English

Fluctuations and Pseudo Long Range Dependence in Network Flows: A Non-Stationary Poisson Process Model

Data Analysis, Statistics and Probability 2009-05-08 v2

Abstract

In the study of complex networks (systems), the scaling phenomenon of flow fluctuations refers to a certain power-law between the mean flux (activity) <Fi><F_i> of the iith node and its variance σi\sigma_i as σi<Fi>α\sigma_i \propto < F_{i} > ^{\alpha}. Such scaling laws are found to be prevalent both in natural and man-made network systems, but our understanding of their origins still remains limited. In this paper, a non-stationary Poisson process model is proposed to give an analytical explanation of the non-universal scaling phenomenon: the exponent α\alpha varies between 1/2 and 1 depending on the size of sampling time window and the relative strength of the external/internal driven forces of the systems. The crossover behavior and the relation of fluctuation scaling with pseudo long range dependence are also accounted for by the model. Numerical experiments show that the proposed model can recover the multi-scaling phenomenon.

Keywords

Cite

@article{arxiv.0806.0206,
  title  = {Fluctuations and Pseudo Long Range Dependence in Network Flows: A Non-Stationary Poisson Process Model},
  author = {Yudong Chen and Li Li and Yi Zhang and Jianming Hu},
  journal= {arXiv preprint arXiv:0806.0206},
  year   = {2009}
}

Comments

There is a mistake in the previous axiv post (indeed the scaling law holds for both \Delta t > \tau and \Delta t < \tau)

R2 v1 2026-06-21T10:46:22.677Z