English
Related papers

Related papers: The bounds of heavy-tailed return distributions in…

200 papers

Many real world networks, such as social networks, are primarily formed through local interactions between agents. Additionally, in contrast with common network models, social and biological networks exhibit a high degree of clustering.…

Physics and Society · Physics 2015-03-10 Navid Dianati , Nima Dehmamy

Many social and biological networks consist of communities - groups of nodes within which connections are dense, but between which connections are sparser. Recently, there has been considerable interest in designing algorithms for detecting…

Physics and Society · Physics 2009-11-11 Chunguang Li , Philip K. Maini

Although the origin of the fat-tail characteristic of the degree distribution in complex networks has been extensively researched, the underlying cause of the degree distribution characteristic across the complete range of degrees remains…

Physics and Society · Physics 2023-11-07 Bin Zhou , Petter Holme , Zaiwu Gong , Choujun Zhan , Yao Huang , Xin Lu , Xiangyi Meng

We propose an autoregressive framework for modelling dynamic networks with dependent edges. It encompasses models that accommodate, for example, transitivity, degree heterogenenity, and other stylized features often observed in real network…

Statistics Theory · Mathematics 2026-03-25 Jinyuan Chang , Qin Fang , Eric D. Kolaczyk , Peter W. MacDonald , Qiwei Yao

Barab\'asi-Albert's `Scale Free' model is the starting point for much of the accepted theory of the evolution of real world communication networks. Careful comparison of the theory with a wide range of real world networks, however,…

Physics and Society · Physics 2017-09-11 Philip Tee , Ian Wakeman , George Parisis , Jonathan Dawes , István Z. Kiss

In this paper, a novel approach to the problem of estimating the heavy-tail exponent alpha>0 of a distribution is proposed. It is based on the fact that block-maxima of size m of the independent and identically distributed data scale at a…

Statistics Theory · Mathematics 2007-06-13 Stilian A. Stoev , George Michailidis , Murad S. Taqqu

The availability of large scale streaming network data has reinforced the ubiquity of power-law distributions in observations and enabled precision measurements of the distribution parameters. The increased accuracy of these measurements…

Physics and Society · Physics 2021-08-23 Pat Devlin , Jeremy Kepner , Ashley Luo , Erin Meger

The hidden variable formalism (based on the assumption of some intrinsic node parameters) turned out to be a remarkably efficient and powerful approach in describing and analyzing the topology of complex networks. Owing to one of its most…

Physics and Society · Physics 2019-08-13 Sámuel G. Balogh , Péter Pollner , Gergely Palla

The emergence of complex networks from evolutionary games is studied occurring when agents are allowed to switch interaction partners. For this purpose a coevolutionary iterated Prisoner's Dilemma game is defined on a random network with…

Disordered Systems and Neural Networks · Physics 2007-05-23 Holger Ebel , Stefan Bornholdt

The question is: What does happen to the real-world networks which cause them not to grow permanently? The idea here is that real-world networks have to pay the cost of growth. We investigate the growth and trade-off between value and cost…

Mathematical Finance · Quantitative Finance 2020-08-18 Sheida Hasani , Razieh Masoomi , Jamshid Ardalankia , Mohammadbashir Sedighi , Hamid Jafari

We propose a model to create synthetic networks that may also serve as a narrative of a certain kind of infrastructure network evolution. It consists of an initialization phase with the network extending tree-like for minimum cost and a…

Physics and Society · Physics 2016-02-09 Paul Schultz , Jobst Heitzig , Jürgen Kurths

A family of models of growing hypergraphs with preferential rules of new linking is introduced and studied. The model hypergraphs evolve via the hyperedge-based growth as well as the node-based one, thus generalizing the…

Physics and Society · Physics 2023-09-04 Dahae Roh , Kwang-Il Goh

Modern risk modelling approaches deal with vectors of multiple components. The components could be, for example, returns of financial instruments or losses within an insurance portfolio concerning different lines of business. One of the…

Probability · Mathematics 2021-05-12 Miriam Hägele , Jaakko Lehtomaa

Inspired by empirical data on real world complex networks, the last few years have seen an explosion in proposed generative models to understand and explain observed properties of real world networks, including power law degree distribution…

Probability · Mathematics 2015-08-11 Shankar Bhamidi , Jimmy Jin , Andrew Nobel

We compute the stationary in-degree probability, $P_{in}(k)$, for a growing network model with directed edges and arbitrary out-degree probability. In particular, under preferential linking, we find that if the nodes have a light tail…

Physics and Society · Physics 2008-10-21 Daniel Fraiman

We show that not only preferential attachment but also preferential depletion leads to scale-free networks. The resulting degree distribution exponents is typically less than two (5/3) as opposed to the case of the growth models studied…

Physics and Society · Physics 2015-05-27 Christian M. Schneider , Lucilla de Arcangelis , Hans J. Herrmann

Consider a generic data unit of random size L that needs to be transmitted over a channel of unit capacity. The channel availability dynamics is modeled as an i.i.d. sequence {A, A_i},i>0 that is independent of L. During each period of time…

Probability · Mathematics 2007-09-10 Predrag R. Jelenkovic , Jian Tan

We investigate choice-driven network growth. In this model, nodes are added one by one according to the following procedure: for each addition event a set of target nodes is selected, each according to linear preferential attachment, and a…

Statistical Mechanics · Physics 2014-07-25 P. L. Krapivsky , S. Redner

Real-world networks are generally claimed to be scale-free, meaning that the degree distributions follow the classical power-law, at least asymptotically. Yet, closer observation shows that the classical power-law distribution is often…

Statistics Theory · Mathematics 2022-07-18 Swarup Chattopadhyay , Tanujit Chakraborty , Kuntal Ghosh , Asit K. das

We analyze dynamic random network models where younger vertices connect to older ones with probabilities proportional to their degrees as well as a propensity kernel governed by their attribute types. Using stochastic approximation…

Probability · Mathematics 2025-10-29 Nelson Antunes , Sayan Banerjee , Shankar Bhamidi , Vladas Pipiras