www.imstat.org/aihp 2013, Vol. 49, No. 4, 1130–1140
DOI:10.1214/12-AIHP498
© Association des Publications de l’Institut Henri Poincaré, 2013
Size of the giant component in a random geometric graph
Ghurumuruhan Ganesan
Theoretical Statistics and Mathematics Unit, Indian Statistical Institute, New Delhi, 7 S. J. S. Sansanwal Marg, New Delhi 110016, India.
E-mail:guru9r@isid.ac.in
Received 16 April 2012; revised 1 June 2012; accepted 5 June 2012
Abstract. In this paper, we study the size of the giant componentCGin the random geometric graphG=G(n, rn, f )ofnnodes independently distributed each according to a certain densityf (·)in[0,1]2satisfying infx∈[0,1]2f (x) >0. Ifcn1 ≤rn2≤c2lognn for some positive constantsc1, c2andnrn2−→ ∞asn→ ∞, we show that the giant component ofGcontains at leastn−o(n) nodes with probability at least 1−e−βnrn2for allnand for some positive constantβ. We also obtain estimates on the diameter and number of the non-giant components ofG.
Résumé. Dans cet article nous étudions la composante principaleCGdans le graphe géométrique aléatoireG=G(n, rn, f )avecn nœuds indépendants, chacun étant distribué selon une densitéf (·)dans[0,1]2telle que infx∈[0,1]2f (x) >0. Si cn1 ≤rn2≤c2lognn pour des constantes positivesc1, c2etnrn2−→ ∞quandn→ ∞, nous montrons que la composante principale deGcontient au moinsn−o(n)nœuds avec probabilité minorée par 1−e−βnrn2pour toutnet pour une constante positiveβ. Nous obtenons aussi des estimations sur les diamètres et sur le nombre des plus petites composantes deG.
MSC:Primary 60D05; secondary 60C05
Keywords:Random geometric graphs; Size of giant component; Number of components
1. Introduction
Considernnodes independently distributed inS= [0,1]2each according to a certain densityf (·)and say two nodes u=(xu, yu), v=(xv, yv)∈R2are connected to each other if the Euclidean distanced(u, v)between them is less than rn. We denote the resulting random geometric graph (RGG) asG=G(n, rn, f ). Throughout the paper we assume the densityf on[0,1]2satisfies
0< inf
x∈[0,1]2f (x)≤ sup
x∈[0,1]2
f (x) <∞. (1)
Random graphs as described above are important in many applications and properties like emergence of giant com- ponent, connectivity and area coverage have been studied before [2,4–6] for a variety of random graphs.
For the case of RGGs, we recollect the pertinent results below for convenience.
Theorem [4,6]. Ifrn2=cn1 for some constantc1>0sufficiently large and the densityf (·)satisfies(1),then:
(a) There exists a constantε=ε(c1) >0so that
P(Gcontains a componentCGsuch that#CG≥εn)−→1
and
#CG
n −→2εin probability asn→ ∞.Ifrn2=c2logn
n for some constantc2>0and the densityf (·)satisfies(1),we have:
(b) Ifc2is sufficiently large,thenP(Gis connected)−→1asn→ ∞. (c) Ifc2is sufficiently small,thenlim infnP(Gis not connected) >0.
Here and henceforth any constant will always be independent of n and #CG denotes the number of nodes in CG. Part (a) of the above result describes the size of the giant componentCG of G. Parts (b) and (c) describe the behaviour ofGin the densely connected regime. Indeed when the densityf is uniform, parts (b) and (c) are proved in Corollary 3.1 and Corollary 2.1, respectively, of [4]. The proof for non-uniformf satisfying (1) is analogous. Part (a) and related results are discussed in Chapter 11 of [6]. Also, it is known thatε(c1)−→12asc1→ ∞(see Chapters 9 and 11 of [6]).
Not much is known about the graph for intermediate values ofrn. The size of the giant component is not known as a function of rn. Our main contribution in this paper is developing techniques to analyze the structure of giant component in the intermediate range i.e., when cn1 ≤rn2≤c2lognn for sufficiently large positive constantsc1, c2and obtain estimates on the size and diameter of non-giant components (Theorem1). The advantage of our approach is that it can also be used to study related problems in RGGs.
Before we state the main result, we define the diameter of a graph. The diameter of any subgraphHofGis defined as
diam(H )=sup
u,v
dH(u, v),
wheredH(u, v)represents the graph distance between the nodes uandv inH and the supremum is taken over all pairsu, vbelonging to the vertex set ofH. We state the main result of the paper below. LetTGdenote the collection of all components ofG. For a fixedβ >0 we define the following events: Let
Un=Un(β)=
#TG≤ 1 rn2e−βnrn2
denote the event that the number of components ofGis less than r12 ne−βnrn2, Vn=Vn(β)=
there existsC0∈TGsuch that #C0≥n−ne−βnrn2
denote the event that there exists a (giant) componentC0inTGwhose size is at leastn−ne−βnr2nand Wn=Wn(β)=Vn∩
sup
C∈TG\C0
diam(C)≤ 1 β
logn nrn2
2
denote the event that the diameter of every component ofGother than the giant componentC0is less thanβ1(logn
nrn2 )2. Theorem 1. Consider the graphG=G(n, rn, f ),where the densityf (x)satisfies(1)and the radiusrnsatisfies
c1
n ≤rn2≤c2logn
n (2)
for some fixed positive constantsc1andc2.LetUnandWnbe events as defined above and fixδ >1.Ifnrn2−→ ∞as n→ ∞,there exists a positive constantβ=β(δ)sufficiently small so that:
(i) P(Un)≥1−e−βn1−1/δ and (ii) P(Wn)≥1−e−βnrn2,for alln≥1.
The above result essentially says wheneverrnis in the intermediate range as in (2), a giant component ofGexists with very high probability and moreover it contains nearly all the nodes.
2. Proof of Theorem1
Divide the unit squareSinto small rΔn×rΔn closed squares{Si}i≥1and chooseΔ=Δn∈ [4,5]so that Δr
n is an integer.
We choose such aΔso that nodes in adjacent squares can be joined by an edge inG. DefineSi to be occupied if it has at least one node and vacant otherwise.
2.1. Proof of(i)
We first count the number of vacant squares in the set {Si}i. We then use the fact that for each vacant squareSj, the 8rΔn ×8rΔn square with same centre asSj intersects at most 81 distinct components ofGto prove (i). The choice of 8 is not crucial and any integer larger than 2 suffices since we only need to estimate the number of components
“associated” withSj. The total number of squares ist=(rΔ
n)2. To obtain an estimate on the total number of vacant squares, we let{Zi}1≤i≤t be Bernoulli random variables taking values either zero or one. We setZi=1 if and only if the squareSi is vacant which happens if and only if none of thennodes are inSi.
We note that the sum
iZi equalskif and only if there are exactlykvacant squares. Since the random variables {Zi}i are not independent, we cannot evaluate the probability that
iZi =kusing standard binomial estimates. We therefore proceed as follows. The number of ways of choosingksquares from a total oftsquares is tk
. The total area of theksquares iskr2n
Δ2 ≥ kr25n2 sinceΔ≤5. All theksquares chosen are empty with probability at mostpkn, where pk=1−kinf
i
Si
f (x)dx≤1−β0krn2≤e−β0krn2 (3)
andβ0=251 infx∈[0,1]2f (x) >0. Thus using the inequality nk
≤(nek)k, we have
P t
i=1
Zi≥k
≤ t
j=k
t j
pjn≤
t
j=k
te j
j
pjn
≤ t
j=k
te j
j
e−jβ0nr2n≤ t
j=k
te k
j
e−jβ0nrn2.
Settingk=ete−θ nrn2for some constantθ < β0to be determined later and lettingβ1=β0−θ, we get for all sufficiently largenthat
P t
i=1
Zi≥ete−θ nr2n
≤ t
j=k
e−jβ1nrn2
≤ e−kβ1nrn2
1−e−β1nrn2 ≤2e−kβ1nrn2
=2 exp −ete−θ nrn2β1nrn2
=2 exp −β1eΔ2ne−θ nrn2
≤2 exp −16eβ1ne−θ nrn2 ,
where we uset=Δ2rn−2andΔ≥4, respectively, in obtaining the last two expressions. We use the fact thatnrn2−→
∞to obtain the third inequality. In what follows, the constants{βi}i≥1are not necessarily same in each occurrence.
Letδ >1 be any constant. Sincern2≤c2lognn for somec2>0 (see (2)), we chooseθsufficiently small so that θ nrn2≤θ c2logn≤1
δ logn.
This implies that P
t
i=1
Zi≥ete−θ nrn2
≤2 exp −16eβ1n1−1/δ .
Also, for each vacant squareSj, the 8rΔn×8rΔn square with same centre asSjintersects at most 81 distinct components ofG. Sincet=Δr22
n ≤25r2
n, we get from the above equation that P #TG≥2025ern−2e−θ nrn2
≤2 exp −16eβ1n1−1/δ and (i) follows.
The rest of the proof is devoted to establishing (ii). The idea is to tileShorizontally and vertically into rectangles and show that each rectangle contains a crossing of edges in the longer direction with high probability. We then join together these crossings to form a “backbone” and show that it forms a part of the giant component. Throughout, we defineKn=lognnr2
n and allowKn to be an integer. (Later, we show that the tiling is (slightly) modified ifKnis not an integer without any change in the argument.)
From (2), we have thatKn≥c1
2. For positive integersm1andm2, letRbe anymΔ2rn×m1KΔnrn rectangle contained inSwhich contains exactlym1m2Knof the squares from{Si}i. We define a left–right crossing inRto be any set of distinct squaresL=(Sj1, . . . , Sjl)such that:
(a) For everyi, the squaresSjiandSji+1 share an edge.
(b) Sj1 intersects the left face ofRandSjl intersects the right face.
If every square inLis occupied, we say thatLis an occupied left–right crossing. We define analogously occupied top–bottom and vacant crossings of R. The only difference in the definition of vacant crossings is that “edge” in condition (a) above is replaced by “corner”. Figure1illustrates an occupied left–right crossing in a mΔ2rn ×m1KΔnrn rectangleR. The nodes in the rectangle are illustrated as dark dots and the sequence of grey squares form an occupied left–right crossing inR. We need the following estimate on the probability of occurrence of an occupied left–right crossing inR.
Fig. 1. Occupied left–right crossing in the rectangleRfor someΔ≥4.
Fig. 2. Vacant top–bottom crossing of a 4×9 rectangle inZ2from the sitex. Circled sites are occupied.
Lemma 2. Forn≥N0 (independent of the choices ofm1 andm2),the event that an occupied left–right crossing occurs inRhas probability at least
1− m2
nm1δ1 (4)
for some constantδ1>0 (independent of the choices ofm1andm2).
We use the above estimate to construct a “backbone” ofGand thus prove (ii). Before we do so, we prove Lemma2.
The proof is independent of the rest of the proof of Theorem1.
Proof of Lemma2. To prove (4), we identify the centre of each squareSi contained inRwith a vertex inZ2in the natural way. Thus the rectangleRhas an equivalent rectangleR˜ consisting of sites inZ2. Say that a site is occupied if the corresponding squareSi is occupied and vacant otherwise. Analogous to crossings inR, define occupied and vacant crossings inR.˜
We now use the fact that either a left–right occupied crossing or a top–bottom vacant crossing must always occur inR˜but not both (see e.g., [1] or [3]). To evaluate the probability of a vacant top–bottom crossing, we fix a pointx in the top face ofR˜and consider a vacant crossing of lengthkstarting fromx (see Fig.2for illustration). The area enclosed by the corresponding vacant top–bottom crossingΠ1inR⊂R2is krΔ22n ≥kr25n2, sinceΔ≤5. The probability that a particular node is present inΠ1is (see (3))
Π1
f (x)dx≥kβ0rn2,
whereβ0=251 infx∈[0,1]2f (x) >0. Therefore the probability thatΠ1is vacant is less than 1−kβ0rn2n
≤e−knβ0r2n.
Since the number of vacant top–bottom crossings of lengthkstarting fromxis less than 8k(at each step no more than eight choices are possible), the probability that there exists a vacant top–bottom crossing ofksquares starting from the square Sx with centrex and contained in R is bounded above by 8ke−knβ0r2n. Any top–bottom crossing starting fromSxmust necessarily contain at leastm1Knand no more thanm1m2Knsquares. Therefore the probability that there exists a vacant top–bottom crossing starting fromSxand contained inRis bounded above by
m1m2Kn
k=m1Kn
8ke−kβ0nrn2≤ e−β1nrn2m1Kn
for a fixed constant 0< β1< β0and alln≥N0, for some constantN0independent of the choices ofm1andm2. In the above, we use the fact thatnrn2−→ ∞and therefore that 8e−β0nrn2<e−β1nr2n for all nsufficiently large. Since
(a) (b)
Fig. 3. Construction of the backbone. (a) The eventEnin the unit square. Each horizontal wavy line is an occupied left–right crossing ofrΔn×rΔn squares as in Fig.1. (b) Start horizontal tiling from below. The two topmost 1×MKΔnrn rectangles in the tiling overlap. Perform a vertical tiling analogously.
there arem2possibilities forSx, the probability that there exists a vacant top–bottom crossing ofRis bounded above by
m2 e−β1nrn2m1Kn=m2e−β1m1logn
=m2
1 nβ1
m1
sinceKn=lognnr2
n .
2.2. Proof of(ii)
Tile the squareShorizontally into a set of rectanglesRH each of size 1×MrΔnKn and also vertically into rectangles each of size MrΔnKn ×1 for some fixed integer constantM≥1 to be determined later. The argument below is for a perfect tiling as in Fig.3(a). Otherwise we perform an analogous argument with tiling as in Fig.3(b). LetRbe a fixed 1×MKΔnrn rectangle in the tilingRH and letδ >1 be a fixed constant. From (4), we know thatRcontains an occupied left–right crossing with probability at least
1−Δ rn
1
nMδ1 ≥1− Δ
√c1
√n
nMδ1 ≥1− 1 nδ+2
ifMis sufficiently large. Fix such anM. The first inequality above is becausern2≥cn1 for some constantc1(see (2)).
LetEnH denote the event that every rectangle inRH contains an occupied left–right crossing inGsatisfying (a)–(b) described above. The number of rectangles inRH is less than
Δ
MrnKn ≤ Δ Mrn
1 c2≤ Δ
Mc2
√n
√c1≤D1
√n
for some constantD1>0. In evaluating the above we again use (2). The first inequality is becauseKn=lognnr2
n ≥c12 by our choice ofrnin (2) and the second inequality follows becausern2≥cn1. It follows that
P EnH
≥1−D1√ n
nδ+2 ≥1− 1 nδ+1
for alln sufficiently large. Following an analogous analysis for the vertically tiled rectangles described in the first paragraph of the proof and defining an analogous event EnV with occupied top–bottom crossings, we have that P(EnV)≥1−nδ1+1. Thus ifEn=EHn ∩EnV, we have that
P(En)≥1− 2
nδ+1. (5)
In Fig.3(a), we depict the occurrence of the eventEn. We see that the eventEnresults in a connected set of rΔn×rΔn squaresB⊆ {Si}iforming a “backbone” of crossings inS. LetC0denote the component ofGcontaining nodes inB.
In the above, we have assumed thatKn=lognnr2
n is an integer. If not, we setKn= lognnr2
nand starting from the base of the squareS, we perform an analogous horizontal tiling as above. The only difference is that the two topmost rectangles could overlap as seen in Fig.3(b). A similar situation occurs in the vertical tiling. Following an analogous analysis as above, we obtain (5) and a corresponding backbone. The rest of the argument below remains unchanged.
We note that the tiling ofSinto vertical and horizontal rectangles induces a tiling ofS into MrΔnKn ×MrΔnKn size squares{Si}i. If the eventEn occurs, then the resulting backboneB(and hence the componentC0) intersects each squareSi“vertically” and “horizontally” as shown in Fig.3(a). Therefore, if there exists a connected componentCof Gdistinct fromC0, it must necessarily be contained in a2MKΔ n×2MKΔ n square with centre at somerΔn×rΔn squareSi. In Fig.4, the squareA1A2A3A4of Fig.3(a) is magnified and a componentCdistinct fromC0is shown. The centre of the hatchedrΔn×rΔn square is also the centre ofA1A2A3A4.
Clearly in such a componentC, the minimum number of edges traversed in going from any nodeuto any other nodevis at most(2MKΔn)2< (2MKn)2and therefore diam(C) < (2MKn)2. To summarize, so far we have proved that if eventEnoccurs, then a backboneBand hence the componentC0containing all the nodes in squares comprising the backbone and possibly other nodes exist. Moreover, any component ofGdistinct fromC0has diameter less than (2MKn)2. Recall thatTGis the set of all components ofGand forθ >0 let
Fn=Fn(θ )=
C∈TG: diam(C)<(2MKn)2
#C < ne−θ nrn2
denote the event that the sum of sizes of components whose diameter does not exceed(2MKn)2is less thanne−θ nrn2. We have the following estimate on probability of occurrence of the eventFn.
Fig. 4. The squareA1A2A3A4in Fig.3(a) is magnified to show a component not attached to the backbone.
Lemma 3. We have
P(Fn)≥1−e−θ1nrn2 (6)
for some positive constantsθandθ1.
Before we prove the above result, we complete the proof of (ii). WheneverEn∩Fnoccurs, the componentC0con- tains at leastn−ne−θ nrn2 nodes and is therefore the giant component. Also, the diameter of any non-giant component is less than(2MKn)2. Choosingθ1>0 smaller if necessary, we have from (5) and (6) that the eventEn∩Fnoccurs with probability
P(En∩Fn)≥1−e−θ1nrn2− 2
nδ+1≥1−2e−θ1nrn2
for all n sufficiently large. In the above estimate, we have used the fact (2) that nrn2≤c2logn for some positive constantc2. This proves (ii) and hence Theorem1. The proof of Lemma3is independent of the proof of Theorem1 and is provided below.
Proof of Lemma3. Say that a set of squaresC⊆ {Si}i is a cluster if they form a connected set inR2. We say that the clusterCis occupied if every square in the cluster is occupied.
Fixiand consider the squareSi. IfSiis occupied, denoteCito be the maximal occupied cluster containingSi. Set Xito be the number of nodes inCiifCi is contained in the 2(2MKn)2rn×2(2MKn)2rnsquareSiinwith same centre asSi. Otherwise setXi to be zero. Thus,
iXi is an upper bound on the sum of size of components whose diameter is less than 2(2MKn)2. In the beginning of the proof of (ii), we recall that to obtain the estimate(2MKn)2 on the diameter of a component not attached to the backbone, we had considered a 2MKn×2MKn square appropriately centred (like A1A2A3A4 in Fig.4). In this subsection, however, we are not given any information regarding the backbone. Therefore, to obtain a bound on the size of a component whose diameter is less than(2MKn)2the only information we have is that the component is enclosed in a (slightly bigger) 2(2MKn)2×2(2MKn)2square.
We first estimate P({#Ci =k} ∩ {Xi =0}) for k≥1. Suppose thatXi =0 and therefore that the clusterCi is contained in the squareSiin. Our aim now is to obtain a sufficiently large number of vacant squares “attached to”Ci. ConsiderCi as a set inR2and let∂1, . . . , ∂T be its disjoint boundaries. Each∂i is a circuit of edges(ei,1, . . . , ei,Li) (not necessarily self-avoiding) such thatei,1andei,Li touch each other. SinceCi is connected, one of the boundaries, say∂1, contains all squares ofCi and all the other boundaries in its interior. Also, any squareSj that has an edge e1,j∈∂1and not contained inCi is necessarily vacant.
Letπ1denote the set of distinct vacant squares that contain some edge in∂1. The path∂1containsL1≥2 edges of which at least L21 of them have an endvertex in the interior of the unit squareS. (Here we use the fact that the clusterCi is contained inSiin. If we did not have such a bounding box for the clusterCi, the above statement will not hold; e.g. consider the event that each square in{Sk}kcontains at least one node.) From the discussion in the previous paragraph, each such “interior” edge has a vacant square “attached” to it. Since each vacant square is counted at most four times (once for each of its four edges), this implies that #π1≥ L81. In Fig.5, the dark grey square isSi and the grey squares form Ci. The set of vacant squaresπ1is shown by the squares markedΠ and the curve of thick lines represents∂1.
To compute the probability that such a vacant set of squares occurs, we set the centre ofSi to be the origin and drawX- andY-axes parallel to the sides ofSi. Lete1,lastbe the “last” edge in∂1that intersects theX-axis at(xlast,0).
In other words, if an edgee1,j in∂1intersects theX-axis at(xj,0), thenxlast> xj. In Fig.5, the edgee1,lastis also shown. Clearly, there are at mostL1possibilities for the location of edgee1,last. Also, the number of choices for∂1
starting frome1,lastis less than 4L1.
Now, the total area of squares inπ1is at leastL81Δrn22 ≥L81r25n2 sinceΔ≤5. Given∂1, with probability at leastL81β0rn2 a particular node is present inπ1whereβ0=251 infx∈[0,1]2f (x) >0 is as in (3). Therefore with probability at most
1−1
8β0L1rn2 n
≤e−β0L1nrn2/8 none of thennodes are present inπ1.
Fig. 5. The occupied clusterCiand the set of vacant squaresπ1(marked by the symbolΠ) are shown for the squareSithat is denoted by the dark square.
IfCi containsksquares, then the number of edgesL1in∂1satisfies
√k
4 ≤L1≤4k. The upper bound is clear. To see why the lower bound is true, suppose that∂1has less than
√k
4 edges. It is then necessary that∂1is contained in the
√k 2
rn
Δ×√2krΔn squareSpkwith the same centre asSi. The squareSpkcontains at most k4 squares from{Sj}j. This is a contradiction since the path∂1containsCi in its interior andCi containsksquares. Thus fork≥1 we have from the above discussion that
P {#Ci=k} ∩ {Xi=0}
≤
√k/4≤l≤4k
e−lβ0nrn2/8l4l
≤4k
√k/4≤l≤4k
4e−β0nrn2/8l
≤ke−θ0nrn2
√k
(7) for a fixed positive constantθ0<β400 and alln≥N0, whereN0is a constant that does not depend onk. Here we use the fact thatnrn2−→ ∞and hence that 4e−β0nrn2/8<e−5θ0nrn2for some constantθ0>0 and for all sufficiently largen.
LettingN (A)denote the number of nodes in the setA, we therefore have that EXi =E
C0
Sj∈C0
N (Sj)1(Ci=C0)1(Xi=0)
=I1+I2,
where the summation in the first line is over all clustersC0that contain the squareSi and are contained inSiin. In the above equation,
I1=E
C0
Sj∈C0
N (Sj)1(Ci=C0)1 N (C0)≥2ekδ0nrn2
1(Xi=0),
I2=EXi−I1andδ0=161 supx∈Sf (x).
To evaluateI1andI2, we need a couple of preliminary estimates. For a fixedC0containingksquares, we estimate P(N (C0)≥2ekδ0nrn2)first. Indeed since a particular node is present inC0with probability at mostqk=kδ0rn2, we
have that
P N (C0)≥2enqk
≤
2enqk≤j≤n
n j
qkj
≤
2enqk≤j≤n
ne j
j
qkj
≤
2enqk≤j≤n
ne 2enqk
j
qkj
≤
j≥2enqk
1 2
j
≤e−2β2knrn2 (8)
for some positive constantβ2independent ofk, iand the choice ofC0. In the third inequality above, we have used the estimate nk
≤(nek)k. Also, the expected number of nodes in any squareSi is bounded above by sup
j
EN (Sj)=nsup
j
Sj
f (x)dx≤n sup
x∈[0,1]2
f (x)rn2
Δ2≤D1nrn2 (9)
for some positive constantD1since supx∈[0,1]2f (x) <∞(see (1)) andΔ≥4. Analogously, sup
j
EN (Sj)2≤D2 nrn22
(10) for some positive constantD2.
To evaluateI1, we now use Cauchy–Schwarz inequality to obtain that I1≤
k≥1
#C0=k
Sj∈C0
EN (Sj)1 N (C0)≥2ekδ0nrn2
≤
k≥1
#C0=k
Sj∈C0
EN2(Sj)1/2
P N (C0)≥2ekδ0nrn21/2
≤D3nrn2
k≥1
#C0=k
Sj∈C0
e−kβ2nrn2
for some positive constantD3independent ofi. In obtaining the final estimate, we use (8) and (10) and the notation
#C0=k refers to the sum over all clustersC0containingksquares of which one of them isSi. Since the number of such clusters is less than 8k, we get
I1≤D3nrn2
k≥1
k8ke−kβ2nrn2≤D4nrn2e−β3nrn2 for some positive constantsD4andβ3, independent ofi.
To evaluateI2we write I2=E
k≥1
#C0=k
Sj∈C0
N (Sj)1(Ci=C0)1 N (C0)≤2ekδ0nrn2
1(Xi=0)
≤2eδ0nrn2E
k≥1
k
#C0=k
Sj∈C0
1(Ci=C0)1(Xi=0)
=2eδ0nrn2E
k≥1
k2
#C0=k
1(Ci=C0)1(Xi=0)
=2eδ0nrn2
k≥1
k2P {#Ci=k} ∩ {Xi=0}
≤2eδ0nrn2
k≥1
k3e−θ0nrn2
√k≤D5nrn2e−β5nrn2
for some positive constantsD5andβ5independent ofi, where the second inequality follows from the estimate (7).
From the estimates ofI1andI2, we therefore have that
EXi≤D6nrn2e−β6nrn2 (11)
for some positive constantsD6andβ6independent ofi.
The number of squares in{Si}i isΔ2rn−2. By Markov inequality, we therefore have forθ >0 that P
Δ2r−2
n
i=1
Xi≥ne−θ nrn2
≤
iEXi n eθ nrn2
≤ Δ2rn−2D6nrn2e−β6nrn2
n eθ nrn2≤D7e−θ1nrn2
for some positive constants θ1 andD7, if θ is sufficiently small. Since Fn= {
iXi < ne−θ nrn2}, this proves the
lemma.
Acknowledgments
I thank Professor Rahul Roy for a careful reading of the manuscript and a referee for comments which led to an improvement of the paper. The support from a National Board for Higher Mathematics scholarship and a Sandwich Ph.D. programme scholarship is gratefully acknowledged. I thank Kristina Mattson for help with the typesetting.
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