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Although asymptotic analyses of undirected network models based on degree sequences have started to appear in recent literature, it remains an open problem to study statistical properties of directed network models. In this paper, we…

Statistics Theory · Mathematics 2016-01-13 Ting Yan , Chenlei Leng , Ji Zhu

A theoretical expression is derived for the mean squared error of a nonparametric estimator of the tail dependence coefficient, depending on a threshold that defines which rank delimits the tails of a distribution. We propose a new method…

Methodology · Statistics 2023-07-25 Matthieu Garcin , Maxime L. D. Nicolas

Motivated by the empirical observation of power-law distributions in the credits (e.g., ``likes'') of viral posts in social media, we introduce a high-dimensional tail index regression model and propose methods for estimation and inference…

Machine Learning · Statistics 2026-01-19 Yuya Sasaki , Jing Tao , Yulong Wang

In network theory, Pearson's correlation coefficients are most commonly used to measure the degree assortativity of a network. We investigate the behavior of these coefficients in the setting of directed networks with heavy-tailed degree…

Probability · Mathematics 2014-07-01 Pim van der Hoorn , Nelly Litvak

In this paper we consider the optimization problem of generating graphs with a prescribed degree distribution, such that the correlation between the degrees of connected nodes, as measured by Spearman's rho, is minimal. We provide an…

Probability · Mathematics 2016-07-07 Pim van der Hoorn , Liudmila Ostroumova Prokhorenkova , Egor Samosvat

We study a family of directed random graphs whose arcs are sampled independently of each other, and are present in the graph with a probability that depends on the attributes of the vertices involved. In particular, this family of models…

Probability · Mathematics 2017-12-12 Junyu Cao , Mariana Olvera-Cravioto

Scale-free networks, in which the distribution of the degrees obeys a power-law, are ubiquitous in the study of complex systems. One basic network property that relates to the structure of the links found is the degree assortativity, which…

Physics and Society · Physics 2015-06-22 Oliver Williams , Charo I. Del Genio

We study the distribution of optimal path lengths in random graphs with random weights associated with each link (``disorder''). With each link $i$ we associate a weight $\tau_i = \exp(ar_i)$ where $r_i$ is a random number taken from a…

Disordered Systems and Neural Networks · Physics 2007-05-23 Tomer Kalisk , Lidia A. Braunstein , Sergey V. Buldyrev , Shlomo Havlin , H. Eugene Stanley

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 consider the evolution of scale-free networks according to preferential attachment schemes and show the conditions for which the exponent characterizing the degree distribution is bounded by upper and lower values. Our framework is an…

Statistical Finance · Quantitative Finance 2013-01-07 João P. da Cruz , Pedro G. Lind

Ratios of central order statistics seem to be very useful for estimating the tail of the distributions and therefore, quantiles outside the range of the data. In 1995 Isabel Fraga Alves investigated the rate of convergence of three…

Statistics Theory · Mathematics 2021-02-03 Pavlina K. Jordanova , Milan Stehlí k

Randomized network ensembles are the null models of real networks and are extensivelly used to compare a real system to a null hypothesis. In this paper we study network ensembles with the same degree distribution, the same…

Disordered Systems and Neural Networks · Physics 2009-11-13 Ginestra Bianconi

The size of the giant component in the configuration model, measured by the asymptotic fraction of vertices in the component, is given by a well-known expression involving the generating function of the degree distribution. In this note, we…

Probability · Mathematics 2018-07-04 Maria Deijfen , Sebastian Rosengren , Pieter Trapman

We investigate the role of degree correlation among nodes on the stability of complex networks, by studying spectral properties of randomly weighted matrices constructed from directed Erd\"{o}s-R\'enyi and scale-free random graph models. We…

Statistical Mechanics · Physics 2007-05-23 Markus Brede , Sitabhra Sinha

In this paper, we study some important statistics of the random graph in the directed preferential attachment model introduced by B. Bollob\'as, C. Borgs, J. Chayes and O. Riordan. First, we find a new asymptotic formula for the expectation…

Probability · Mathematics 2014-08-12 E. A. Grechnikov

Random scale-free overlay topologies provide a number of properties like for example high resilience against failures of random nodes, small (average) diameter as well as good expansion and congestion characteristics that make them…

Networking and Internet Architecture · Computer Science 2013-07-16 Ingo Scholtes

Complex networks across various fields are often considered to be scale free -- a statistical property usually solely characterized by a power-law distribution of the nodes' degree $k$. However, this characterization is incomplete. In…

Physics and Society · Physics 2023-10-24 Xiangyi Meng , Bin Zhou

In this paper, we asymptotically enumerate graphs with a given degree sequence d=(d_1,...,d_n) satisfying restrictions designed to permit heavy-tailed sequences in the sparse case (i.e. where the average degree is rather small). Our general…

Combinatorics · Mathematics 2016-07-21 Pu Gao , Nicholas Wormald

We study the critical behavior of the component sizes for the configuration model when the tail of the degree distribution of a randomly chosen vertex is a regularly-varying function with exponent $\tau-1$, where $\tau\in (3,4)$. The…

Probability · Mathematics 2020-12-22 Souvik Dhara , Remco van der Hofstad , Johan S. H. van Leeuwaarden , Sanchayan Sen

We study ensemble-based graph-theoretical methods aiming to approximate the size of the minimum dominating set (MDS) in scale-free networks. We analyze both analytical upper bounds of dominating sets and numerical realizations for…

Physics and Society · Physics 2014-09-23 F. Molnár , N. Derzsy , É. Czabarka , L. Székely , B. K. Szymanski , G. Korniss