Past exam of the mathematics course of the University of Cambridge / 2017 / iii / Paper 214 / 4

Let $\mathcal{T}(G)$ be the finite set of spanning trees of the connected graph. A spanning tree has all the graph vertices, is connected, and contains no graph cycle. Connectedness ensures that at least one exists, for example by repeatedly deleting an edge of a graph cycle while retaining connectedness. The uniform spanning tree is the random edge set $T$ withEvery tree has $|V|-1$ edges, so uniformity is over complete trees, not over arbitrary subsets of that size. Such subsets can be disconnected or cyclic and do not belong to $\mathcal{T}(G)$. Nor are indicators of the tree edges generally independent. The matrix-tree theorem gives $|\mathcal{T}(G)|$ as any cofactor of the unweighted graph Laplacian if a numerical normalizing constant is needed.

This definition uses the ordinary undirected unweighted graph convention. With positive conductances the analogous law for spanning trees weights $t$ proportionally to ${\prod }_{e\in t}{c}_e$ and is generally not uniform. When the graph has one graph vertex the empty edge set is the unique spanning tree, so its probability is one.

For finite $G$, choose a root $r$ and an ordering of the other graph vertices. Begin with a tree consisting only of $r$. At each stage take the first graph vertex not already in the tree, run an independent simple random walk from it until its first hit of the existing tree, erase the loops chronologically, and add the resulting graph path. In chronological loop erasure, revisiting a graph vertex already in the current list deletes all list entries after that graph vertex; otherwise append the new graph vertex. The retained final graph path is simple, with new internal graph vertices and exactly one endpoint in the old tree. Adding it therefore preserves connectedness and creates no graph cycle. Graph vertices already included are skipped. On a finite connected graph each walk hits the existing tree almost surely; after finitely many attachments all graph vertices are present.

The Wilson algorithm theorem states that this tree is a uniform spanning tree, independently of the chosen root and order. The required hypotheses here are an undirected connected finite graph and transition probabilities proportional to conductance; unit conductances give simple random walk and the uniform law. This is the sampling result being described, not a claim that arbitrary walk transition probabilities would produce a uniform tree.

For an infinite connected locally finite recurrent graph, choose a fixed finite root $r$ and enumerate all graph vertices. A connected locally finite graph is countable, since its finite-radius balls are finite. Run the same algorithm successively. Recurrence and irreducibility imply that a walk from any graph vertex hits $r$ almost surely, hence hits the current tree. Every attached graph path is therefore finite. The countable intersection of these probability-one events has probability one, and the increasing union is an acyclic connected subgraph containing all graph vertices: each graph vertex receives a finite route to $r$.

This gives the uniform spanning tree of a recurrent infinite graph. It is not a uniform counting measure on all infinite spanning trees. Equivalently, its joint probability distributions on finite collections of edges are the common limits of uniform spanning trees along any graph exhaustion, using the approximations defining the free uniform spanning forest and the wired uniform spanning forest. To check that equivalence, fix a finite edge set $F$ and run the chosen enumeration through a finite prefix containing all its endpoints. Once those graph vertices are in the tree, later attachments cannot add an edge with both endpoints already included, so membership of $F$ is settled permanently. Only finitely many random walks have been used; each has a finite trajectory almost surely. All their visited graph vertices and all their graph neighbours lie in a sufficiently large exhaustion set. Couple finite-volume and infinite-volume walks with the same steps there. Whether the exterior is deleted or wired to one boundary graph vertex, these initial trajectories and their loop erasures then agree. This proves convergence of the probabilities of cylinder sets determined by those edges.

The limiting law is unchanged by the root and ordering because the laws on finite graphs have this invariance. The same coupling shows that changing the exhaustion also leaves the law unchanged. ThusThe result is a single spanning tree because the graph is recurrent. On a transient graph, infinite-volume spanning-tree limits may instead be uniform spanning forests; recurrence cannot be omitted from this conclusion.

First take $x\ne y$. Sample a uniform spanning tree using Wilson's algorithm rooted at $y$, with $x$ processed first. The first walk runs from $x$ until its first hit of $y$, so its loop erasure is exactly the unique $x$-to-$y$ graph path of the resulting tree. Later attachments cannot alter that graph path. This is the uniform-spanning-tree path representation of loop-erased random walk.

Instead root Wilson's algorithm at $x$ and process $y$ first. The resulting tree still has the same uniform law, while its first attachment has the law of loop-erased random walk from $y$ to $x$. A tree's graph path between two fixed graph vertices has the same unoriented edge set in both directions. Pushing the common tree law through this graph path map therefore givesHere $\mathcal{E}$ means the set of unoriented edges. In fact, reversing the complete graph vertex sequence from the first loop-erased walk has the law of the second, giving reversibility of loop-erased random walk. If $x=y$ and first hitting allows time zero, both graph paths are empty and the equality is immediate.

This is a distributional assertion, not a pathwise identity between chronological loop erasure and reversal. For example, the valid walk trajectory $x,a,b,a,c,b,y$ in a graph containing the triangle on $a,b,c$ and the edges $xa,by$ erases forward to $x,a,c,b,y$. Erasing the reversed trajectory and then reversing the result gives $x,a,b,y$, a different graph path. Wilson's root-independent tree law is what proves the stated equality of probability distributions.