As sad as it may be this is undocumented and was never fully described in documentation.
BTW, Sometimes using Graph Explorer i notice paging links have 5000 limit specified, sometimes it's much lesser value. It may or may not be consistent across different methods and objects.
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I had 5000 in my App and it was working just fine, but for a few users I was getting errors. After a few tests everything started to work again with 3000.