English

Fractional stochastic model of citation dynamics with memory and volatility

Physics and Society 2025-10-14 v2 Statistical Mechanics Digital Libraries Social and Information Networks

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 (tt) since publication, scaling as tHt^{H}, with HH 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 HH and volatility. We show that antipersistent fluctuations in attention (H<1/2H < 1/2) yield log-normal citation distributions, whereas persistent attention dynamics (H>1/2H > 1/2) favour heavy-tailed power laws, thus resolving the log-normal--power-law contradiction. Numerical simulations confirm both the tHt^{H} law and the transition between regimes. Empirical analysis of arXiv e-prints indicates that the latent attention process is intrinsically antipersistent (H0.13H \approx 0.13). 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)