Multidimensional Lambert-Euler inversion and vector-multiplicative coalescent processes


Abstract in English

In this paper we show the existence of the minimal solution to the multidimensional Lambert-Euler inversion, a multidimensional generalization of $[-e^{-1} ,0)$ branch of Lambert W function $W_0(x)$. Specifically, for a given nonnegative irreducible symmetric matrix $V in mathbb{R}^{k times k}$, we show that for ${bf u}in(0,infty)^k$, if equation $$y_j exp{-{bf e}_j^T V {bf y} } = u_j ~~~~~~forall j=1,...,k,$$ has at least one solution, it must have a minimal solution ${bf y}^*$, where the minimum is achieved in all coordinates $y_j$ simultaneously. Moreover, such ${bf y}^*$ is the unique solution satisfying $rholeft(V D[y^*_j] right) leq 1$, where $D[y^*_j]={sf diag}(y_j^*)$ is the diagonal matrix with entries $y^*_j$ and $rho$ denotes the spectral radius. Our main application is in the vector-multiplicative coalescent process. It is a coalescent process with $k$ types of particles and vector-valued weights that begins with $alpha_1n+...+alpha_k n$ particles partitioned into types of respective sizes, and in which two clusters of weights ${bf x}$ and ${bf y}$ would merge with rate $({bf x}^{sf T} V {bf y})/n$. We use combinatorics to solve the corresponding modified Smoluchowski equations, obtained as a hydrodynamic limit of vector-multiplicative coalescent as $n to infty$, and use multidimensional Lambert-Euler inversion to establish gelation and find a closed form expression for the gelation time. We also find the asymptotic length of the minimal spanning tree for a broad range of graphs equipped with random edge lengths.

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