On the asymptotics of degree structure of configuration graphs with bounded number of edges

2019 ◽  
Vol 29 (4) ◽  
pp. 219-232 ◽  
Author(s):  
Yurii L. Pavlov ◽  
Irina A. Cheplyukova

Abstract We consider configuration graphs with N vertices. The degrees of vertices are independent identically distributed random variables having the power-law distribution with positive parameter $\tau .$We study properties of random graphs such that the sum of vertex degrees does not exceed n and the parameter is a random variable uniformly distributed on the interval $\left[ a,\,\,b \right],0<a<b<\infty .$We find limit distributions of the number ${{\mu }_{r}}$of vertices with degree r for various types of variation of N, n and r.

2017 ◽  
Vol 46 (3-4) ◽  
pp. 89-98
Author(s):  
Marina Leri ◽  
Yury Pavlov

We consider configuration graphs the vertex degrees of which are independent and  follow the power-law distribution. Random graphs dynamics takes place in a random  environment with the parameter of vertex degree distribution following  uniform distributions on finite fixed intervals. As the number of vertices tends  to infinity the limit distributions of the maximum vertex degree and the number  of vertices with a given degree were obtained. By computer simulations we study  the robustness of those graphs from the viewpoints of link saving and node survival  in the two cases of the destruction process: the ``targeted attack'' and the  ``random breakdown''. We obtained and compared the results under the conditions that  the vertex degree distribution was averaged with respect to the distribution of the  power-law parameter or that the values of the parameter were drawn from the uniform  distribution separately for each vertex.


2021 ◽  
Vol 73 (1) ◽  
pp. 62-67
Author(s):  
Ibrahim A. Ahmad ◽  
A. R. Mugdadi

For a sequence of independent, identically distributed random variable (iid rv's) [Formula: see text] and a sequence of integer-valued random variables [Formula: see text], define the random quantiles as [Formula: see text], where [Formula: see text] denote the largest integer less than or equal to [Formula: see text], and [Formula: see text] the [Formula: see text]th order statistic in a sample [Formula: see text] and [Formula: see text]. In this note, the limiting distribution and its exact order approximation are obtained for [Formula: see text]. The limiting distribution result we obtain extends the work of several including Wretman[Formula: see text]. The exact order of normal approximation generalizes the fixed sample size results of Reiss[Formula: see text]. AMS 2000 subject classification: 60F12; 60F05; 62G30.


2012 ◽  
Vol 49 (4) ◽  
pp. 1188-1193 ◽  
Author(s):  
Samim Ghamami ◽  
Sheldon M. Ross

The Asmussen–Kroese Monte Carlo estimators of P(Sn > u) and P(SN > u) are known to work well in rare event settings, where SN is the sum of independent, identically distributed heavy-tailed random variables X1,…,XN and N is a nonnegative, integer-valued random variable independent of the Xi. In this paper we show how to improve the Asmussen–Kroese estimators of both probabilities when the Xi are nonnegative. We also apply our ideas to estimate the quantity E[(SN-u)+].


2011 ◽  
Vol 50-51 ◽  
pp. 166-170 ◽  
Author(s):  
Wen Jun Xiao ◽  
Shi Zhong Jiang ◽  
Guan Rong Chen

It is now well known that many large-sized complex networks obey a scale-free power-law vertex-degree distribution. Here, we show that when the vertex degrees of a large-sized network follow a scale-free power-law distribution with exponent  2, the number of degree-1 vertices, if nonzero, is of order N and the average degree is of order lower than log N, where N is the size of the network. Furthermore, we show that the number of degree-1 vertices is divisible by the least common multiple of , , . . ., , and l is less than log N, where l = < is the vertex-degree sequence of the network. The method we developed here relies only on a static condition, which can be easily verified, and we have verified it by a large number of real complex networks.


1996 ◽  
Vol 28 (2) ◽  
pp. 463-480 ◽  
Author(s):  
Charles M. Goldie ◽  
Rudolf Grübel

We investigate the behaviour of P(R ≧ r) and P(R ≦ −r) as r → ∞for the random variable where is an independent, identically distributed sequence with P(− 1 ≦ M ≦ 1) = 1. Random variables of this type appear in insurance mathematics, as solutions of stochastic difference equations, in the analysis of probabilistic algorithms and elsewhere. Exponential and Poissonian tail behaviour can arise.


10.37236/702 ◽  
2011 ◽  
Vol 18 (1) ◽  
Author(s):  
Fan Chung ◽  
Mary Radcliffe

We consider random graphs such that each edge is determined by an independent random variable, where the probability of each edge is not assumed to be equal. We use a Chernoff inequality for matrices to show that the eigenvalues of the adjacency matrix and the normalized Laplacian of such a random graph can be approximated by those of the weighted expectation graph, with error bounds dependent upon the minimum and maximum expected degrees. In particular, we use these results to bound the spectra of random graphs with given expected degree sequences, including random power law graphs. Moreover, we prove a similar result giving concentration of the spectrum of a matrix martingale on its expectation.


2010 ◽  
Vol 51 ◽  
Author(s):  
Aurelija Kasparavičiūtė ◽  
Leonas Saulis

In this paper, we present the rate of convergence of normal approximation and the theorem on large deviations for a compound process Zt = \sumNt i=1 t aiXi, where Z0 = 0 and ai > 0, of weighted independent identically distributed random variables Xi, i = 1, 2, . . . with  mean EXi = µ and variance DXi = σ2 > 0. It is assumed that Nt is a non-negative integervalued random variable, which depends on t > 0 and is independent of Xi, i = 1, 2, . . . .


1966 ◽  
Vol 3 (01) ◽  
pp. 272-273 ◽  
Author(s):  
H. Robbins ◽  
E. Samuel

We define a natural extension of the concept of expectation of a random variable y as follows: M(y) = a if there exists a constant − ∞ ≦ a ≦ ∞ such that if y 1, y 2, … is a sequence of independent identically distributed (i.i.d.) random variables with the common distribution of y then


1980 ◽  
Vol 17 (02) ◽  
pp. 570-573 ◽  
Author(s):  
Barry C. Arnold

Let X 1, X 2, …, Xn be independent identically distributed positive integer-valued random variables with order statistics X 1:n , X 2:n , …, Xn :n. If the Xi 's have a geometric distribution then the conditional distribution of Xk +1:n – Xk :n given Xk+ 1:n – Xk :n &gt; 0 is the same as the distribution of X 1:n–k . Also the random variable X 2:n – X 1:n is independent of the event [X 1:n = 1]. Under mild conditions each of these two properties characterizes the geometric distribution.


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