The expander mixing lemma for t-step walks #
The quantitative heart of every expander argument, in the square-norm form set
up in RegularGraph: on a graph with SpectralBound lam, the correlation
between a function f at the start of a t-step walk and a function g at its
end is what independence would predict, up to lam ^ t times the two standard
deviations.
Stated with everything squared, so no Real.sqrt appears:
(⟪f, Aᵗ g⟫ - (∑ f)(∑ g)/n) ^ 2 ≤ lam ^ (2t) · Var f · Var g
where Var f = ∑ f² - (∑ f)²/n is the (unnormalised) variance. Specialised to
indicator functions of vertex sets this is the usual expander mixing lemma, and
it is the estimate Dinur's powering step applies to the sets of vertices whose
walk-labels disagree with a global assignment.
Main definitions #
RegGraph.mean,RegGraph.center— the mean of a function and its mean-zero part
Main results #
RegGraph.step_const,RegGraph.step_add,RegGraph.stepIter_const,RegGraph.stepIter_add— the walk operator is affine-linear and fixes constantsRegGraph.sum_center,RegGraph.sum_sq_center— the Pythagoras identity splitting a function into its mean and its mean-zero partRegGraph.inner_stepIter_eq— the correlation splits into the independent part and a mean-zero correlationRegGraph.mixing_sq— the mixing lemma
Linearity of the walk operator #
Centering #
The mixing lemma #
The expander mixing lemma for t-step walks.