英文标题:
《Network Risk and Forecasting Power in Phase-Flipping Dynamical Networks》
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作者:
B. Podobnik, A. Majdandzic, C. Curme, Z. Qiao, W.-X. Zhou, H. E.
Stanley, and B. Li
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最新提交年份:
2014
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英文摘要:
In order to model volatile real-world network behavior, we analyze phase-flipping dynamical scale-free network in which nodes and links fail and recover. We investigate how stochasticity in a parameter governing the recovery process affects phase-flipping dynamics, and find the probability that no more than q% of nodes and links fail. We derive higher moments of the fractions of active nodes and active links, $f_n(t)$ and $f_{\\ell}(t)$, and define two estimators to quantify the level of risk in a network. We find hysteresis in the correlations of $f_n(t)$ due to failures at the node level, and derive conditional probabilities for phase-flipping in networks. We apply our model to economic and traffic networks.
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中文摘要:
为了模拟不稳定的真实网络行为,我们分析了节点和链路失效并恢复的相位翻转动态无标度网络。我们研究了控制恢复过程的参数的随机性如何影响相位翻转动力学,并发现不超过q%的节点和链路失败的概率。我们推导了活动节点和活动链路分数的高阶矩,$f_n(t)$和$f_{\\ell}(t)$,并定义了两个估计器来量化网络中的风险水平。我们发现由于节点级别的故障,$f_n(t)$的相关性中存在滞后现象,并推导了网络中相位翻转的条件概率。我们将我们的模型应用于经济和交通网络。
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分类信息:
一级分类:Physics 物理学
二级分类:Physics and Society 物理学与社会
分类描述:Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体(人类或其他)的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统(如能源网、运输网络)的物理和工程。
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一级分类:Physics 物理学
二级分类:Data Analysis, Statistics and Probability
数据分析、统计与概率
分类描述:Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件:数据处理与存储;测量方法;统计和数学方面,如参数化和不确定性。
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一级分类:Quantitative Finance 数量金融学
二级分类:General Finance 一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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