\) has a Hamiltonian decomposition, then \[y(\vec{G})\in \mathsf{X}.\]
Proof. Let \(\pi: \vec{G}\to \vec{S}\) be the graph homomorphism, and \(\vec{H}\) be a Hamiltonian decomposition of \(\vec{G}\). Note that \(\vec{H}\) is also an \(\vec{S}\)-partite graph and \(y(\vec{H}) = y(\vec{G})\). Given \(1\leq i, j \leq m\), let \(n_{ij}\) be the number of directed edges of \(\vec{H}\) from nodes in \(\pi^{-1}(u_i)\) to nodes in \(\pi^{-1}(u_j)\). It is
clear that for all \(u_i \in V(\vec{S})\), \[\label{eq:solH}
|\pi^{-1}(u_i)|=\sum_{j = 1}^m n_{ij} = \sum_{j = 1}^m n_{ji}.\tag{12}\] Now, consider the matrix \(A:= \left [ n_{ij}\right ]_{1\leq i, j\leq m}\). It is clear that \(\operatorname{supp}(A)\subseteq E(\vec{S})\). Also, by 12 , we have that \[A^\top \mathbf{1}= A\mathbf{1}= y(\vec{G}),\] so \(A\in
\mathsf{A}\). By Lemma 2 and the fact that \(A\mathbf{1}= y(\vec{G})\), we conclude that \(y(\vec{G})\in \mathsf{X}\). ◻
With Lemma 3 above, we establish the necessity of Condition \(B'\).
Proof of necessity of Condition \(B'\) for the \(H\)-property. We show that if \(x^*\notin \mathsf{X}\), then ?? holds. Recall that for a
random graph \(\vec{G}_n \sim W\), \(x(\vec{G}_n) = \frac{1}{n} y(\vec{G}_n)\) is the empirical concentration vector of \(\vec{G}_n\), and it converges to
\(x^*\)a.a.s.. Since \(x^* \notin \mathsf{X}\) and since \(\mathsf{X}\) is a closed subset of \(\mathbb{R}^m\), it
holds that \(x(\vec{G}_n)\notin \mathsf{X}\)a.a.s.. By Lemma 3, if \(x(\vec{G}_n)\notin
\mathsf{X}\) (and hence, \(y(\vec{G}_n)\notin \mathsf{X}\)), then \(\vec{G}_n\) cannot have a Hamiltonian decomposition. This completes the proof. ◻
Next, given \(\vec{G}_n \sim W\), we define \[\label{eq:defomegan} \omega(\vec{G}_n):= \sqrt{n}(x(\vec{G}_n) - x^*) + x^*.\tag{13}\] The
following result is known [3]:
Lemma 4. The random variable \(\omega(\vec{G}_n)\) converges in distribution to the Gaussian random variable \(\omega^* \sim N(x^*, \Sigma)\), where \(\operatorname{Diag}(x^*)\) is the diagonal matrix whose \(ii\)th entry is \(x^*_i\) and \(\Sigma:= \operatorname{Diag}(x^*) - x^*
{x^*}^\top\). The rank of \(\Sigma\) is \((m - 1)\) and its null space is spanned by \(\mathbf{1}\).
With Lemmas 3 and 4, we establish the necessity of Condition \(A\):
Proof of necessity of Condition \(A\) for the \(H\)-property. We show that if \[\label{eq:crkz1}
\operatorname{co-rank}(Z) \geq 1,\tag{14}\] then ?? holds. We may as well assume that Condition \(B'\) holds, i.e., \(x^* \in \mathsf{X}\).
To proceed, we first normalize the node-cycle incidence vectors \(z_j\) so that their one-norm is \(1\): \[\bar z_j := \frac{z_j}{\|z_j\|_1}, \quad for allj =
1,\ldots, k.\] Let \(\overline{\mathsf{X}}\) be the convex hull generated by \(\bar z_1,\ldots, \bar z_k\): \[\overline{\mathsf{X}}:= \left \{ \sum_{j =
1}^k c_j \bar z_j \mid c_j \geq 0for allj,and\sum_{j = 1}^k c_j = 1 \right \}.\] Equivalently, \(\overline{\mathsf{X}}\) is the set of all \(x\in \mathsf{X}\) such that \(\|x\|_1 = 1\). In particular, since \(\|x^*\|_1 = 1\) and since \(x^*\in \mathsf{X}\), we have that \[\label{eq:xstarinbarX}
x^* \in \overline{\mathsf{X}}.\tag{15}\] Similarly, since \(\|x(\vec{G}_n)\|_1 = 1\), we have that \[x(\vec{G}_n) \in \mathsf{X}\quad \Longleftrightarrow \quad x(\vec{G}_n)\in
\overline{\mathsf{X}}.\]
Next, let \(L\) be the affine hyperplane in \(\mathbb{R}^m\) spanned by \(e_1,\ldots, e_m\), which contains the standard simplex. Let \(L'\) be the affine space spanned by \(\bar z_1,\ldots, \bar z_k\), which is the affine space of least dimension that contains \(\overline{\mathsf{X}}\). By
our hypothesis 14 , \[\dim L' \leq m - 2 < m - 1 = \dim L,\] i.e., \(L'\) is a proper affine subspace of \(L\).
We now establish a sequence of inequalities that bound from above the left hand side of ?? . By Lemma 3, it is necessary that \(x(\vec{G}_n)\in \mathsf{X}\) for \(\vec{G}_n\) to have a Hamiltonian decomposition, so \[\begin{gather}
\label{eq:onedirectionforx}
\mathbf{P}(\vec{G}_n \sim Whas a Hamiltonian decomposition) \leq \mathbf{P}(x(\vec{G}_n)\in \mathsf{X}) \\ = \mathbf{P}(x(\vec{G}_n) \in \overline{\mathsf{X}}) \leq \mathbf{P}(x(\vec{G}_n) \in L').
\end{gather}\tag{16}\] Then, by 13 and 15 , we have that \[x(\vec{G}_n) \in L' \quad \Longleftrightarrow \quad \omega(\vec{G}_n)\in
L',\] so \[\label{eq:twoequivalentevents}
\mathbf{P}(x(\vec{G}_n) \in L') = \mathbf{P}(\omega(\vec{G}_n)\in L').\tag{17}\] Combining 16 and 17 , we have that
\[\label{eq:boundnoneventfromabove1}
\mathbf{P}(\vec{G}_n \sim Whas a Hamiltonian decomposition) \leq \mathbf{P}(\omega(\vec{G}_n)\in L').\tag{18}\] Finally, we appeal to Lemma 4 to obtain
that \[\lim_{n\to\infty}\mathbf{P}(\omega(\vec{G}_n)\in L') = \lim_{n\to\infty} \mathbf{P}(\omega^*\in L') = 0,\] where the last equality follows from the fact that \(L'\) is a
proper affine subspace of \(L\) and the fact that the Gaussian random variable \(\omega^*\) has the entire \(L\) as its support. ◻
Finally, we establish the necessity of Condition \(C\):
Proof of necessity of Condition \(C\) for the strong \(H\)-property. Let \(\vec{G}\) be an \(\vec{S}\)-partite
graph such that \(y(\vec{G})\in \mathbb{N}^m\), so \(\pi^{-1}(u_i)\) contains at least one node. If \(\vec{G}\) has a Hamiltonian cycle \(\vec{H}\), then \(\pi(\vec{H})\) is a closed walk of \(\vec{S}\) that visits every node at least once, which implies that \(\vec{S}\) is strongly connected. In other words, we have just shown that \[\vec{S} is not strongly connected andy(\vec{G}) \in \mathbb{N}^m \, \Longrightarrow \, \vec{G}does not have a Hamiltonian
cycle.\] Now, let \(\vec{G}_n\sim W\). Since \(x(\vec{G}_n)\) converges to \(x^*\)a.a.s. and since all the entries \(x^*_i\) are positive, we have that \[y_i(\vec{G}_n) = |\pi^{-1}(u_i)| = \Theta(n){\em a.a.s.}.\] The above arguments then imply that if \(\vec{S}\) is not
strongly connected, then a.a.s.\(\vec{G}_n\) does not have a Hamiltonian cycle, i.e., ?? holds. ◻
Let \(W\) be a step-graphon and \(\sigma = (\sigma_0, \ldots, \sigma_{m-1}, \sigma_*)\) be a partition for \(W\), with \(\sigma_0 = 0\) and \(\sigma_* = 1\). Let \(\vec{S}\) be the associated skeleton graph, and \(\vec{S}_1,\ldots, \vec{S}_q\) be
the SCCs of \(\vec{S}\). Suppose that the skeleton graph \(\vec{S}\) associated with \(W\) has a self-loop, say, on node \(u_m\). Without loss of generality, we assume that \(u_m\in V(\vec{S}_q)\) and the partition \(\sigma\) is fine enough such that \(\vec{S}_q\) has at least two nodes.
We introduce a new step-graphon \(W'\) as follows. First, let \[\label{eq:defsigmam}
\sigma_m:= \frac{1}{2}(\sigma_{m-1} + 1).\tag{19}\] Then, we set \[\label{eq:defW39}
W'(s,t) :=
\begin{cases}
0 & if(s,t)\in [\sigma_{m-1}, \sigma_m)^2 \cup [\sigma_m,1]^2,\\
W(s,t) & otherwise.
\end{cases}\tag{20}\] In words, \(W'\) is obtained from \(W\) by first subdividing the block \(R_{mm} = [\sigma_{m-1},1]^2\) into four
sub-blocks: \[\begin{align}
R_{mm, 11} &:= [\sigma_{m-1},\sigma_m)^2, \quad & R_{mm,12} & := [\sigma_{m-1},\sigma_m) \times [\sigma_m, 1], \\
R_{mm,21}&:= [\sigma_m,1] \times [\sigma_{m-1},\sigma_m), & R_{mm, 22} &:= [\sigma_m, 1]^2.
\end{align}\] and then, setting the value of \(W(s,t)\) to \(0\) if \((s,t)\in R_{mm,11} \cup R_{mm,22}\) while keeping \(W(s,t)\) unchanged otherwise. See Figure 4 for illustration.
Figure 4: The step-graphon \(W'\) in (b) is obtained from \(W\) in (a) by first subdividing the right-bottom block into \(2\)-by-\(2\) sub-blocks and then setting the value of the two diagonal sub-blocks to zero. A partition sequence \(\sigma\) for \(W\) is \(\sigma = \frac{1}{16}(0,1,4,9,16)\). The subdivision then gives rise to partition sequence \(\sigma' = \frac{1}{16}(0,1,4,9,12.5,16)\) for \(W'\).The two digraphs \(\vec{S}\) and \(\vec{S}'\) shown in (c) and (d) are the skeleton graphs associated with \(W\)
and \(W'\), respectively. The digraph \(\vec{S}'\) can be obtained from \(\vec{S}\) by removing the self-loop \(u_4u_4\) and by adding the node \(u_5\) and the edges \(u_5 u_1\), \(u_5u_3\), \(u_3u_5\),
\(u_5u_4\), and \(u_4u_5\), which are highlighted in red—we call this procedure a surgery of \(\vec{S}\) on node \(u_4\).
The goal of this section is to show that \(W'\) inherits any Condition \(\star\), for \(\star = A, B, C\), satisfied by \(W\). Precisely, we have
Theorem 2. Let \(W\) and \(W'\) be given as above. If \(W\) satisfies Condition \(\star\), for
\(\star = A, B, C\), then so does \(W'\).
Let \(\sigma':= (\sigma_0,\ldots,\sigma_{m-1}, \sigma_m, \sigma_*)\). It is clear that \(\sigma'\) is a partition for \(W'\). Let \(x'^*\), \(\vec{S}'\), \(Z'\), and \(\mathsf{X}'\) be the concentration vector, the skeleton graph, the
node-cycle incidence matrix, and the node-flow cone of \(W'\) for \(\sigma'\), respectively. With slight abuse of terminology, we say that \(\vec{S}'\) is obtained from \(\vec{S}\) by performing the surgery on node \(u_m\). It is clear that \(\vec{S}'\) has one
less self-loop than \(\vec{S}\) does.
If \(W'\) still has a nonzero diagonal block (equivalently, \(\vec{S}'\) has a self-loop), then we perform the surgery again for \(W'\)
(resp., \(\vec{S}'\)) on the corresponding block (resp. node). Iterating this procedure until we obtain a graphon which admits a partition such that its associated skeleton graph does not have any self-loop. We
introduce the following definition:
Definition 10. A step-graphon \(W\) is loop free it there is a (and hence, any) partition such that the associated skeleton graph does not have any self-loop.
The following result is then a corollary of Theorem 2:
Corollary 3. If a step-graphon \(W\) satisfies Condition \(\star\), for \(\star = A, B, C\), then there exists a loop-free
step-graphon \(W'\) such that \(W'\leq W\) and satisfies Condition \(\star\).
The remainder of the section is devoted to the proof of Theorem 2. We deal with the three conditions in the order of \(C\), \(A\), and \(B\) in three subsections.
In this subsection, we show that \[\vec{S}is strongly connected (with at least 2 nodes) \quad \Longrightarrow \quad \vec{S}'is strongly connected.\]
First, note that by 20 , the digraph \(\vec{S}'\) can be obtained from \(\vec{S}\) by first adding a new node \(u_{m+1}\)
and the following set of new edges: \[\label{eq:defe0fors39}
E_{m+1} := \{u_iu_{m+1} \mid u_iu_m \in E(\vec{S})\} \cup \{u_{m+1}u_j \mid u_mu_j \in E(\vec{S})\},\tag{21}\] and then deleting the self-loop \(u_m u_m\). Precisely,
\[\label{eq:vefors39}
V(\vec{S}') = V(\vec{S}) \cup \{u_{m+1}\} \quad and \quad E(\vec{S}') = E(\vec{S}) \cup E_{m+1} - \{u_m u_m\}.\tag{22}\]
Figure 5: The bipartite graph \(B_{\vec{S}}\) in (a) (resp., \(B_{\vec{S}'}\) in (b)) is associated with \(\vec{S}\) in [sfig1:ss39] (resp., \(\vec{S}'\) in [sfig2:ss39]). The graph
\(B_{\vec{S}'}\) can be obtained from \(B_{\vec{S}}\) by removing the edge \((u'_4, u''_4)\) and by adding nodes \(u'_5\) and \(u''_5\) and edges \((u'_5, u''_1)\), \((u'_5, u''_3)\), \((u'_3, u''_5)\), \((u'_5, u''_4)\), and \((u'_4, u''_5)\), highlighted in red.
We now show that for any two distinct nodes \(u_i, u_j\in V(\vec{S}')\), there is a walk from \(u_i\) to \(u_j\). Consider the following three
cases:
Case 1: \(u_i\neq u_{m+1}\) and \(u_j\neq u_{m+1}\). Since \(\vec{S}\) is strongly connected, there is a path \(\vec{P}\) from \(u_i\) to \(u_j\) in \(\vec{S}\). By 21 and 22 ,
\(\vec{P}\) is also a path of \(\vec{S}'\).
Case 2: \(u_i = u_{m+1}\). Let \(u_{i_1}\cdots u_{i_\ell}\), with \(u_{i_1} = u_m\) and \(u_{i_\ell} = u_j\), be
a walk of \(\vec{S}\) from \(u_m\) to \(u_j\). In the case \(u_j = u_m\), the walk is closed—such a closed walk exists
because \(\vec{S}\) is strongly connected and has \(m \geq 2\) nodes. Since \(u_mu_{i_2}\in E(\vec{S})\), by 21 we have that
\(u_{m+1}u_{i_2}\in E(\vec{S}')\) and, hence, \(u_{m+1}u_{i_2}\cdots u_{i_\ell}\) is a walk from \(u_{m+1}\) to \(u_j\).
Case 3: \(u_j = u_{m+1}\). Similarly, if \(u_{j_1}\cdots u_{j_\ell}\) is a walk of \(\vec{S}\), with \(u_{j_1} =
u_i\) and \(u_{j_\ell} = u_m\), then \(u_{j_1}\cdots u_{j_{\ell-1}}u_{m+1}\) is a walk of \(\vec{S}'\) from \(u_i\) to \(u_{m+1}\). 0◻
In this subsection, we show that \[\operatorname{co-rank}(Z) = 0 \quad \Longrightarrow \quad \operatorname{co-rank}(Z') = 0.\]
Recall that \(\vec{S}_1,\ldots, \vec{S}_q\) are the SCCs of \(\vec{S}\). Let \(\vec{S}'_p := \vec{S}_p\), for \(p =
1,\ldots, q-1\), and \(\vec{S}'_q\) be obtained from \(\vec{S}_q\) by performing the surgery on the node \(u_m\). Then, it should be clear from 21 and 22 that \(\vec{S}'_1,\ldots, \vec{S}'_q\) are the SCCs of \(\vec{S}'\).
Also, recall that we use the notation \(B_{\vec{S}}\) to denote the bipartite graph associated with \(\vec{S}\). For \(B_{\vec{S}'}\), it follows
from 21 and 22 that \[V'(B_{\vec{S}'}) = V'(B_{\vec{S}}) \cup \{u'_{m+1}\}, \quad
V''(B_{\vec{S}'}) = V''(B_{\vec{S}}) \cup \{u''_{m+1}\},\] and \[\begin{gather}
\label{eq:defebs}
E(B_{\vec{S}'}) = E(B_{\vec{S}}) \cup \{(u'_i, u''_{m+1}) \mid (u'_i, u''_m)\in E(B_{\vec{S}}) \} \\
\cup \{(u'_{m+1}, u''_i)\mid (u'_m, u''_i)\in E(B_{\vec{S}}) \}
- \{(u'_m,u''_m)\}.
\end{gather}\tag{23}\] See Figure 4 for illustration.
Since \(\operatorname{co-rank}(Z) = 0\), it follows from Lemma 1 that every bipartite graph \(B_{\vec{S}_p}\), for \(p = 1,\ldots, q\), is connected. Using the same lemma, we have that \(\operatorname{co-rank}(Z') = 0\) if and only if \(B_{\vec{S}'_p}\) is connected for all \(p = 1,\ldots, q\). Since \(\vec{S}'_p = \vec{S}_p\) for \(p = 1,\ldots, q - 1\),
it suffices to show that \(B_{\vec{S}'_q}\) is connected. We establish this fact by proving the following lemma:
Lemma 5. Let \(S'\) be obtained from \(\vec{S}\) by performing the surgery on the node \(u_m\). If \(B_{\vec{S}}\) is connected, then so is \(B_{\vec{S}'}\).
Proof. We show that for any \(u'_i\in V'(B_{\vec{S}'})\) and any \(u''_j\in V''(B_{\vec{S}'})\), there is a path of \(B_{\vec{S}'}\) from \(u'_i\) to \(u''_j\) (by reversing the order, we obtain a path from \(u''_j\) to
\(u'_i\)). We consider the following four cases:
Case 1: \(u'_i \neq u'_{m+1}\) and \(u''_j \neq u''_{m+1}\). Let \(P\) be a path of \(B_{\vec{S}}\) that connects \(u'_i\) and \(u''_j\). If the path does not contain the edge \((u'_m,
u''_m)\), then \(P\) is also a path of \(B_{\vec{S}'}\). We thus assume that \(P\) contains \((u'_m,
u''_m)\). Since \(m \geq 2\) and since \(B_{\vec{S}}\) is connected, at least one of the two nodes \(u'_m\) and \(u''_m\) has degree at least \(2\) within \(B_{\vec{S}}\). Without loss of generality, we assume that \(\deg(u'_m) \geq
2\) and that \((u'_m, u''_\ell)\), with \(u''_\ell \neq u''_m\), is an edge of \(B_{\vec{S}}\). By 23 , we have that \((u'_m, u''_\ell)\), \((u'_{m+1}, u''_\ell)\), and \((u'_{m+1}, u''_m)\) are
edges of \(B_{\vec{S}'}\). Replacing the segment \(u'_mu''_m\) in \(P\) with \(u'_mu''_\ell
u'_{m+1} u''_m\), we obtain a walk of \(B_{\vec{S}'}\) that connects \(u'_i\) and \(u''_j\).
Case 2: \(u'_i \neq u'_{m+1}\) and \(u''_j = u''_{m+1}\). Let \(P\) be a path of \(B_{\vec{S}}\) from \(u'_i\) to \(u''_m\). Replacing the last node \(u''_m\) of \(P\) with \(u''_{m+1}\), we obtain a path of \(B_{\vec{S}'}\) from \(u'_i\) to \(u''_{m+1}\).
Case 3: \(u'_i = u'_{m+1}\) and \(u''_j \neq u''_{m+1}\). Similarly, let \(P\) be a path of \(B_{\vec{S}}\) from \(u'_m\) to \(u''_j\). Replacing the first node \(u'_m\) of \(P\) with \(u'_{m+1}\), we obtain a path of \(B_{\vec{S}'}\) from \(u'_{m+1}\) to \(u''_j\).
Case 4: \(u'_i = u'_{m+1}\) and \(u''_j = u''_{m+1}\). By the same arguments in Case 1, we can assume without loss of generality that \((u'_m, u''_\ell)\), with \(u''_\ell \neq u''_m\), is an edge of \(B_{\vec{S}}\). Then, \(u'_{m+1}u''_\ell u'_m u''_{m+1}\) is a path from \(u'_{m+1}\) to \(u''_{m+1}\). ◻
In this subsection, we show that \[x^*\in \operatorname{int}\mathsf{X}\quad \Longrightarrow \quad x'^* \in \operatorname{int}\mathsf{X}'.\]
We start by relating the cycles of \(\vec{S}'\) to those of \(\vec{S}\). Label the cycles of \(\vec{S}\) in a way such that the first \(\ell\) cycles \(\vec{C}_1,\ldots, \vec{C}_\ell\), for some \(\ell \leq k\), contain the node \(u_m\) and that \(\vec{C}_1 = u_mu_m\) is the self-loop.
The self-loop \(\vec{C}_1\) induces the \(2\)-cycle \(\vec{C}'_1 := u_m u_{m+1} u_m\) of \(\vec{S}'\). Each cycle
\(\vec{C}_p\), for \(2 \leq p \leq \ell\), induces four different cycles of \(\vec{S}'\) as follows: \(\vec{C}_{p, 1} :=
\vec{C}_p\) and \(\vec{C}_{p, 2}\), \(\vec{C}_{p, 3}\), \(\vec{C}_{p, 4}\) are obtained from \(\vec{C}_p\) by
substituting the node \(u_m\) with \(u_{m+1}\), \(u_mu_{m+1}\), \(u_{m+1}u_m\), respectively. Thus, the set of cycles of
\(\vec{S}'\) is given by \[\{\vec{C}'_1\} \cup \{\vec{C}_{p, i} \mid 2\leq p\leq \elland1\leq i \leq 4\} \cup \{\vec{C}_q \mid \ell + 1 \leq q \leq k\}.\]
To illustrate, consider the digraph \(\vec{S}\) in Figure [sfig1:ss39] and the corresponding digraph \(\vec{S}'\) in Figure [sfig2:ss39]. The digraph \(\vec{S}\) has \(4\) cycles
as exhibited in 1 . The first three cycles contain the node \(u_4\). The self-loop \(\vec{C}_1\) induces the \(2\)-cycle \(\vec{C}'_1 = u_4u_5u_4\) in \(\vec{S}'\). The cycle \(\vec{C}_2\) induces four cycles of \(\vec{S}'\): \[\vec{C}_{2,1} = u_3u_4u_3, \quad \vec{C}_{2,2} = u_3u_5u_3, \quad \vec{C}_{2,3} = u_3u_4u_5u_3, \quad and \quad \vec{C}_{2,4} = u_3u_5u_4u_3.\] Similarly, the four cycles of
\(\vec{S}'\) induced by \(\vec{C}_3\) are \[\vec{C}_{3,1} = u_1u_2u_3u_4u_1, \, \vec{C}_{3,2} = u_1u_2u_3u_5u_1, \, \vec{C}_{3,3} =
u_1u_2u_3u_4u_5u_1,and\vec{C}_{3,4} = u_1u_2u_3u_5u_4u_1.\] Thus, the digraph \(\vec{S}'\) has ten cycles \(\vec{C}'_1\), \(\vec{C}_{2,1},\ldots,
\vec{C}_{2,4}\), \(\vec{C}_{3,1},\ldots, \vec{C}_{3,4}\), and \(\vec{C}_4\).
Let \(z'_1\), \(z'_{p, i}\), and \(z'_q\) be the node-cycle incidence vectors of \(\vec{S}'\)
corresponding to \(\vec{C}'_1\), \(\vec{C}_{p, i}\), and \(\vec{C}_q\), respectively. To relate these vectors to the \(z_j\)’s, we first augment each \(z_j\) by adding a zero entry at the end. Precisely, we define \[\hat{z}_j :=
\begin{bmatrix}
z_j \\
0
\end{bmatrix} \in \mathbb{R}^{m+1}, \quad for allj = 1,\ldots, k.\] Then, we have that \[\label{eq:relatez39toz}
\left\{
\begin{align}
& z'_1 = e_m + e_{m+1}, & \\
& z'_{p, 1} = \hat{z}_p, \quad z'_{p, 2} = \hat{z}_p - e_m + e_{m+1}, \quad z'_{p, 3} = z'_{p, 4} = \hat{z}_p + e_{m+1}, & for2\leq p\leq \ell, \\
& z'_q = \hat{z}_q, & for\ell + 1 \leq q \leq k.
\end{align}
\right.\tag{24}\] Note that \[z'_{p, 3} = z'_{p, 4} = \frac{1}{2} (z'_1 + z'_{p, 1} + z'_{p, 2}).\] which implies that \(z'_{p, 3}\) and \(z'_{p'_4}\) are not extremal generators of \(\mathsf{X}'\).
It now suffices to show that \(x'^*\) can be expressed as a positive combination of \(z'_1\), \(z'_{p, 1}\)’s, \(z'_{p, 2}\)’s, and \(z'_q\)’s. First, by 19 , we have that \[x'^* = (x^*_1, \cdots, x^*_{m-1}, x^*_m/2, x^*_m/2).\]
Let \(\hat{x}^* := (x^*; 0)\). Then, we can express \(x'^*\) as \[\label{eq:defxprimestar}
x'^* = \hat{x}^* + \frac{x^*_m}{2} (e_{m + 1} - e_m).\tag{25}\] Since \(x^*\in \operatorname{int}\mathsf{X}\), there exist positive coefficients \(c_j\)’s such that \(x^* = \sum_{j = 1}^k c_j z_j\). It follows from the definitions of \(\hat{z}_j\) and of \(\hat{x}^*\) that \[\label{eq:xhatzhat}
\hat{x}^* = \sum_{j = 1}^k c_j \hat{z}_j.\tag{26}\] Since \(\vec{C}_1,\ldots, \vec{C}_\ell\) are the cycles of \(\vec{S}\) that contain \(u_m\), \[\label{eq:sumforxm}
x^*_m = \sum_{j = 1}^\ell c_j.\tag{27}\] We define positive coefficients as follows: \[\label{eq:defc39}
\begin{cases}
c'_1 := c_1/2, & \\
c'_{p, i} := c_p/2 & \quad for2\leq p \leq \elland1 \leq i \leq 2, \\
c'_q := c_q & \quad for\ell + 1 \leq q \leq k.
\end{cases}\tag{28}\] Then, following 25 , we have that \[\begin{align}
x'^* & = \hat{x}^* + \frac{x^*_m}{2} (e_{m + 1} - e_m) \\
& = \sum_{j = 1}^k c_j \hat{z}_j + \frac{x^*_m}{2} (e_{m + 1} - e_m) \\
& = \sum_{q = \ell + 1}^k c'_q \hat{z}_q + \sum_{p = 2}^\ell \left [\sum_{i = 1}^2 c'_{p, i} \right ] \hat{z}_p + c_1 e_m + \frac{x^*_m}{2} (e_{m + 1} - e_m) \\
& = \sum_{q = \ell + 1}^k c'_q z'_q + \sum_{p = 2}^\ell \sum_{i = 1}^2 c'_{p, i} z'_{p, i} + c_1 e_m + \frac{1}{2}\left [x^*_m - \sum_{j = 2}^\ell c_j \right ](e_{m+1} - e_m) \\
& = \sum_{q = \ell + 1}^k c'_q z'_q + \sum_{p = 2}^\ell \sum_{i = 1}^2 c'_{p, i} z'_{p, i} + \frac{1}{2} c_1 (e_{m + 1} + e_m) \\
& = \sum_{q = \ell + 1}^k c'_q z'_q + \sum_{p = 2}^\ell \sum_{i = 1}^2 c'_{p, i} z'_{p, i} + c'_1 z'_1,
\end{align}\] where the second equality follows from 26 , the third equality follows from 28 , the fourth equality follows from 24 and 28 , the fifth equality follows from 27 , and the last equality follows from 24 and 28 . This completes the proof. 0◻
5 Hamiltonicity of complete \(\vec{S}\)-partite graphs↩︎
Recall that \(\vec{K}_y\) is the complete \(\vec{S}\)-partite graph, with \(y_i = |\pi^{-1}(u_i)|\), for all \(i = 1,\ldots,
m\). In this section, we investigate when \(\vec{K}_y\) can have a Hamiltonian decomposition (cycle).
In the sequel, we assume that \(\vec{S}\) does not have a self-loop and that Condition \(B\) (\(x^*\in \operatorname{int}\mathsf{X}\)) is
satisfied. Let \(\mathsf{U}\) be an open neighborhood of \(x^*\) in \(\mathsf{X}\). Then, there is a continuous function \(\gamma:
\mathsf{U}\to \mathbb{R}_{>0}^k\) such that \[\label{eq:defphi}
x = Z \gamma(x) \quad for allx\in \mathsf{U}.\tag{29}\] Let \[\gamma_0:= \frac{1}{2}\min_{j = 1}^k \gamma_j(x^*).\] Shrink \(\mathsf{U}\) if necessary so that
\[\label{eq:defepsilon}
\gamma_j(y) > \gamma_0, \quad for allj= 1,\ldots, kand for ally \in \mathsf{U}.\tag{30}\] We now introduce the following subset of \(\mathsf{X}\): \[\label{eq:defY0}
\mathsf{X}_0 := \{y\in \mathsf{X}\cap \mathbb{N}^m\mid \|y\|_1 \geq 1/\gamma_0 \quad and \quad y/\|y\|_1 \in \mathsf{U}\}.\tag{31}\] In words, \(\mathsf{X}_0\) collects all integer-valued \(y\in \mathsf{X}\) such that \(\|y\|_1\) is sufficiently large and \(y/\|y\|_1\) is sufficiently close to \(x^*\). The main
result of this section is as follows:
Theorem 4. The following two items hold:
For any integer-valued \(y\in \mathsf{X}\), \(\vec{K}_y\) has a Hamiltonian decomposition.
If \(\vec{S}\) is strongly connected, then for any \(y\in \mathsf{X}_0\), \(\vec{K}_y\) has a Hamiltonian cycle.
By Lemma 3, if \(\vec{K}_y\) has a Hamiltonian decomposition, then \(y\in \mathsf{X}\).
Combining this fact with item 1 of the above theorem, we have that \(y\in \mathsf{X}\cap \mathbb{N}_0^m\) is both necessary and sufficient for \(\vec{K}_y\) to have a Hamiltonian
decomposition.
We establish the two items of Theorem 4 in two subsections.
We start by decomposing \(y\in \mathsf{X}\) into an integer combination of the node-cycle incidence vectors \(z_j\). This is feasible as we show in the following lemma:
Lemma 6. For any integer-valued \(y\in \mathsf{X}\), there exist \(c_1,\ldots, c_k\in \mathbb{N}_0\) such that \[\label{eq:step1} y = \sum_{j = 1}^k c_j z_j.\qquad{(10)}\]
Proof. Since \(y\) is integer valued, it is known [8] that there exists an
integer-valued \(A\in \mathsf{A}\) such that \[\label{eq:y3939toA3939}
y = A \mathbf{1}.\tag{32}\] We show that there exist \(c_1,\ldots, c_k\in \mathbb{N}_0\) such that \[\label{eq:decomposeA} A = \sum_{j =
1}^k c_j A_j.\tag{33}\] Since \(A\in \mathsf{A}\), there exist \(r_1,\ldots,r_{k}\in \mathbb{R}_{\geq 0}\) such that \(A = \sum_{j = 1}^k r_j
A_j\). Since \(A\) is integer valued, it holds that if \(r_j > 0\) for some \(j= 1,\ldots, k\), then \(A' := (A -
A_j)\) has nonnegative entries and is integer valued. We claim that \(A'\in \mathsf{A}\). To wit, note that \(\operatorname{supp}(A')\subseteq \operatorname{supp}(A)\) and
\(\operatorname{supp}(A)\subseteq E(\vec{S})\), so \(\operatorname{supp}(A')\subseteq E(\vec{S})\). Also, note that \[A' \mathbf{1}= A\mathbf{1}- A_j
\mathbf{1}= A^\top \mathbf{1}- A_j^\top \mathbf{1}= A'^\top \mathbf{1}.\] This establishes the claim. If \(A' \neq 0\), then we can repeat the same arguments to find some \(j'=
1,\ldots, k\) such that \((A' - A_{j'})\in \mathsf{A}\). This iteration will terminate in finite steps and we obtain 33 . Now, using 32 , 33 , and the fact that \(A_j \mathbf{1}= z_j\), we obtain ?? . ◻
Using the decomposition ?? , we exhibit a desired Hamiltonian decomposition of \(\vec{K}_y\) in the following lemma:
Lemma 7. Let \(c_1,\ldots, c_k\in \mathbb{N}_0\) be given as in Lemma 6 so that ?? holds. Then, \(\vec{K}_y\) has a Hamiltonian decomposition \(\vec{H}\) such that \(\vec{H}\) contains, for each \(j = 1,\ldots, k\), \(c_j\) cycles that are isomorphic to \(\vec{C}_j\) under the map \(\pi\).
Proof. The proof will be carried out by induction on \(c:=\sum_{j = 1}^k c_j\). For the base case \(c = 0\), item 2 holds trivially. For the inductive step, we assume that item 2
holds for \((c - 1) \geq 0\) and prove for \(c\).
Without loss of generality, we assume that \(c_1 \geq 1\) and write \(\vec{C}_1 = u_1 u_2 \cdots u_{d_1} u_1\), where \(d_1\) is the length of \(\vec{C}_1\). Since \(\vec{S}\) does not have a self-loop, \(d_1 \geq 2\). It follows from ?? that for each \(i = 1,\ldots,
d_1\), \(y_i = |\pi^{-1}(u_i)| \geq 1\), so there is at least a node, say \(v_i\), contained in \(\pi^{-1}(u_i)\).
Because \(\vec{K}_y\) is complete \(\vec{S}\)-partite and because \(\vec{C}_1\) is a cycle of \(\vec{S}\), we have that
\(\vec{D}_1:= v_1v_2\cdots v_{d_1}v_1\) is a cycle of \(\vec{K}_y\). It is clear that \(\vec{D}_1\) is isomorphic to \(\vec{C}_1\) under the map \(\pi\).
We now remove \(\vec{D}_1\) from \(\vec{K}_y\) and the edges incident to \(\vec{D}_1\). Then, the resulting graph is the complete \(\vec{S}\)-partite graph \(\vec{K}_{y'}\), where \[y':= y - z_1 = (c_1 - 1) z_1 + \sum_{j = 2}^k c_j z_j.\] By the induction hypothesis, \(\vec{K}_{y'}\) has a Hamiltonian decomposition \(\vec{H}'\) which contains \((c_1 - 1)\) cycles isomorphic to \(\vec{C}_1\) and \(c_j\) cycles isomorphic to \(\vec{C}_j\) for \(j = 2,\ldots, k\), under the map \(\pi\). Taking the union of \(\vec{H}'\) and the cycle \(\vec{D}_1\), we obtain the desired Hamiltonian decomposition for \(\vec{K}_y\). ◻
Under the assumption that \(\vec{S}\) is strongly connected and \(y\in \mathsf{X}_0\), the two lemmas we established in the previous subsection can be strengthened.
We first have the following result, which is a strengthened version of Lemma 6:
Lemma 8. For any \(y\in \mathsf{X}_0\), there exist positive integers \(c_1,\ldots, c_k\) such that \[\label{eq:step11} y = \sum_{j = 1}^k c_j z_j.\qquad{(11)}\]
Proof. For convenience, we let \(n:= \|y\|_1\). Since \(y\in \mathsf{X}_0\), \(y/n \in \mathsf{U}\). By 29 , we can
write \[\label{eq:defbarA}
y = \sum_{j = 1}^k n\gamma_j(x) z_j.\tag{34}\] Now, let \[c'_j := \left \lfloor n \gamma_j(x) \right \rfloor \quad and \quad
r'_j := n \gamma_j(x) - c'_j, \quad for allj= 1,\ldots, k.\] By 30 , 31 , and the hypothesis that \(y\in \mathsf{X}_0\), we have that \[c'_j \geq \left \lfloor n\gamma_0 \right \rfloor \geq 1, \quad for allj = 1,\ldots, k.\] If \(r'_j = 0\) for all \(j= 1,\ldots, k\), then we set \(c_j:= c'_j\) and ?? holds. Otherwise, let \[\label{eq:defy39y3939}
y':= \sum_{j = 1}^k c'_j z_j \quad and \quad y'':= y - y' = \sum_{j = 1}^k r'_j z_j.\tag{35}\] It is clear that both \(y'\) and \(y''\) are
integer valued and belong to \(\mathsf{X}\). By Lemma 6, there exist \(c''_1,\ldots,c''_k\in \mathbb{N}_0\) such that \[\label{eq:expressy3939}
y'' = \sum_{j = 1}^k c''_j z_j.\tag{36}\] We then let \(c_j:= c'_j + c''_j\) for \(j= 1,\ldots, k\). It is clear that all the \(c_j\)’s are positive. Using 35 and 36 , we conclude that ?? holds. ◻
We now show that whenever \(\vec{S}\) is strongly connected and \(y\) can be expressed as ?? , with \(c_1,\ldots, c_k\) positive integers, the digraph
\(\vec{K}_y\) has a Hamiltonian cycle.
Lemma 9. Suppose that \(\vec{S}\) is strongly connected and that ?? holds for some positive integers \(c_1,\ldots, c_k\); then, \(\vec{K}_y\) has a Hamiltonian cycle.
Proof. The proof will be carried out by induction on \(k\), the number of cycles in \(\vec{S}\).
In this case, \(\vec{S}\) is itself a cycle. We write \(\vec{S} = u_1u_2\cdots u_m u_1\), for \(m\geq 2\). By Lemma 7, there exists a Hamiltonian decomposition \(\vec{H}\) of \(\vec{K}_y\) which comprises \(c_1\) cycles that are isomorphic to \(\vec{S}\) under \(\pi\). We label these cycles as \(\vec{D}_1,\ldots, \vec{D}_{c_1}\) and
write \[\vec{D}_j = v_{j,1}v_{j,2}\cdots v_{j,m} v_{j,1}, \quad for allj = 1,\ldots, c_1,\] where the nodes are labeled such that \[\pi^{-1}(u_i) = \{v_{j,i} \mid j = 1,\ldots, c_1\}, \quad for
alli = 1,\ldots, m.\] Since \(\vec{K}_y\) is complete \(\vec{S}\)-partite, we have that \(v_{i,m}v_{j,1}\) is an edge of \(\vec{K}_y\) for any \(1\leq i, j \leq c_1\). It follows that \[\vec{H} := v_{1,1}\cdots v_{1,m}v_{2,1}\cdots v_{2,m} v_{3,1} \cdots v_{c_1,m} v_{1,1}\] is a
Hamiltonian cycle of \(\vec{K}_y\).
We assume that the lemma holds for any \(k'\leq k -1\) and prove for \(k\). Since \(\vec{S}\) is strongly connected, \(\vec{S}\) admits an ear decomposition. See, e.g., [11] and also Figure 6 for an illustration. In particular, \(\vec{S}\) can be obtained by gluing an ear \(\vec{P} = u_{1} \cdots u_{r}\) to a strongly connected subgraph \(\vec{S}'\), where the starting node \(u_{1}\) and the ending node \(u_{r}\) of the ear are nodes of \(\vec{S}'\) while
the other nodes of the ear do not belong to \(\vec{S}'\). Note that \(u_{1}\) and \(u_{r}\) can be the same (in this case, \(\vec{P}\) is a cycle).
Figure 6: Starting with the 2-cycle in (a), we iteratively add ears, highlighted in red in each step, to obtain the strongly connected digraph in (g).
Let \(k'\) be the number of cycles in \(\vec{S}'\). We claim that \(k'< k\), i.e., \(\vec{S}\) contains
more cycles than its subgraph \(\vec{S}'\) does. To wit, if \(u_{1} = u_{r}\), then \(\vec{P}\) is a cycle of \(\vec{S}\) but not of \(\vec{S}'\). If \(u_{1} \neq u_{r}\), then we let \(\vec{P}'\) be a path in \(\vec{S}'\) from \(u_{r}\) to \(u_{1}\). Concatenating \(\vec{P}'\) with \(\vec{P}\), we
obtain a cycle in \(\vec{S}\), which is not in \(\vec{S}'\). This establishes the claim.
Re-label the cycles of \(\vec{S}\), if necessary, so that \(\vec{C}_1,\ldots, \vec{C}_{k'}\) are the cycles of \(\vec{S}'\), and \(\vec{C}_{k'+1},\ldots, \vec{C}_{k}\) are the cycles of \(\vec{S}\) but not of \(\vec{S}'\). Each \(\vec{C}_j\), for
\(j = k'+1,\ldots, k\), must contain the ear \(\vec{P}\). Let \(y^{(j)}:= c_j z_j\) for \(j = 1,\ldots, k\) and \(y':= \sum_{j = 1}^{k'} y^{(j)}\). Since all the \(c_j\)’s are positive, we have that \(\operatorname{supp}(y^{(j)}) = V(\vec{C}_j)\). Since \(\vec{S}'\) is strongly connected, every node of \(\vec{S}'\) is contained in some cycle \(\vec{C}_j\), for \(j = 1,\ldots,
k'\), and hence, \(\operatorname{supp}(y') = V(\vec{S}')\). We then truncate \(y'\) and the \(y^{(j)}\)’s by setting \[\tilde{y}' := y' |_{\vec{S}'} \quad and \quad \tilde{y}^{(j)} := y^{(j)} |_{\vec{C}_j}, \quad for allj = k' + 1,\ldots, k.\] For ease of notation, let \[\vec{K}:= \vec{K}_y(\vec{S}),
\quad \vec{K}':= \vec{K}_{\tilde{y}'}(\vec{S}'), \quad and \quad \vec{K}^{(j)} := \vec{K}_{\tilde{y}^{(j)}}(\vec{C}_j)\quad for allj = k' + 1,\ldots, k.\] Since \(y = y' + \sum_{j = k' + 1}^{k}
y^{(j)}\), one can embed simultaneously \(\vec{K}'\) and \(\vec{K}^{(j)}\), for \(j = k' + 1,\ldots, k\), into \(\vec{K}\). In other words, \(\vec{K}\) contains these \((k - k' + 1)\) subgraphs whose node sets are pairwise disjoint.
Since \(\vec{S}'\) is strongly connected and has \(k'\) cycles, for \(k' < k\), and since \(y'= \sum_{j =
1}^{k'} c_j z_j\) with the \(c_j\)’s positive, we can appeal to the induction hypothesis to obtain a Hamiltonian cycle \(\vec{H}'\) of \(\vec{K}'\). Through the embedding of \(\vec{K}'\) into \(\vec{K}\), we treat \(\vec{H}'\) as a cycle of \(\vec{K}\). Because \(\vec{S}'\) contains the node \(u_1\), there is a node \(v'_{1}\) in \(\vec{H}'\) such that \(\pi(v'_1) = u_1\). We write \(\vec{H}'\) explicitly as \[\label{eq:c39fromS39}
\vec{H}':= v'_1 \cdots v'_{n'} v'_1,\tag{37}\] where \(n' := \|y'\|_1 = |V(\vec{K}')|\).
For each \(j = k'+1,\ldots, k\), we use the same arguments as in the base case to obtain a Hamiltonian cycle \(\vec{H}^{(j)}\) of \(\vec{K}^{(j)}\).
Similarly, we treat \(\vec{H}^{(j)}\) as a cycle of \(\vec{K}\). Because \(\vec{H}^{(j)}\) contains the ear \(\vec{P}\) and,
hence, the node \(u_1\), there exists a node \(v_{j,1}\) in \(\vec{H}^{(j)}\) such that \(\pi(v_{j,1}) = u_1\). We write
\(\vec{H}^{(j)}\) explicitly as \[\label{eq:cjfromdj}
\vec{H}^{(j)} := v_{j,1} \cdots v_{j,n_j} v_{j,1},\tag{38}\] where \(n_j := \|y^{(j)}\| = |V(\vec{K}^{(j)})|\).
Since \(V(\vec{K}')\) and the \(V(\vec{K}^{(j)})\) form a partition of \(V(\vec{K})\), their respective Hamiltonian cycles, namely, \(\vec{H}'\) and the \(\vec{H}^{(j)}\)’s, form a Hamiltonian decomposition of \(\vec{K}\). We will now use these cycles to construct a Hamiltonian cycle of
\(\vec{K}\). Since \(\vec{K}\) is complete \(\vec{S}\)-partite and since the nodes \(v'_1\) and \(v_{j,1}\), for \(j = k'+1,\ldots,k\), belong to \(\pi^{-1}(u_1)\), we have that \(v'_{n'}v_{k'+1,1}\), \(v_{k,n_{k}} v'_1\), and \(v_{j,n_j}v_{j+1,1}\), for \(j = k'+1, \ldots, k-1\), are edges of \(\vec{K}\). Thus, \[\vec{H} := v'_1 \cdots v'_{n'}v_{k'+1,1} \cdots v_{k'+1, n_{k'+1}} v_{k'+2, 1} \cdots v_{k,n_{k}} v'_1\] is a desired Hamiltonian cycle of \(\vec{K}\). ◻
6 On Sufficiency of Conditions of \(A\), \(B\), and \(C\)↩︎
In this section, we show that if a step-graphon \(W\) satisfies Conditions \(A\), \(B\) (and \(C\)), then \(W\) has the (strong) \(H\)-property.
The condition that a graph has a Hamiltonian decomposition (cycle) is monotone with respect to edge addition. Specifically, if \(\vec{G}\) and \(\vec{G}'\) are two graphs on the same
node set, with \(E(\vec{G}) \supseteq E(\vec{G}')\), then \[\begin{gather}
G'has a Hamiltonian decomposition (cycle) \\ \Longrightarrow \quad G has a Hamiltonian decomposition (cycle).
\end{gather}\] This monotonicity is carried over to graphons. Specifically if \(W'\) and \(W\) are two graphons, with \(W' \leq W\), then
\[\begin{gather}
\mathbf{P}(\vec{G}_n\sim W'has a Hamiltonian decomposition (cycle)) \\
\leq \mathbf{P}(\vec{G}_n\sim Whas a Hamiltonian decomposition (cycle))
\end{gather}\] which implies that \[W'has the (strong)H-property \quad \Longrightarrow \quad
Whas the (strong) H-property.\] Thus, by Corollary 3, we can assume that \(W\) is loop free.
By Theorem 4, for any \(y\in \mathsf{X}_0\), \(\vec{K}_y\) has a Hamiltonian decomposition. If,
further, \(\vec{S}\) is strongly connected, then \(\vec{K}_y\) has a Hamiltonian cycle. Denote the Hamiltonian decomposition (cycle) by \(\vec{H}_y\). We
show below that if \(W\) satisfies Conditions \(A\) and \(B\), then \(\vec{H}_y\) can be embedded into \(\vec{G}_n \sim W\)a.a.s.. We make the statement precise below.
To this end, let \(\psi_y\) be the embedding (i.e., a one-to-one graph homomorphism) of \(\vec{H}_y\) into \(\vec{K}_y\):
\[\label{eq:embeddingphi42}
\psi_y: \vec{H}_y \to \vec{K}_y.\tag{39}\] Composing \(\psi_y\) with \(\pi\), we obtain the graph homomorphism \(\pi\cdot \psi_y: \vec{H}_y \to
\vec{S}\), which assigns to each node of \(\vec{H}_y\) a node of \(\vec{S}\). We introduce the following definition:
Definition 11. Let \(\vec{G}\) be an \(\vec{S}\)-partite graph, with \(y(\vec{G})\in \mathsf{X}_0\). An embedding \(\phi: \vec{H}_{y(\vec{G})}\to \vec{G}\), if exists, is compatible with \(\psi_{y(\vec{G})}\) if \[\pi\cdot \phi = \pi\cdot
\psi_{y(\vec{G})}.\]
We denote by \(\vec{\mathcal{H}}\) the set of all \(\vec{S}\)-partite graphs \(\vec{G}\) such that \(y(\vec{G})\in
\mathsf{X}_0\) and that \(\vec{G}\) admits an embedding \(\phi: \vec{H}_{y(\vec{G})} \to \vec{G}\), compatible with \(\psi_{y(\vec{G})}\). We now
state the main result of the section:
Theorem 5. Let \(W\) be a loop-free step graphon. If \(W\) satisfies Conditions \(A\) and \(B\),
then \[\lim_{n\to\infty}\mathbf{P}(\vec{G}_n \sim W \in \vec{\mathcal{H}}) = 1.\]
We take a two-step approach to establish the result: In Subsection 6.1, we associate to \(W\) a symmetric step-graphon \(W^\mathsf{s}\)
and use it to sample undirected random graph \(G_n\sim W^\mathsf{s}\). The two random graphs \(G_n\) and \(\vec{G}_n\) relate to each other in the
way that the probability of the event that \(\vec{G}_n\in \vec{\mathcal{H}}\) is bounded from below by the probability of the event that \(H_{y(G_n)}\) is embeddable into \(G_n\), where \(H_y\) is the undirected counterpart of \(\vec{H}_y\). This step allows for the use of the Blow-up Lemma, which we do in Subsection 6.2.
Let \(\sigma = (\sigma_0,\ldots,\sigma_m)\) be a partition for \(W\). Recall that \(p_{ij}\) is the value of \(W\) over
\(R_{ij} = [\sigma_{i-1}, \sigma_i)\times [\sigma_{j-1}, \sigma_j)\). We define a symmetric step-graphon \(W^{\mathsf{s}}\) as follows: \[\label{eq:defhatw}
W^{\mathsf{s}}(s,t) :=
\begin{cases}
\max\{p_{ij}, p_{ji}\} & ifp_{ij} p_{ji} = 0 \\
p_{ij} p_{ji} & otherwise,
\end{cases} \quad for(s, t)\in R_{ij}and for1\leq i, j \leq m.\tag{40}\] We use \(q_{ij}\) to denote the value of \(W^{\mathsf{s}}\) over \(R_{ij}\) (and \(R_{ji}\)). See Figure 7 for illustration.
Figure 7: Given the step-graphon \(W\) in (a), we use the rule 40 to obtain the symmetric graphon \(W^\mathsf{s}\) in (b). The
undirected graph in (c) is the skeleton graph of \(W^\mathsf{s}\) for the partition \(\sigma = \frac{1}{16}(0,1,4,9,12.5,16)\). The digraph \(\vec{G}_{n}\)
(same as the one in Figure [sfig2:samplegraph]) is sampled from \(W\). The undirected graph \(G_{n}\) in (e) is sampled from \(W^\mathsf{s}\), following steps \(S1\) and \(S'2\).Finally, consider the following two
sampling procedures: One is to trim \(\vec{G}_{n}\sim W\) by removing certain edges specified in step \(S3\)—these edges are dashed and in gray. We denote by the resulting graph \(\vec{G}^*_{n}\sim W^*\).The other is to perform step \(S'3\) on \(G_{n}\) to transform it into the digraph \(\vec{G}^s_{n}\). In this case, \(\vec{G}^*_{n}\) and \(\vec{G}^s_{n}\) are the same, given in (f). In Lemma 12, we argued that the two sampling procedures are equivalent in the sense that \(\vec{G}^*_n\) and \(\vec{G}^s_n\) have
the same distribution.
To the step-graphon \(W^{\mathsf{s}}\) with partition \(\sigma\), there corresponds the undirected graph \(S\) on \(m\) nodes defined as follows: We still use \(u_1,\ldots, u_m\) to denote the nodes of \(S\). A pair \((u_i,u_j)\) is an edge of
\(S\) if \(q_{ij} > 0\). It follows from 40 that \((u_i,u_j)\) is an edge of \(S\) if and
only if \(\vec{S}\) contains either \(u_iu_j\) or \(u_ju_i\), or both. Since \(\vec{S}\) does not have any self loop (as
\(W\) is loop free), neither does \(S\).
We use \(W^{\mathsf{s}}\) to sample an undirected graph \(G_n\) on \(n\) nodes as follows: First, follow step \(S1\) to obtain the coordinates \(t_i\)’s of the \(n\) nodes. Then,
For each pair of two distinct nodes \(v_i\) and \(v_j\), place an undirected edge \((v_i,v_j)\) with probability \(W^{\mathsf{s}}(t_i, t_j)\).
We next introduce the set of \(S\)-partite graphs:
Definition 12. An undirected graph \(G\) is \(S\)-partite if there is a graph homomorphism \(\pi: G \to S\).
Further, \(G\) is complete \(S\)-partite if \[(v_i,v_j) \in E(G) \quad \Longleftrightarrow \quad (\pi(v_i), \pi(v_j)) \in E(S).\]
Similarly, for a given \(S\)-partite graph \(G\), we let \(y(G) := (y_1(G),\ldots, y_m(G))\), with \(y_i :=
|\pi^{-1}(u_i)|\) for all \(i = 1,\ldots, m\). Given a vector \(y\in \mathbb{N}^m_0\), we use \(K_y\) to denote the complete \(S\)-partite graph, with \(y(K_y) = y\).
It is clear from the sampling procedure (more specifically, step \(S'2\)) that \(G_n\sim W^{\mathsf{s}}\) is \(S\)-partite, with the graph
homomorphism \(\pi\) being the one that sends each node \(v_j\in V(G_n)\) to \(u_i\) if \(t_j\in [\sigma_{i-1}, \sigma_i)\).
Given the \(\vec{S}\)-partite graph \(\vec{H}_y\) introduced right above 39 , we let \(H_y\) be the \(S\)-partite graph obtained from \(\vec{H}_y\) by ignoring the orientations of its edges, i.e., \[\begin{align}
V(H_y) & = V(\vec{H}_y), \\
E(H_y) & = \{(v_i,v_j) \mid \vec{H}_ycontains at least one of the two edgesv_iv_jandv_jv_i\}.
\end{align}\] Note that if \(\vec{H}_y\) is a cycle and if it has more than two nodes, then \(H_y\) is an (undirected) cycle. If \(\vec{H}_y\) is a
node-wise disjoint union of cycles, then \(H_y\) is a node-wise disjoint union of cycles and edges, where the edges correspond to the \(2\)-cycles in \(\vec{H}_y\).
For any \(y\in \mathsf{X}_0\), the embedding \(\psi_y\) given in 39 induces the embedding of \(H_y\) into \(K_y\), which sends the edges \((v_i, v_j)\) of \(H_y\) to \((\psi_y(v_i), \psi_y(v_j))\). With slight abuse of notation, we
still use \(\psi_y: H_y \to K_y\) to denote the induced embedding.
Let \(\mathcal{H}\) be the set of all \(S\)-partite graphs \(G\) such that \(y(G) \in \mathsf{X}_0\) and that there
exists an embedding \(\phi: H_{y(G)}\to G\) which is compatible with \(\psi_{y(G)}\), i.e., \(\pi \cdot \phi = \pi\cdot \psi_{y(G)}\).
The main result of the subsection is the following:
Proposition 6. For any \(n\in \mathbb{N}\), \[\mathbf{P}(G_n \sim W^{\mathsf{s}} \in \mathcal{H}) \leq \mathbf{P}(\vec{G}_n \in W \in \vec{\mathcal{H}}).\]
We establish below Proposition 6. Given an \(S\)-partite graph \(G\), we perform the
following operation on its edge set to obtain an \(\vec{S}\)-partite digraph:
For each edge \((v_i,v_j)\) of \(G\), we consider the following three cases:
Case 1: If \(u_iu_j\in \vec{S}\) and \(u_ju_i\notin \vec{S}\), then replace \((v_i,v_j)\) with \(v_iv_j\);
Case 2: If \(u_ju_i\in \vec{S}\) and \(u_iu_j\notin \vec{S}\), then replace \((v_i,v_j)\) with \(v_jv_i\);
Case 3: If \(u_iu_j, u_ju_i\in \vec{S}\), then replace \((v_i,v_j)\) with two edges \(v_iv_j\) and \(v_jv_i\).
We denote by \(\vec{G}^{\mathsf{s}}\) the resulting digraph.
Note that an embedding \(\phi: H_y \to G\), with \(y(G) = y\), does not necessarily induce an embedding \(\phi: \vec{H}_y \to \vec{G}^{\mathsf{s}}\);
indeed, there may exist an edge \(v_iv_j\) of \(\vec{H}_y\) such that \(\phi(v_i)\phi(v_j)\) is not an edge of \(\vec{G}^\mathsf{s}\) (even though \((\phi(v_i), \phi(v_j))\) is an edge of \(G\)). See Figure 8 for illustration.
The following lemma shows that the induced embedding always exists if \(\phi\) is compatible with \(\psi_y\):
Figure 8: The graph \(G\) in (b) is obtained from \(\vec{G}\) by ignoring the orientations of the edges (the two directed edges \(v_2v_3\) and \(v_3v_2\) are reduced to the same edge \((v_2,v_3)\)). A Hamiltonian cycle (HC) \(v_1v_2v_3v_4v_1\) of \(\vec{G}\) induces an HC of \(G\). However, the converse is in general not true. For example, \(v_1v_3v_2v_4v_1\) is an HC of \(G\), but does not induce an HC of \(\vec{G}\) because \(v_1v_3\) is not an edge of \(\vec{G}\).
Lemma 10. Let \(G \in \mathcal{H}\) and \(\phi: H_{y(G)}\to G\) be an embedding compatible with \(\psi_{y(G)}\). Then, \(\phi\) induces an embedding of \(\vec{H}_{y(G)}\) to \(\vec{G}^{\mathsf{s}}\). In particular, we have that \[G \in \mathcal{H}\quad
\Longleftrightarrow \quad \vec{G}^\mathsf{s}\in \vec{\mathcal{H}}.\]
Proof. Within the proof, we will simply write \(\psi\) by omitting its sub-index. We show that \[v_iv_j\in E(\vec{H}_{y(G)}) \quad \Longrightarrow \quad \phi(v_i)\phi(v_j)\in
E(\vec{G}^\mathsf{s}).\] Since \(\phi\) is compatible with \(\psi\), we have that \[u_i := \pi\cdot \psi(v_i) = \pi \cdot \phi(v_i) \quad and \quad u_j :=
\pi\cdot \psi(v_j) = \pi\cdot \phi(v_j).\] Since \(\pi\cdot \psi: \vec{H}_y\to \vec{S}\) is a graph homomorphism, \(u_iu_j\) is an edge of \(\vec{S}\). Also, since \(\phi: H_y\to G\) is a graph homomorphism, \((\phi(v_i), \phi(v_j))\) is an edge of \(G\). Then, by the
operation given in the step \(S'3\), we conclude that \(\phi(v_i)\phi(v_j)\) is an edge of \(\vec{G}^{\mathsf{s}}\). ◻
With slight abuse of notation, we denote by \(\vec{G}^{\mathsf{s}}_n\sim W^{\mathsf{s}}\) the random digraph on \(n\) nodes obtained by following the steps \(S1\), \(S'2\), and \(S'3\). An immediate consequence of Lemma 10 is then the following:
Lemma 11. For any \(n\in \mathbb{N}\), \[\label{eq:intermediatestep0}
\mathbf{P}(G_n \sim W^\mathsf{s}\in \mathcal{H}) = \mathbf{P}(\vec{G}^\mathsf{s}_n \sim W^\mathsf{s}\in \vec{\mathcal{H}}).\qquad{(12)}\]
The following lemma relates the event \(\vec{G}^\mathsf{s}_n \sim W^\mathsf{s}\in \mathcal{H}\) to the event \(\vec{G}_n\sim W\in \mathcal{H}\), and completes the proof of Proposition 6.
Lemma 12. For any \(n\in \mathbb{N}\), \[\mathbf{P}(\vec{G}^{\mathsf{s}}_n \sim W^{\mathsf{s}} \in \vec{\mathcal{H}}) \leq \mathbf{P}(\vec{G}_n \sim W \in
\vec{\mathcal{H}}).\]
Proof. Given an arbitrary \(\vec{S}\)-partite graph \(\vec{G}_n\), we let \(\vec{G}^*_n\) be obtained by removing certain edges out of \(\vec{G}_n\) as specified below:
An edge \(v_iv_j \in E(\vec{G}_n)\) will be removed if the following two conditions hold:
1: Both \(\pi(v_i)\pi(v_j)\) and \(\pi(v_j)\pi(v_i)\) are edges of \(\vec{S}\). 2:\(v_jv_i\) is not an
edge of \(\vec{G}_n\).
We denote by \(\vec{G}_n^*\sim W^*\) the random digraph obtained by following the steps \(S1\), \(S2\), and \(S3\). Let
\(u_i, u_j\in V(\vec{S})\) be such that \(u_iu_j, u_ju_i\in E(\vec{S})\). It is clear that for two distinct nodes \(v_i\in \pi^{-1}(u_i)\) and \(v_j\in \pi^{-1}(u_j)\), the probability that \(\vec{G}_n\sim W\) has both edges \(v_iv_j\) and \(v_j v_i\) is \(p_{ij}p_{ji} = q_{ij}\). Thus, by step \(S3\), \[\mathbf{P}(v_iv_j\in \vec{G}^*_nandv_jv_i\in \vec{G}^*_n) = q_{ij} \quad and \quad \mathbf{P}(v_iv_j\notin
\vec{G}^*_nandv_jv_i\notin \vec{G}^*_n) = 1 - q_{ij}.\] This, in particular, implies that the two sampling procedures, namely, the one (\(S1\)-\(S'2\)-\(S'3\)) for sampling \(\vec{G}^{\mathsf{s}}_n \sim W^{\mathsf{s}}\) and the other (\(S1\)-\(S2\)-\(S3\)) for sampling \(\vec{G}_n^*\sim W^*\), are in fact equivalent to each other. It follows that \[\label{eq:intermediatestep1} \mathbf{P}(\vec{G}^{\mathsf{s}}_n \sim W^{\mathsf{s}} \in \vec{\mathcal{H}}) = \mathbf{P}(\vec{G}_n^* \sim W^* \in \vec{\mathcal{H}}).\tag{41}\]
The condition that an \(\vec{S}\)-partite graph belongs to \(\vec{\mathcal{H}}\) is monotone with respect to edge addition. Since \(\vec{G}^*_n\) is
obtained from \(\vec{G}_n\) by removing edges, \(\vec{G}^*_n\in \vec{\mathcal{H}}\) implies \(\vec{G}_n \in \vec{\mathcal{H}}\). Thus,
\[\label{eq:intermediatestep2}
\mathbf{P}(\vec{G}_n^* \sim W^* \in \vec{\mathcal{H}}) \leq \mathbf{P}(\vec{G}_n \sim W \in \vec{\mathcal{H}}).\tag{42}\] The lemma then follows from 41 and 42
. ◻
Let \(\mathsf{U}\) be the open neighborhood of \(x^*\) in \(\mathsf{X}\), which is introduced at the beginning of Section 5. Since \(x^*\in \operatorname{int}\mathsf{X}\) and since \(x(G_n)\) converges to \(x^*\)a.a.s., it holds
that \(y(G_n) \in \mathsf{X}_0\)a.a.s.. We show below that \[\label{eq:alsmotsureembddingH}
\lim_{n\to\infty} \mathbf{P}(G_n \sim W^{\mathsf{s}} \in \mathcal{H}\mid y(G_n) \in \mathsf{X}_0) = 1.\tag{43}\] In words, we show that if \(y(G_n)\in \mathsf{X}_0\), then a.a.s. there exists an
embedding \(\phi: H_{y(G_n)} \to G_n\), compatible with \(\psi_{y(G_n)}: H_{y(G_n)}\to K_{y(G_n)}\). Note that if 43 holds, then by Proposition 6, we have that \[\lim_{n\to\infty}\mathbf{P}(\vec{G}_n \sim W \in\vec{H}) = 1,\] i.e., Theorem 5 holds, which will then complete the proof of ?? and ?? .
The proof of 43 relies on the use of the Blow-up lemma, which we recall below. Let \(G\) be an arbitrary undirected graph. For two disjoint subsets \(X\) and \(Y\) of \(V(G)\), we let \(e(X,Y)\) be the number of edges between \(X\) and \(Y\). We need the following definition:
Definition 13 (Super-regular pair). Let \(G\) be an undirected graph, and \(A\), \(B\) be two disjoint subsets of \(V(G)\). The pair \((A,B)\) is \((\epsilon,\delta)\)-super-regular if \[\label{eq:edgedensitycondition} e(X,Y) > \delta |X||Y|, \quad for anyX\subseteq AandY\subseteq B,with|X| > \epsilon |A|and|Y| > \epsilon |B|,\qquad{(13)}\] and, moreover, \[\label{eq:degreecondition} e(a, B) > \delta |B| \quad for anya\in A, \quad and \quad e(b, A) > \delta |A| \quad for anyb\in B.\qquad{(14)}\]
We extend the above definition to the \(S\)-partite graphs:
Definition 14 (Super-regular \(S\)-partite graphs). Let \(S\) be an undirected graph, without self-loops, on \(m\) nodes. An \(S\)-partite graph \(G\), with \(y(G)\in \mathbb{N}^m\), is \((\epsilon,\delta)\)-super-regular if for any two
distinct nodes \(u_i, u_j\in V(S)\), \((\pi^{-1}(u_i), \pi^{-1}(u_j))\) is \((\epsilon,\delta)\)-super-regular.
For an arbitrary graph \(H\), we let \(\Delta(H)\) be the degree of \(H\) (i.e., the maximum of the degrees of its nodes). We reproduce below the Blow-up
lemma [9]:
Lemma 13 (Blow-up Lemma). Let \(S\) be an undirected graph, without self-loops, on \(m\) nodes. Then, given parameters \(\delta >
0\) and \(\Delta\in \mathbb{N}\), there exists an \(\epsilon = \epsilon(\delta,\Delta, m) > 0\) such that for any \(y\in \mathbb{N}^m\), the
following holds: If \(H\) is an undirected graph with \(\Delta(H) \leq \Delta\) and if there is an embedding \(\psi: H \to K_y(S)\), then for any \((\epsilon, \delta)\)-super-regular \(S\)-partite graph \(G\), with \(y(G) = y\), there is an embedding \(\phi: H \to G\), compatible with \(\psi\).
We now return to the proof of 43 . For any \(y\in \mathsf{X}_0\), we let \(H_y\) be given as in the previous subsection. As argued earlier, \(H_y\) is either a cycle or a node-wise disjoint union of cycles and possibly edges. Thus, \[\Delta(H_y) \leq 2, \quad for ally\in \mathsf{X}_0.\] Also, it has been shown (as a consequence of
Theorem 4) that there is an embedding \(\psi_y: H_y\to K_{y}\) for all \(y\in \mathsf{X}_0\). Let
\[\label{eq:defdelta}
\delta := \frac{1}{2} \min \{q_{ij} \mid (u_i,u_j) \in E(S)\}.\tag{44}\] and \(\epsilon := \epsilon(\delta, 2, m) > 0\) be given as in the statement of Lemma 13. It remains to show that a.a.s.\(G_n\sim W^\mathsf{s}\) is \((\epsilon,\delta)\)-super-regular.
Proposition 7. For any \(\epsilon > 0\), \[\lim_{n\to\infty} \mathbf{P}(G_n \sim W^{\mathsf{s}}is(\epsilon,\delta)-super-regular) = 1.\]
The proof of the proposition uses standard arguments in random graph theory. For completeness of presentation, we include it in Appendix 9. 0◻
We say that \(\sigma'\) is a refinement of \(\sigma\) if \(\sigma'\) contains \(\sigma\) as a
subsequence. Furthermore, \(\sigma'\) is a one-step refinement of \(\sigma\) if \(\sigma'\) contains one more element than \(\sigma\) does. It is clear that any refinement can be obtained by iterating one-step refinements. Note that for any two arbitrary partitions \(\sigma\) and \(\sigma'\), there exists a partition \(\sigma''\) as a refinement of both \(\sigma\) and \(\sigma'\). The
arguments above then imply that to establish Proposition 1, it suffices to prove for the case where \(\sigma'\) is a one-step refinement of \(\sigma\).
Figure 9: Two digraphs \(\vec{S}\) and \(\vec{S}'\) are skeleton graphs of \(W\) in Figure [sfig1:stepgraphon] for \(\sigma = \frac{1}{16}(0,1,4,9,16)\) and \(\sigma' = \frac{1}{16}(0,1,4,9,12.5, 16)\), where
\(\sigma'\) is a one-step refinement of \(\sigma\). The two bipartite graphs \(B_{\vec{S}}\) and \(B_{\vec{S}'}\)
in (c) and (d) are associated with \(\vec{S}\) and \(\vec{S}'\), respectively.We show in Appendix 7 that \(\vec{S}'\) is strongly connected if and only if \(\vec{S}\) is, and that \(B_{\vec{S}'}\) is connected if and only if \(B_{\vec{S}}\) is (in this case, both \(\vec{S}'\) and \(\vec{S}\) are strongly connected, and both \(B_{\vec{S}'}\) and
\(B_{\vec{S}}\) are connected).
Let \(\sigma = (\sigma_0,\ldots, \sigma_{m-1}, \sigma_*)\), with \(\sigma_0 = 0\) and \(\sigma_* = 1\). We assume, without loss of generality, that \(\sigma'\) is obtained from \(\sigma\) by inserting an element \(\sigma_m\) between \(\sigma_{m-1}\) and \(\sigma_*\): \[\sigma' = (\sigma_0,\ldots, \sigma_{m-1},\sigma_m, \sigma_*).\] Then, the following hold for \(x'^*\), \(\vec{S}'\), and \(B_{\vec{S}'}\):
The skeleton graph \(\vec{S}'\) can be obtained from \(\vec{S}\) by adding the new node \(u_{m+1}\), as a “copy” of \(u_m\), and new edges incident to \(u_{m+1}\), i.e., \[V(\vec{S}') = V(\vec{S}) \cup \{u_{m+1}\},\] and
\[\begin{gather}
\label{eq:edgesetfors39refine}
E(\vec{S}') = E(\vec{S}) \cup \{u_i u_{m+1} \mid u_iu_m\in E(\vec{S})\} \cup \{u_{m+1} u_j \mid u_mu_j \in E(\vec{S})\} \\
\cup \{u_{m+1}u_{m+1}ifu_mu_m\in E(\vec{S}) \}.
\end{gather}\tag{46}\] With slight abuse of terminology, we call any such digraph \(\vec{S}'\), obtained from \(\vec{S}\) via the above operation, a one-step
refinement on node \(u_m\).
Correspondingly, the bipartite graph \(B_{\vec{S}'}\) is given by \[V'(B_{\vec{S}'}) = V'(B_{\vec{S}}) \cup \{u'_{m+1}\}, \quad
V''(B_{\vec{S}'}) = V''(B_{\vec{S}}) \cup \{u''_{m+1}\}\] and \[\begin{gather}
\label{eq:edgesetforbs39refine}
E(B_{\vec{S}'}) = E(B_{\vec{S}}) \cup \{(u'_i, u''_{m+1}) \mid (u'_i,u''_m)\in E(B_{\vec{S}})\} \\
\cup \{(u'_{m+1}, u''_j) \mid (u'_m, u''_j) \in E(B_{\vec{S}})\} \\
\cup \{(u'_{m+1}, u''_{m+1})if(u'_m, u''_m) \in E(B_{\vec{S}}) \}.
\end{gather}\tag{47}\]
We now establish the three items of the proposition:
Consider the graph homomorphism \(\theta: \vec{S}' \to \vec{S}\) defined by \[\theta(u_i):=
\begin{cases}
u_i & if1\leq i \leq m \\
u_{m} & ifi = m + 1
\end{cases}\] In words, \(\theta\) identifies the node \(u_{m+1}\) with \(u_m\). It follows directly from 46
that \[u_i u_j \in E(\vec{S}') \quad \Longleftrightarrow \quad \theta(u_i)\theta(u_j) \in E(\vec{S}).\] Thus, \[\label{eq:walksofss39}
\vec{P}'=u_{i_1}\cdots u_{i_\ell}is a walk of\vec{S}' \quad \Longleftrightarrow \quad \theta(\vec{P}'):=\theta(u_{i_1})\cdots \theta(u_{i_\ell})is a walk of\vec{S}.\tag{48}\]
Let \(u_i\) and \(u_j\) be two distinct nodes of \(\vec{S}\). We pick nodes \(u_{i'}\in \theta^{-1}(u_i)\) and \(u_{j'}\in \theta^{-1}(u_j)\). Since \(\vec{S}'\) is strongly connected, there is a path \(\vec{P}'\) of \(\vec{S}'\) from \(u_{i'}\) to \(u_{j'}\). By 48 , we have that \(\theta(\vec{P}')\) is a walk of \(\vec{S}\) from \(u_i\) to \(u_j\).
Let \(u_{i'}\) and \(u_{j'}\) be two distinct nodes of \(\vec{S}'\). We first consider the case where \(u_i :=
\theta(u_{i'})\) and \(u_j := \theta(u_{j'})\) are two distinct nodes. In this case, there is a path \(\vec{P} = u_{i_1}\cdots u_{i_\ell}\), with \(u_{i_1} = u_i\) and \(u_{i_\ell} = u_j\), of \(\vec{S}\) from \(u_i\) to \(u_j\). We pick nodes
\(u_{i'_j}\in \theta^{-1}(u_{i_j})\), for \(j = 2,\ldots, \ell-1\). Then, by 48 , \(u_{i'} u_{i'_2} \cdots
u_{i'_{\ell - 1}}u_{j'}\) is a path of \(\vec{S}'\) from \(u_{i'}\) to \(u_{j'}\). We now assume that \(u_i = u_j\). Since \(\vec{S}\) has at least \(2\) nodes (\(m \geq 2\)), there exists a node \(u_k\) of \(\vec{S}\) such that \(u_k \neq u_i\). Let \(\vec{P}_{1} = u_{i_1} \cdots u_{i_{\ell_1}}\) (resp., \(\vec{P}_{2} = u_{i_{\ell_1}} u_{i_{\ell_1 + 1}}\cdots u_{i_{\ell}}\)) be a path of \(\vec{S}\) from \(u_i\) to \(u_k\) (resp.,
from \(u_k\) to \(u_i\)), where \(u_{i_1} = u_{i_\ell} = u_i\) and \(u_{i_{\ell_1}} = u_k\). Concatenating \(\vec{P}_1\) and \(\vec{P}_2\), we obtain a closed walk. Pick nodes \(u_{i'_j}\in \theta^{-1}(u_{i_j})\), for \(j = 2,\ldots,
\ell-1\). Using again 48 , we conclude that \(u_{i'}u_{i'_2} \cdots u_{i'_{\ell - 1}} u_{j'}\) is a walk of \(\vec{S}'\) from
\(u_{i'}\) to \(u_{j'}\). 0◻
Let \(\vec{S}_1,\ldots, \vec{S}_q\) be the SCCs of \(\vec{S}\), and \(\vec{S}'_1,\ldots, \vec{S}'_{q'}\) be the SCCs of \(\vec{S}'\). Without loss of generality, we assume that \(u_m\in V(\vec{S}_q)\). By Lemma 1, it suffices to show that \[\label{eq:reducetoconnectBitem2}
B_{\vec{S}_1},\ldots, B_{\vec{S}_q}are connected \quad \Longleftrightarrow \quad
B_{\vec{S}'_1},\ldots, B_{\vec{S}'_{q'}}are connected.\tag{49}\]
If \(\vec{S}_q\) comprises the single node \(u_m\) without self-loop, then \(\vec{S}'\) has \((q + 1)\) SCCs \(\vec{S}'_1,\ldots, \vec{S}'_{q+1}\), where \(\vec{S}'_p := \vec{S}_p\), for \(p = 1,\ldots, q\), and \(\vec{S}'_{q+1}\) comprises the single node \(u_{m+1}\) without self-loop. It follows that the bipartite graph \(B_{\vec{S}_q}\) has two nodes \(u'_m\) and \(u''_m\), without the edge \((u'_m,u''_m)\), so \(B_{\vec{S}_q}\) is disconnected. The same
applies to \(B_{\vec{S}'_{q+1}}\). Then, by Lemma 1, \(\operatorname{co-rank}(Z)\geq
1\) and \(\operatorname{co-rank}(Z')\geq 2\).
To prove item 2, we must assume either \(\operatorname{co-rank}(Z) = 0\) or \(\operatorname{co-rank}(Z') = 0\) and establish the other. By the above arguments, either \(\vec{S}_q\) has at least two nodes, or, \(\vec{S}_q\) comprises the single node \(u_m\) with self-loop. It follows that \(\vec{S}'\) has \(q\) SCCs \(\vec{S}'_1,\ldots, \vec{S}'_q\), where \(\vec{S}'_p := \vec{S}_p\) for all \(p = 1,\ldots, q-1\), and \(\vec{S}'_q\) is a one-step refinement of \(\vec{S}_q\) on \(u_m\). Thus, to prove 49 , it now suffices to establish the following result:
Lemma 14. Let \(\vec{S}\) be an arbitrary digraph on \(m\) nodes, with \(m \geq 1\), possibly with self-loops. Let \(\vec{S}'\) be obtained from \(\vec{S}\) by performing the one-step refinement on node \(u_m\) as described in 46 .
Then, \(B_{\vec{S}}\) is connected if and only if \(B_{\vec{S}'}\) is.
Proof. The arguments are similar to those for proving item 1 of Proposition 1. With slight abuse of notation, we now let \(\theta: B_{\vec{S}'} \to B_{\vec{S}}\) be the graph homomorphism defined as \[\theta(u'_i):=
\begin{cases}
u'_i & if1\leq i \leq m \\
u'_{m} & ifi = m + 1,
\end{cases} \quad
and \quad
\theta(u''_i):=
\begin{cases}
u''_i & if1\leq i \leq m \\
u''_{m} & ifi = m + 1.
\end{cases}\] It follows from 47 that \[(u'_i,u''_j) \in E(B_{\vec{S}'}) \quad \Longleftrightarrow \quad (\theta(u'_i),\theta(u''_j)) \in
E(B_{\vec{S}}),\] and hence, \[\label{eq:walksofbsbs39}
u'_{i_1}u''_{j_1} \cdots u'_{i_\ell} u''_{j_\ell}is a walk ofB_{\vec{S}'} \, \Leftrightarrow \,
\theta(u'_{i_1})\theta(u''_{j_1}) \cdots \theta(u'_{i_\ell}) \theta(u''_{j_\ell})is a walk ofB_{\vec{S}}.\tag{50}\] The lemma is then an immediate consequence of 50 . ◻
Let \(\vec{C}_1, \ldots, \vec{C}_\ell\), for \(\ell \leq k\), be the cycles of \(\vec{S}\) that contain \(u_m\). Every
such cycle \(\vec{C}_p\), for \(1 \leq p \leq \ell\), induces two different cycles in \(\vec{S}'\): one is \(\vec{C}_{p, 1}:=
\vec{C}_{p}\) and the other is obtained by replacing the node \(u_m\) in \(\vec{C}_p\) with \(u_{m+1}\). We denote it by \(C_{p, 2}\). The set of cycles of \(\vec{S}'\) is thus given by \[\{\vec{C}_{p, i} \mid 1 \leq p \leq \elland1\leq i \leq 2\} \cup \{\vec{C}_q \mid \ell + 1 \leq
q\leq k\}.\] Let \(z'_{p, i}\) and \(z'_q\) be the node-cycle incidence vectors of \(\vec{S}'\) corresponding to \(\vec{C}_{p, i}\) and \(\vec{C}_q\). Then, \[\label{eq:defz39forcase1}
z'_{p, 1} = \hat{z}_p, \quad z'_{p, 2} = \hat{z}_p - e_m + e_{m+1}, \quad andz'_q = \hat{z}_q,\tag{51}\] where we recall that \(\hat{z}_j= (z_j; 0)\).
We write \(x^* = \sum_{j= 1}^k c_j z_j\) with \(c_j \geq 0\). Since \(\vec{C}_1,\ldots, \vec{C}_\ell\) are the cycles that contain \(u_m\), we have that \[\label{eq:sumcp}
\sum_{p = 1}^\ell c_p = x^*_{m} = (1 - \sigma_{m-1}).\tag{52}\] Now, let \[\label{eq:defc39forcase1}
c'_{p, 1} := \frac{\sigma_m - \sigma_{m-1}}{1 - \sigma_{m-1}} c_p, \quad c'_{p, 2} := \frac{1 - \sigma_m}{1 - \sigma_{m-1}} c_p, \quad andc'_q := c_q.\tag{53}\] Note that \(c'_{p, 1} + c'_{p, 2} =
c_p\) for all \(1 \leq p \leq \ell\). Then, \[\begin{align}
x'^* & = \hat{x}^* + (1 - \sigma_m) (e_{m + 1} - e_m) \notag\\
& = \sum_{j = 1}^k c_j \hat{z}_j + (1 - \sigma_m) (e_{m + 1} - e_m) \notag\\
& = \sum_{p = 1}^\ell \left [ \sum_{i = 1}^2 c'_{p, i} \right ]\hat{z}_{p} + \sum_{q = \ell + 1}^k c'_q \hat{z}_q + (1 - \sigma_m)(e_{m + 1} - e_m) \notag \\
& = \sum_{p = 1}^\ell \sum_{i = 1}^2 c'_{p, i} z'_{p, i} + \sum_{q = \ell + 1}^k c'_q z'_q + \left [ (1 - \sigma_{m}) - \sum_{p = 1}^\ell c'_{p, 2} \right ] (e_{m + 1} - e_m) \notag \\
& = \sum_{p = 1}^\ell \sum_{i = 1}^2 c'_{p, i} z'_{p, i} + \sum_{q = \ell + 1}^k c'_q z'_q + (1 - \sigma_{m}) \left [ 1 - \frac{1}{ 1- \sigma_{m-1}} \sum_{p = 1}^\ell c_p \right ] (e_{m + 1} - e_m) \notag \\
& = \sum_{p = 1}^\ell \sum_{i = 1}^2 c'_{p, i} z'_{p, i} + \sum_{q = \ell + 1}^k c'_q z'_q, \label{eq:positivecombforx39case1}
\end{align}\tag{54}\] where the first equality follows from 45 , the fourth equality follows from 51 , the fifth equality follows from 53 ,
and the last equality follows from 52 . By 54 , \(x'^*\in \mathsf{X}'\). If, further, the coefficients \(c_j\)’s are positive (which holds if \(x^*\in \operatorname{int}\mathsf{X}\)), then by 53 the \(c'_{p, i}\)’s and the
\(c'_q\)’s are positive as well and hence, \(x'^*\in \operatorname{int}\mathsf{X}'\).
We write \[x'^* = \sum_{p = 1}^\ell \sum_{i = 1}^2 c'_{p, i} z'_{p, i} + \sum_{q = \ell + 1}^k c'_q z'_q,\] where the \(c'_{p, i}\)’s and the \(c_q\)’s are nonnegative. For \(p = 1,\ldots, \ell\) and for \(q = \ell + 1, \ldots, k\), we define \[\label{eq:defcjforcase1}
c_p:= c'_{p, 1} + c'_{p, 2} \quad and \quad c_q:= c'_q.\tag{55}\] Let \(J\in \mathbb{R}^{m\times (m + 1)}\) be defined as follows: \[J :=
\begin{bmatrix}
1 & & & \\
& \ddots & & \\
& & 1 & 1
\end{bmatrix}.\] It follows from 51 and 45 that \[z_p = J z'_{p, i}, \quad z_q = J z'_q, \quad andx^* = J x'^*.\] Thus, \[\begin{align}
x^* & = J x'^* \notag \\ & = \sum_{p = 1}^\ell \sum_{i = 1}^2 c'_{p, i} J z'_{p, i} + \sum_{q = \ell + 1}^k c'_q J z'_q \notag \\ & = \sum_{p = 1}^\ell \left [ \sum_{i = 1}^2 c'_{p, i} \right ] z_{p} + \sum_{q = \ell +
1}^k c'_q z_q \notag \\ & = \sum_{j = 1}^k c_j z_j, \notag
\end{align}\] which shows that \(x^*\in \mathsf{X}\). By 55 , if the \(c'_{p, i}\)’s and the \(c'_q\)’s are
positive, then so are the \(c_j\)’s, which implies that if \(x'^*\in \operatorname{int}\mathsf{X}'\), then \(x^*\in \operatorname{int}\mathsf{X}\).
0◻
We again let \(\vec{C}_1, \ldots, \vec{C}_\ell\), for \(\ell \leq k\), be the cycles of \(\vec{S}\) that contain \(u_m\),
with \(\vec{C}_1 = u_m u_m\) the self-loop. The self-loop \(\vec{C}_1\) induces three cycles in \(\vec{S}'\): \[\vec{C}_{1, 1}
= u_mu_m, \quad \vec{C}_{1, 2} = u_{m + 1} u_{m + 1}, \quad and \quad \vec{C}_{1, 3} = u_m u_{m + 1} u_m.\] As argued at the beginning of Subsection 4.3, each cycle \(\vec{C}_p\), for \(2\leq p \leq \ell\), induces four different cycles: \(\vec{C}_{p, 1} := \vec{C}_p\) and \(\vec{C}_{p, 2}\),
\(\vec{C}_{p, 3}\), \(\vec{C}_{p, 4}\) are obtained by replacing \(u_m \in \vec{C}_p\) with \(u_{m+1}\), \(u_mu_{m+1}\), \(u_{m+1}u_m\), respectively.
Let \(z'_{1,i}\), for \(i = 1,\ldots, 3\), be the node-cycle incidence vectors corresponding to \(\vec{C}_{1,i}\), which are given by \[z'_{1,1} = e_m, \quad z'_{1,2} = e_{m+1}, \quad and \quad z'_{1,3} = e_m + e_{m + 1}.\] Let \(z'_{p,i}\), for \(2\leq p \leq \ell\) and \(1\leq i \leq 4\), be the node-cycle incidence vectors corresponding to \(\vec{C}_{p,i}\), as given in 24 . Note, in particular, that \[\begin{align}
z'_{1,3} & = z'_{1,1} + z'_{1,2}, \\
z'_{p,3} & = z'_{p,4} = z'_{p,1} + z'_{1,2} = z'_{p,2} + z'_{1,1}, \quad forp = 2,\ldots, \ell,\\
\end{align}\] which implies that none of the vectors \(z'_{1,3}\), \(z'_{p,3}\), and \(z'_{p,4}\) is an extremal generator of \(\mathsf{X}'\), and can thus be suppressed in the nonnegative (positive) combination of \(x'^*\). The same arguments used in the above case can be used to establish the current case.
0◻
Let \(W\) be a step-graphon with symmetric support, i.e., \(W(s, t)\neq 0\) if and only if \(W(t,s) \neq 0\). Let \(\sigma\) be a partition for \(W\) and \(\vec{S}\) be the associated skeleton graph. Note that \(\vec{S}\) is symmetric. Let
\(S\) be the undirected graph obtained from \(\vec{S}\) by ignoring the orientations of the self-loops and by replacing every pair of oppositely oriented edges \(\{u_iu_j, u_ju_i\}\), for \(u_i\neq u_j\), with the corresponding undirected edge \((u_i, u_j)\).
Definition 15. Let \(f_1, \cdots, f_\ell\) be the edges of \(S\). To each \(f_j\), we associate the node-edge incidence
vector\(z'_j := \sum_{u_i\in f_j} e_i\). The node-edge incidence matrix of \(S\) is given by \[Z':=
\begin{bmatrix}
z'_1 & \cdots & z'_\ell
\end{bmatrix}.\]
We further let \(\mathsf{X}'\) be the convex cone spanned by \(z'_1,\ldots, z'_\ell\). We establish the following result:
Lemma 15. It holds that \(\mathsf{X}' = \mathsf{X}\).
Proof. Note that each edge \(f_j\) of \(S\) corresponds to a cycle of \(\vec{S}\); indeed, a self-loop \((u_i,u_i)\) corresponds to \(u_iu_i\) and an edge \((u_i,u_j)\) between two distinct nodes corresponds to the \(2\)-cycle \(u_iu_ju_i\). Relabel the cycles of \(\vec{S}\) such that the first \(\ell\) cycles \(\vec{C}_j\), for \(j = 1,\ldots, \ell\), correspond to the edges \(f_j\) of \(S\). It is clear from the definition that the node-cycle incidence vector \(z_j\) of \(\vec{S}\) coincides with the node-edge incidence vector \(z'_j\) of \(S\). Thus, \(\mathsf{X}' \subseteq \mathsf{X}\). It now suffices to show that for any cycle \(\vec{C}_j\) of \(\vec{S}\), with length greater than \(2\), the associated node-cycle incidence vector \(z_j\) can be expressed as a nonnegative combination of the \(z'_j\)’s. We write \(\vec{C}_j = u_1 u_2 \cdots u_\ell u_1\) for \(\ell > 2\). Then, \(f_1:= (u_1, u_2), f_2:= (u_2, u_3), \cdots, f_\ell := (u_\ell, u_1)\) are edges of \(S\). It follows that \(z_j = \frac{1}{2} \sum_{i = 1}^\ell z'_i\). ◻
An immediate consequence of Lemma 15 is that \(\operatorname{co-rank}(Z) = \operatorname{co-rank}(Z')\). Also note that a
symmetric digraph \(\vec{S}\) is strongly connected if and only if \(S\) is connected. The following result is thus a corollary of the Main Theorem specializing to the class of graphons with
symmetric support (which include the class of symmetric graphons).
Corollary 8. Let \(W\) be a step-graphon with symmetric support. Let \(\sigma\) be a partition for \(W\), and let \(x^*\) and \(S\) be the associated concentration vector and the undirected skeleton graph. Further, let \(Z'\) be the node-edge incidence matrix of \(S\) and \(\mathsf{X}'\) be the convex cone spanned by the columns of \(Z'\). Then, the following items hold:
If \(\operatorname{co-rank}(Z') > 0\) or if \(x^*\notin \mathsf{X}'\), then \[\lim_{n\to\infty} \mathbf{P}(\vec{G}_n \sim Whas a Hamiltonian
decomposition) = 0.\]
If \(\operatorname{co-rank}(Z') = 0\) and \(x^*\in \operatorname{int}\mathsf{X}'\), and if \(S\) is not connected, then \[\lim_{n\to\infty} \mathbf{P}(\vec{G}_n \sim Whas a Hamiltonian decomposition) = 1,\] and \[\lim_{n\to\infty} \mathbf{P}(\vec{G}_n \sim Whas a Hamiltonian cycle) = 0.\]
If \(\operatorname{co-rank}(Z') = 0\), \(x^*\in \operatorname{int}\mathsf{X}'\), and \(S\) is connected, then \[\lim_{n\to\infty} \mathbf{P}(\vec{G}_n \sim Whas a Hamiltonian cycle) = 1.\]
At the end of the section, we relate the above corollary to our earlier work [3], [4], which deal with the \(H\)-property for symmetric graphons. As mentioned in Section 1, the sampling procedure considered in [3], [4] is slightly different from the one considered in this paper. Specifically,
in [3], [4], we first sample an undirected graph \(G_n\sim W\), with \(W\) a symmetric graphon, and then obtain the symmetric digraph \(\vec{G}_n^\mathsf{s}\) from \(G_n\) by
replacing each undirected edge with a pair of oppositely oriented edges, i.e., we follow steps \(S1\), \(S'2\), and \(S'3\) (see Subsection 6.1), where \(W^\mathsf{s}\) in step \(S'2\) is replaced with \(W\). We denote by \(\vec{G}_n^\mathsf{s}\sim W\) the symmetric digraph obtained in this way. For ease of presentation and to avoid any confusion, we say that the symmetric step-graphon \(W\) has the (strong)
\(H^\mathsf{s}\)-property if \(\vec{G}_n^\mathsf{s}\sim W\) has a Hamiltonian decomposition (cycle) a.a.s.. We establish the following result:
Lemma 16. A symmetric step-graphon \(W\) has the (strong) \(H^\mathsf{s}\)-property if and only if it has the (strong) \(H\)-property.
Proof. Let \(\overline{W}\) be the saturation of \(W\), i.e., \[\overline{W}(s,t) :=
\begin{cases}
1 & ifW(s,t) \neq 0, \\
0 & ifW(s,t) = 0.
\end{cases}\] It is clear that \(\overline{W}\) and \(W\) share the same support. By Corollary 8, \(\overline{W}\) has the (strong) \(H\)-property if and only if \(W\) does. Similarly, it has been shown
in [3], [4] that \(\overline{W}\) has the (strong) \(H^\mathsf{s}\)-property if and only if \(W\) does. It thus remains to show that \(\overline{W}\) has the (strong) \(H\)-property if and only if it has the (strong) \(H^\mathsf{s}\)-property. But this follows from the fact that the two sampling
procedures, \(\vec{G}_n \sim \overline{W}\) and \(\vec{G}^\mathsf{s}_n \sim \overline{W}\), are equivalent with each other. To wit, since \(\overline{W}\)
takes value \(1\) over its support, the two digraphs are completely determined by their respective empirical concentration vectors. Furthermore, it follows from the two sampling procedures that if \(x(\vec{G}_n) = x(\vec{G}_n^\mathsf{s})\), then \(\vec{G}_n = \vec{G}_n^\mathsf{s}\). We conclude the proof by pointing out that \(x(\vec{G}_n)\) and \(x(\vec{G}_n^\mathsf{s})\) are identically distributed. ◻
The proof relies on the use of the Chernoff bound for Binomial random variable, which we recall below:
Lemma 17. Suppose that \(X\sim \mathrm{Bin}(N,p)\); then, for any \(r \in [0,1]\), \[\mathbf{P}(X \leq (1 - r) Np ) \leq \exp\left ( -
\frac{r^2}{2} Np\right ).\]
Now, let \(G_n\sim W^{\mathsf{s}}\). Recall that \(x(G_n) = y(G_n)/n\) is the empirical concentration vector, which converges to \(x^*\)a.a.s..
It follows that a.a.s.\[\label{eq:regular1}
x_i(G_n)> \frac{1}{2}\min \{x_i^* \mid i = 1,\ldots, m\} = : \alpha, \quad for alli = 1,\ldots, m.\tag{56}\] For the remainder of the section, we assume that 56 holds. Let \(\mathcal{E}_{n}(u_i, u_j)\) be the event that the pair \((\pi^{-1}(u_i), \pi^{-1}(u_j))\) is \((\epsilon,\delta)\)-super-regular. We have the following
result:
Lemma 18. For any \((u_i,u_j)\in E(S)\), the event \(\mathcal{E}_n(u_i,u_j)\) holds a.a.s..
Proof. For convenience, let \(A:= \pi^{-1}(u_i)\) and \(B:= \pi^{-1}(u_j)\). We show below that ?? and ?? hold a.a.s..
For any given \(X\subseteq A\) and \(Y\subseteq B\), \(e(X, Y)\) is a binomial \((|X||Y|, q_{ij})\) random variable. If
\[\label{eq:xyab}
|X| > \epsilon |A| \quad and \quad |Y| > \epsilon |B|,\tag{57}\] then \[\begin{align}
\mathbf{P}(e(X,Y) \leq \delta |X||Y|) & = \mathbf{P}\left (e(X, Y) \leq \left (1 - \frac{q_{ij} - \delta}{q_{ij}} \right ) q_{ij} |X||Y| \right ) \\
& \leq \exp\left ( - \frac{(q_{ij} - \delta)^2 |X||Y|}{2 q_{ij}}\right ) \\
& \leq \exp \left ( - \frac{(q_{ij} - \delta)^2 \epsilon^2 \alpha^2 }{2 q_{ij}} n^2 \right ) \\
& \leq \exp \left ( - \frac{q_{ij} \epsilon^2 \alpha^2 }{8} n^2 \right ),
\end{align}\] where the first inequality follows from Lemma 17, the second inequality follows from 56 and 57 , and the last inequality follows from 44 and, hence, \(\delta \leq q_{ij}/2\). The number of pairs that satisfy 57 is bounded above by the
total number of pairs \((X, Y)\in 2^A \times 2^B\), which is \(2^{|A| + |B|}\leq 2^n\). It follows that \[\mathbf{P}(event~\eqref{eq:edgedensitycondition} does
{\em not} hold ) \leq 2^n \exp \left ( - \frac{q_{ij} \epsilon^2 \alpha^2 }{8} n^2 \right ) \xrightarrow{n\to\infty} 0.\]
For any \(a\in A\), \(e(a, B)\) is a binomial \((|B|, q_{ij})\) random variable. Using the same arguments as above, we obtain that \[\begin{gather}
\mathbf{P}(e(a, B) \leq \delta |B|) = \mathbf{P}\left ( e(a, B) \leq \left (1 - \frac{q_{ij} - \delta}{q_{ij}} \right ) q_{ij} |B| \right ) \\
\leq \exp\left ( - \frac{(q_{ij} - \delta)^2 |B|}{2 q_{ij}}\right )
\leq \exp \left ( - \frac{q_{ij} \alpha }{8} n \right ).
\end{gather}\] Similarly, \[\mathbf{P}(e(b, A) \leq \delta |A|) \leq \exp \left ( - \frac{q_{ij} \alpha }{8} n \right ).\] We conclude that \[\mathbf{P}(event~\eqref{eq:degreecondition}
does {\em not} hold ) \leq (|A| + |B|) \exp \left ( - \frac{q_{ij} \alpha }{8} n \right ) \leq n \exp \left ( - \frac{q_{ij} \alpha }{8} n \right ) \xrightarrow{n\to\infty} 0.\] This completes the proof. ◻
Proposition 7 is then an immediate consequence of Lemma 18;
indeed, \[\mathbf{P}(G_n \sim W^\mathsf{s} is\epsilon-\delta-super-regular) \geq 1 - \sum_{(u_i,u_j)\in E(S)} \mathbf{P}(\neg\mathcal{E}_n(u_i,u_j)) \xrightarrow{n\to\infty} 1.\] This completes the proof. 0◻
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