复杂网络中的内生性与外生性冲击：使用书销售排名的实证测试
摘要
巨大的生物学灭绝事件（如白垩纪/第三纪 KT 边界）是由于陨石、极端火山活动还是自组织临界性灭绝级联引起的？商业成功是由于逐渐的声誉级联，还是来自精心策划的广告？确定复杂系统中极端事件的因果链 requires disentangling interwoven exogenous and endogenous contributions with either no clear or too many signatures. Here, we study the precursory and recovery signatures accompanying shocks, that we test on a unique database of the Amazon sales ranking of books. We find clear distinguishing signatures classifying two types of sales peaks. Exogenous peaks occur abruptly and are followed by a power law relaxation, while endogenous sale peaks occur after a progressively accelerating power law growth followed by an approximately symmetrical power law relaxation which is slower than for exogenous peaks. These results are rationalized quantitatively by a simple model of epidemic propagation of interactions with long memory within a network of acquaintances. The slow relaxation of sales implies that the sales dynamics is dominated by cascades rather than by the direct effects of news or advertisements, indicating that the social network is close to critical.
引用
@article{arxiv.cond-mat/0310135,
title = {Endogenous Versus Exogenous Shocks in Complex Networks: an Empirical Test Using Book Sale Ranking},
author = {D. Sornette and F. Deschatres and T. Gilbert and Y. Ageon},
journal= {arXiv preprint arXiv:cond-mat/0310135},
year = {2009}
}
备注
5 pages including 3 figures final version published in Physical Review Letters