Fractional stochastic model of citation dynamics with memory and volatility
Abstract
Understanding the statistical laws governing citation dynamics remains a fundamental challenge in network theory and the science of science. Citation networks typically exhibit in-degree distributions well approximated by log-normal distributions yet also display power-law behaviour in the high-citation regime -- an apparent contradiction lacking a unified explanation. Here we identify a previously unrecognised phenomenon: the variance of the logarithm of citation counts per unit time follows a power law with respect to time () since publication, scaling as , with constant. This discovery introduces a new challenge while simultaneously offering a crucial clue to resolving this discrepancy. We develop a stochastic model in which latent attention to publications evolves through a memory-driven process with cumulative advantage, modelled as fractional Brownian motion with Hurst parameter and volatility. We show that antipersistent fluctuations in attention () yield log-normal citation distributions, whereas persistent attention dynamics () favour heavy-tailed power laws, thus resolving the log-normal--power-law contradiction. Numerical simulations confirm both the law and the transition between regimes. Empirical analysis of arXiv e-prints indicates that the latent attention process is intrinsically antipersistent (). By linking memory effects and stochastic fluctuations in attention to broader network dynamics, our findings provide a unifying framework for understanding the evolution of collective attention in science and other attention-driven processes.
Keywords
Cite
@article{arxiv.2503.03011,
title = {Fractional stochastic model of citation dynamics with memory and volatility},
author = {Keisuke Okamura},
journal= {arXiv preprint arXiv:2503.03011},
year = {2025}
}
Comments
Main Text: 14 pages (5 figures, 1 table); Supplementary Materials: 9 pages (6 figures, 2 tables)