Related papers: Multivariate Regular Variation of Preferential Att…
We consider a preferential attachment model that incorporates an anomaly. Our goal is to understand the evolution of the network before and after the occurrence of the anomaly by studying the influence of the anomaly on the structural…
We define a new multivariate time series model by generalizing the ARMAX process in a multivariate way. We give conditions on stationarity and analyze local dependence and domains of attraction. As a consequence of the obtained result, we…
The directed preferential attachment model is revisited. A new exact characterization of the limiting in- and out-degree distribution is given by two \emph{independent} pure birth processes that are observed at a common exponentially…
In multivariate extreme value analysis, the nature of the extremal dependence between variables should be considered when selecting appropriate statistical models. Interest often lies with determining which subsets of variables can take…
In real life, networks are dynamic in nature; they grow over time and often exhibit power-law degree sequences. To model the evolving structure of the internet, Barab\'{a}si and Albert introduced a simple dynamic model with a power-law…
We re-consider Leadbetter's extremal index for stationary sequences. It has interpretation as reciprocal of the expected size of an extremal cluster above high thresholds. We focus on heavy-tailed time series, in particular on regularly…
We study the asymptotic behavior of the maximal in-degree in the spatial preferential attachment model with a choice-based edge step. We prove different types of behavior of maximal in-degree based on the model's parameters.
Preferential attachment is often suggested to be the underlying mechanism of the growth of a network, largely due to that many real networks are, to a certain extent, scale-free. However, such attribution is usually made under debatable…
A multi-type preferential attachment tree is introduced, and studied using general multi-type branching processes. For the $p$-type case we derive a framework for studying the tree where a type $i$ vertex generates new type $j$ vertices…
We study logical limit laws for preferential attachment random graphs. In this random graph model, vertices and edges are introduced recursively: at time $1$, we start with vertices $0,1$ and $m$ edges between them. At step $n+1$ the vertex…
We propose an extension of the preferential attachment scheme by allowing the connecting probability to depend on time t. We estimate the parameters involved in the model by minimizing the expected squared difference between the number of…
We introduce a class of generative network models that insert edges by connecting the starting and terminal vertices of a random walk on the network graph. Within the taxonomy of statistical network models, this class is distinguished by…
In this paper, we analyze assortativity of preferential attachment models. We deal with a wide class of preferential attachment models (PA-class). It was previously shown that the degree distribution in all models of the PA-class follows a…
We define the edge reconnecting model, a random multigraph evolving in time. At each time step we change one endpoint of a uniformly chosen edge: the new endpoint is chosen by linear preferential attachment. We consider a sequence of edge…
We find assimpotics for the first $k$ highest degrees of the degree distribution in an evolving tree model combining the local choice and the preferential attachment. In the considered model, the random graph is constructd in the following…
Preferential attachment models form a popular class of growing networks, where incoming vertices are preferably connected to vertices with high degree. We consider a variant of this process, where vertices are equipped with a random initial…
Factor models have large potencial in the modeling of several natural and human phenomena. In this paper we consider a multivariate time series $\mb{Y}_n$, ${n\geq 1}$, rescaled through random factors $\mb{T}_n$, ${n\geq 1}$, extending some…
Complex networks in different areas exhibit degree distributions with heavy upper tail. A preferential attachment mechanism in a growth process produces a graph with this feature. We herein investigate a variant of the simple preferential…
A network evolution with predicted tail and extremal indices of PageRank and the Max-Linear Model used as node influence indices in random graphs is considered. The tail index shows a heaviness of the distribution tail. The extremal index…
The classical approach to multivariate extreme value modelling assumes that the joint distribution belongs to a multivariate domain of attraction. This requires each marginal distribution be individually attracted to a univariate extreme…