Derives an explicit Gaussian central limit theorem for the giant component in a supercritical finite-type stochastic block model, via the excursion representation of the breadth-first walk.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2025 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
A central limit theorem for the giant in a stochastic block model
Derives an explicit Gaussian central limit theorem for the giant component in a supercritical finite-type stochastic block model, via the excursion representation of the breadth-first walk.