Related papers: Universal power laws in the threshold network mode…
A power law degree distribution is established for a graph evolution model based on the graph class of k-trees. This k-tree-based graph process can be viewed as an idealized model that captures some characteristics of the preferential…
We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…
We study a problem of data packet transport in scale-free networks whose degree distribution follows a power-law with the exponent $\gamma$. We define load at each vertex as the accumulated total number of data packets passing through that…
We propose a wide class of preferential attachment models of random graphs, generalizing previous approaches. Graphs described by these models obey the power-law degree distribution, with the exponent that can be controlled in the models.…
When modeling a vector of risk variables, extreme scenarios are often of special interest. The peaks-over-thresholds method hinges on the notion that, asymptotically, the excesses over a vector of high thresholds follow a multivariate…
Data-driven anomaly detection methods typically build a model for the normal behavior of the target system, and score each data instance with respect to this model. A threshold is invariably needed to identify data instances with high (or…
We include complex connectivity structures and heterogeneity in models of multilayer networks or multilayer hypergraphs growing by preferential attachment. We consider the most generic connectivity structure, where the probability of…
A model based on first-degree family relations network is used to describe the wealth distribution in societies. The network structure is not a-priori introduced in the model, it is generated in parallel with the wealth values through…
In this article we show the relationship between the Pareto distribution and the gamma distribution. This shows that the second one, appropriately extended, explains some anomalies that arise in the practical use of extreme value theory.…
This brief paper summarize the chances offered by the Peak-Over-Threshold method, related with analysis of extremes. Identification of appropriate Value at Risk can be solved by fitting data with a Generalized Pareto Distribution. Also an…
Clustering is well-known to play a prominent role in the description and understanding of complex networks, and a large spectrum of tools and ideas have been introduced to this end. In particular, it has been recognized that the abundance…
A probabilistic generative network model with $n$ nodes and $m$ overlapping layers is obtained as a superposition of $m$ mutually independent Bernoulli random graphs of varying size and strength. When $n$ and $m$ are large and of the same…
A coupling method is developed for univariate extreme value theory , providing an alternative to the use of the tail empirical/quantile processes. Emphasizing the Peak-over-Threshold approach that approximates the distribution above high…
Preferential attachment is an appealing edge generating mechanism for modeling social networks. It provides both an intuitive description of network growth and an explanation for the observed power laws in degree distributions. However,…
We consider a version of D. Price's model for the growth of a bibliographic network, where in each iteration a constant number of citations is randomly allocated according to a weighted combination of accidental (uniformly distributed) and…
We introduce a new family of models for growing networks. In these networks new edges are attached preferentially to vertices with higher number of connections, and new vertices are created by already existing ones, inheriting part of their…
Analysis of the rare and extreme values through statistical modeling is an important issue in economical crises, climate forecasting, and risk management of financial portfolios. Extreme value theory provides the probability models needed…
The so-called Pareto-Levy or power-law distribution has been successfully used as a model to describe probabilities associated to extreme variations of worldwide stock markets indexes data and it has the form $Pr(X>x) ~ x**(-alpha) for…
In this paper we are concerned with the analysis of heavy-tailed data when a portion of the extreme values is unavailable. This research was motivated by an analysis of the degree distributions in a large social network. The degree…
In a previous Letter (cond-mat/0106565), Goh et al have presented a numerical study of the load--or betweenness centrality--distribution in a scale-free network whose degree distribution follows a power law with a tunable exponent $\gamma$.…