Related papers: Mean field approximation for biased diffusion on J…
This work considers a server that processes $J$ classes using the generalized processor sharing discipline with base weight vector $\alpha=(\alpha _1,...,\alpha_J)$ and redistribution weight vector $\beta=(\beta_1,...,\beta_J)$. The…
Complex systems comprise a large number of interacting elements, whose dynamics is not always a priori known. In these cases -- in order to uncover their key features -- we have to turn to empirical methods, one of which was recently…
The scaling behavior of fluctuation for a download network which we have investigated a few years ago based upon Zhang's Encophysics web page has been presented. A power law scaling, namely $\sigma \sim < f> ^ \alpha $ exists between the…
A bipartite producer-consumer network is constructed to describe the industrial structure. The edges from consumer to producer represent the choices of the consumer for the final products and the degree of producer can represent its market…
We analyze the fine-grained connections between the average degree and the power-law degree distribution exponent in growing information networks. Our starting observation is a power-law degree distribution with a decreasing exponent and…
Many real networks are complex and have power-law vertex degree distribution, short diameter, and high clustering. We analyze the network model based on thresholding of the summed vertex weights, which belongs to the class of networks…
In this paper we address the question of the size distribution of firms. To this aim, we use the Bloomberg database comprising multinational firms within the years 1995-2003, and analyze the data of the sales and the total assets of the…
We use daily data on bilateral interbank exposures and monthly bank balance sheets to study network characteristics of the Russian interbank market over Aug 1998 - Oct 2004. Specifically, we examine the distributions of (un)directed…
Mean field theory models of percolation on networks provide analytic estimates of network robustness under node or edge removal. We introduce a new mean field theory model based on generating functions that includes information about the…
In this paper we present an analysis of power law statistics on land markets. There have been no other studies that have analyzed power law statistics on land markets up to now. We analyzed a database of the assessed value of land, which is…
This paper investigates the interplay between information diffusion in social networks and its impact on financial markets with an Agent-Based Model (ABM). Agents receive and exchange information about an observable stochastic component of…
We conjecture that the current fluctuations in one-dimensional driven transport systems obey an upper bound determined by the mean current and the driving force. This inequality originates from repulsive interactions between transporting…
This article proposes a unified framework to study non-exchangeable mean-field particle systems with some general interaction mechanisms. The starting point is a fixed-point formulation of particle systems originally due to Tanaka that…
We consider a recently introduced generalization of the Ising model in which individual spin strength can vary. The model is intended for analysis of ordering in systems comprising agents which, although matching in their binarity (i.e.,…
In this paper we consider a mean-field model of interacting diffusions for the monetary reserves in which the reserves are subjected to a self- and cross-exciting shock. This is motivated by the financial acceleration and fire sales…
We provide an empirical analysis of the network structure of the Austrian interbank market based on a unique data set of the Oesterreichische Nationalbank (OeNB). We show that the contract size distribution follows a power law over more…
We investigate analytically and numerically the dynamical properties of critical Boolean networks with power-law in-degree distributions. When the exponent of the in-degree distribution is larger than 3, we obtain results equivalent to…
We consider a flow-level model of a network operating under an $\alpha$-fair bandwidth sharing policy (with $\alpha>0$) proposed by Roberts and Massouli\'{e} [Telecomunication Systems 15 (2000) 185-201]. This is a probabilistic model that…
We use standard physics techniques to model trading and price formation in a market under the assumption that order arrival and cancellations are Poisson random processes. This model makes testable predictions for the most basic properties…
Research in network science has shown that many naturally occurring and technologically constructed networks are scale free, that means a power law degree distribution emerges from a growth model in which each new node attaches to the…