Statistical properties of world investment networks

We have performed a detailed investigation on the world investment networks constructed from the Coordinated Portfolio Investment Survey (CPIS) data of the International Monetary Fund, ranging from 2001 to 2006. The distributions of degrees and node strengths are scale-free. The weight distributions can be well modeled by the Weibull distribution. The maximum flow spanning trees of the world investment networks possess two universal allometric scaling relations, independent of time and the investment type. The topological scaling exponent is 1.17±0.02 and the flow scaling exponent is 1.03±0.01.     

Why are large cities faster? Universal scaling and self-similarity in urban organization and dynamics

Cities have existed since the beginning of civilization and have always been intimately connected with humanity's cultural and technological development. Much about the human and social dynamics that takes place is cities is intuitively recognizable across time, space and culture; yet we still do not have a clear cut answer as to why cities exist or to what factors are critical to make them thrive or collapse. Here, we construct an extensive quantitative characterization of the variation of many urban indicators with city size, using large data sets for American, European and Chinese cities. We show that social and economic quantities, characterizing the creation of wealth and new ideas, show increasing returns to population scale, which appear quantitatively as a power law of city size with an exponent β≃ 1.15 > 1. Concurrently, quantities characterizing material infrastructure typically show economies of scale, namely β≃ 0.8 < 1. The existence of pervasive scaling relations across city size suggests a universal social dynamics common to all cities within an urban system. We sketch some of their general ingredients, which include the acceleration of social life and a restructuring of individual social networks as cities grow larger. We also build simple dynamical models to show that increasing returns in wealth and innovation can fuel faster than exponential growth, which inexorably lead to crises of urban organization. To avoid them we show that growth may proceed in cycles, separated by major urban adaptations, with the unintended consequence that the duration of such cycles decreases with larger urban population size and is now estimated to be shorter than a human lifetime.     

Scaling and universality in city space syntax: Between Zipf and Matthew

We report about the universality of rank-integration distributions of open spaces in city space syntax similar to the famous rank-size distributions of cities (Zipf’s law). We also demonstrate that the degree of choice an open space represents for other spaces directly linked to it in a city follows a power-law statistic. Universal statistical behavior of space syntax measures uncovers the universality of the city creation mechanism. We suggest that the observed universality may help to establish the international definition of a city as a specific land use pattern.     

The mathematical relationship between Zipf’s law and the hierarchical scaling law

The empirical studies of city-size distribution show that Zipf’s law and the hierarchical scaling law are linked in many ways. The rank-size scaling and hierarchical scaling seem to be two different sides of the same coin, but their relationship has never been revealed by strict mathematical proof. In this paper, the Zipf’s distribution of cities is abstracted as a q$q$-sequence. Based on this sequence, a self-similar hierarchy consisting of many levels is defined and the numbers of cities in different levels form a geometric sequence. An exponential distribution of the average size of cities is derived from the hierarchy. Thus we have two exponential functions, from which follows a hierarchical scaling equation. The results can be statistically verified by simple mathematical experiments and observational data of cities. A theoretical foundation is then laid for the conversion from Zipf’s law to the hierarchical scaling law, and the latter can show more information about city development than the former. Moreover, the self-similar hierarchy provides a new perspective for studying networks of cities as complex systems. A series of mathematical rules applied to cities such as the allometric growth law, the 2ⁿ$2^n$ principle and Pareto’s law can be associated with one another by the hierarchical organization.     

Local affinity in heterogeneous growing networks

In this paper we present a study of the influence of local affinity in heterogeneous preferential attachment (PA) networks. Heterogeneous PA models are a generalization of the Barabási-Albert model to heterogeneous networks, where the affinity between nodes biases the attachment probability of links. Threshold models are a class of heterogeneous PA models where the affinity between nodes is inversely related to the distance between their states. We propose a generalization of threshold models where network nodes have individual affinity functions, which are then combined to yield the affinity of each potential interaction. We analyze the influence of the affinity functions in the topological properties averaged over a network ensemble. The network topology is evaluated through the distributions of connectivity degrees, clustering coefficients and geodesic distances. We show that the relaxation of the criterion of a single global affinity still leads to a reasonable power-law scaling in the connectivity and clustering distributions under a wide spectrum of assumptions. We also show that the richer behavior of the model often exhibits a better agreement with the empirical observations on real networks.     

Local Events and Dynamics on Weighted Complex Networks

We examine the weighted networks grown and evolved by local events, such as the addition of new vertices and links and we show that depending on frequency of the events, a generalized power-law distribution of strength can emerge. Continuum theory is used to predict the scaling function as well as the exponents, which is in good agreement with the numerical simulation results. Depending on event frequency, power-law distributions of degree and weight can also be expected. Probability saturation phenomena for small strength and degree in many real world networks can be reproduced. Particularly, the non-trivial clustering coefficient, assortativity coefficient and degree-strength correlation in our model are all consistent with empirical evidences.     

Allometric scaling of countries

As huge complex systems consisting of geographic regions, natural resources, people and economic entities, countries follow the allometric scaling law which is ubiquitous in ecological, and urban systems. We systematically investigated the allometric scaling relationships between a large number of macroscopic properties and geographic (area), demographic (population) and economic (GDP, gross domestic production) sizes of countries respectively. We found that most of the economic, trade, energy consumption, communication related properties have significant super-linear (the exponent is larger than 1) or nearly linear allometric scaling relations with the GDP. Meanwhile, the geographic (arable area, natural resources, etc.), demographic (labor force, military age population, etc.) and transportation-related properties (road length, airports) have significant and sub-linear (the exponent is smaller than 1) allometric scaling relations with area. Several differences of power law relations with respect to the population between countries and cities were pointed out. First, population increases sub-linearly with area in countries. Second, the GDP increases linearly in countries but not super-linearly as in cities. Finally, electricity or oil consumption per capita increases with population faster than cities.     

A Solvable Symbiosis-Driven Growth Model

We introduce a two-species symbiosis-driven growth model, in which two species can mutually benefit for their monomer birth and the self-death of each species simultaneously occurs. By means of the generalized rate equation, we investigate the dynamic evolution of the system under the monodisperse initial condition. It is found that the kinetic behaviour of the system depends crucially on the details of the rate kernels as well as the initial concentration distributions. The cluster size distribution of either species cannot be scaled in most cases; while in some special cases, they both consistently take the universal scaling form. Moreover, in some cases the system may undergo a gelation transition and the pre-gelation behaviour of the cluster size distributions satisfies the scaling form in the vicinity of the gelation point. On the other hand, the two species always live and die together.     

Preferred numbers and the distributions of trade sizes and trading volumes in the Chinese stock market

The distributions of trade sizes and trading volumes are investigated based on the limit order book data of 22 liquid Chinese stocks listed on the Shenzhen Stock Exchange in the whole year 2003. We observe that the size distribution of trades for individualstocks exhibits jumps, which is caused by the number preference of traders when placing orders. We analyze the applicability of the “q-Gamma” function for fitting the distribution by the Cramér-von Mises criterion. The empirical PDFs of tradingvolumes at different timescales Δt ranging from 1 min to 240 min can be well modeled. The applicability of the q-Gamma functions for multiple trades is restricted to the transaction numbers Δn≤ 8. We find that all the PDFs have power-law tails for large volumes. Using careful estimation of the average tail exponents α of the distributions of trade sizes and trading volumes, we get α> 2, well outside the Lévy regime.     

Properties of on-line social systems

We study properties of five different social systems: (i) internet society of friends consisting of over 10⁶ people, (ii) social network consisting of 3 × 10⁴ individuals, who interact in a large virtual world of Massive Multiplayer Online Role Playing Games (MMORPGs), (iii) over 10⁶ users of music community website, (iv) over 5 × 10⁶ users of gamers community server and (v) over 0.25 × 10⁶ users of books admirer website. Individuals included in large social network form an Internet community and organize themselves in groups of different sizes. The destiny of those systems, as well as the method of creating of new connections, are different, however we found that the properties of these networks are very similar. We have found that the network components size distribution follow the power-law scaling form. In all five systems we have found interesting scaling laws concerning human dynamics. Our research has shown how long people are interested in a single task, how much time they devote to it and how fast they are making friends. It is surprising that the time evolution of an individual connectivity is very similar in each system.     

Transport between multiple users in complex networks

We study the transport properties of model networks such as scale-free and Erd?s-Rényi networks as well as a real network. We consider few possibilities for the trnasport problem. We start by studying the conductance G between two arbitrarily chosen nodes where each link has the same unit resistance. Our theoretical analysis for scale-free networks predicts a broad range of values of G, with a power-law tail distribution $\Phi_{\rm SF}(G)\sim G^{-g_G}$ , where g_G=2λ-1, and λ is the decay exponent for the scale-free network degree distribution. The power-law tail in Φ_SF(G) leads to large values of G, thereby significantly improving the transport in scale-free networks, compared to Erd?s-Rényi networks where the tail of the conductivity distribution decays exponentially. We develop a simple physical picture of the transport to account for the results. The other model for transport is the max-flow model, where conductance is defined as the number of link-independent paths between the two nodes, and find that a similar picture holds. The effects of distance on the value of conductance are considered for both models, and some differences emerge. We then extend our study to the case of multiple sources ans sinks, where the transport is defined between two groups of nodes. We find a fundamental difference between the two forms of flow when considering the quality of the transport with respect to the number of sources, and find an optimal number of sources, or users, for the max-flow case. A qualitative (and partially quantitative) explanation is also given.     

Recursive weighted treelike networks

We propose a geometric growth model for weighted scale-free networks, which is controlled by two tunable parameters. We derive exactly the main characteristics of the networks, which are partially determined by the parameters. Analytical results indicate that the resulting networks have power-law distributions of degree, strength, weight and betweenness, a scale-free behavior for degree correlations, logarithmic small average path length and diameter with network size. The obtained properties are in agreement with empirical data observed in many real-life networks, which shows that the presented model may provide valuable insight into the real systems.     

Evolution of the linguistic diversity on correlated landscapes

We have recently investigated the evolution of linguistic diversity by means of a simple spatial model that considers selective geographic colonization, linguistic anomalous diffusion and mutation. In the model, regions of the lattice are characterized by the amount of resources available to populations which are going to colonize the region. In that approach, the resources were ascribed in a randomly and uncorrelated way. Here, we extend the previous model and introduce a degree of correlation for the resource landscape. A change of the qualitative scenario is observed for high correlation, where the increase of the linguistic diversity on area is faster than for low correlated landscapes. For low correlated landscapes, the dependence of diversity on area shows two scaling regimes, while we observe the rising of another scaling region for high correlated landscapes.     

Robustness of heterogeneous complex networks

In this paper we study the robustness of heterogeneous preferential attachment networks. The robustness of a network measures its structural tolerance to the random removal of nodes and links. We numerically analyze the influence of the affinity parameters on a set of ensemble-averaged robustness metrics. We show that the presence of heterogeneity does not fundamentally alter the smooth nature of the fragmentation process of the models. We also show that a moderate level of locality translates into slight improvements in the robustness metrics, which prompts us to conjecture an evolutionary argument for the existence of real networks with power-law scaling in their connectivity and clustering distributions.     

Empirical study of recent Chinese stock market

We investigate the statistical properties of the empirical data taken from the Chinese stock market during the time period from January, 2006 to July, 2007. By using the methods of detrended fluctuation analysis (DFA) and calculating correlation coefficients, we acquire the evidence of strong correlations among different stock types, stock index, stock volume turnover, A share (B share) seat number, and GDP per capita. In addition, we study the behavior of “volatility”, which is now defined as the difference between the new account numbers for two consecutive days. It is shown that the empirical power-law of the number of aftershock events exceeding the selected threshold is analogous to the Omori law originally observed in geophysics. Furthermore, we find that the cumulative distributions of stock return, trade volume and trade number are all exponential-like, which does not belong to the universality class of such distributions found by Xavier Gabaix et al. [Xavier Gabaix, Parameswaran Gopikrishnan, Vasiliki Plerou, H. Eugene Stanley, Nature, 423 (2003)] for major western markets. Through the comparison, we draw a conclusion that regardless of developed stock markets or emerging ones, “cubic law of returns” is valid only in the long-term absolute return, and in the short-term one, the distributions are exponential-like. Specifically, the distributions of both trade volume and trade number display distinct decaying behaviors in two separate regimes. Lastly, the scaling behavior of the relation is analyzed between dispersion and the mean monthly trade value for each administrative area in China.     

Analysis of the Karmarkar-Karp differencing algorithm

The Karmarkar-Karp differencing algorithm is the best known polynomial time heuristic for the number partitioning problem, fundamental in both theoretical computer science and statistical physics. We analyze the performance of the differencing algorithm on random instances by mapping it to a nonlinear rate equation. Our analysis reveals strong finite size effects that explain why the precise asymptotics of the differencing solution is hard to establish by simulations. The asymptotic series emerging from the rate equation satisfies all known bounds on the Karmarkar-Karp algorithm and projects a scaling n ^{−c ln n} , where c = 1/(2 ln 2) = 0.7213 .... Our calculations reveal subtle relations between the algorithm and Fibonacci-like sequences, and we establish an explicit identity to that effect.     

City size distributions for India and China

This paper studies the size distributions of urban agglomerations for India and China. We have estimated the scaling exponent for Zipf’s law with the Indian census data for the years of 1981-2001 and the Chinese census data for 1990 and 2000. Along with the biased linear fit estimate, the maximum likelihood estimate for the Pareto and Tsallis q-exponential distribution has been computed. For India, the scaling exponent is in the range of [1.88, 2.06] and for China, it is in the interval [1.82, 2.29]. The goodness-of-fit tests of the estimated distributions are performed using the Kolmogorov-Smirnov statistic.     

The backbone of a city

Recent studies have revealed the importance of centrality measures to analyze various spatial factors affecting human life in cities. Here we show how it is possible to extract the backbone of a city by deriving spanning trees based on edge betweenness and edge information. By using as sample cases the cities of Bologna and San Francisco, we show how the obtained trees are radically different from those based on edge lengths, and allow an extended comprehension of the “skeleton” of most important routes that so much affects pedestrian/vehicular flows, retail commerce vitality, land-use separation, urban crime and collective dynamical behaviours.     

Hierarchy,cities size distribution and Zipf's law

We show that a hierarchical cities structure can be generated by a self-organized process which grows with a bottom-up mechanism, and that the resulting distribution is power law. First we analytically prove that the power law distribution satisfies the balance between the offer of the city and the demand of its basin of attraction, and that the exponent in the Zipf's law corresponds to the multiplier linking the population of the central city to the population of its basin of attraction. Moreover, the corresponding hierarchical structure shows a variable spanning factor, and the population of the cities linked to the same city up in the hierarchy is variable as well. Second a stochastic dynamic spatial model is proposed, whose numerical results confirm the analytical findings. In this model, inhabitants minimize the transportation cost, so that the greater the importance of this cost, the more stable is the system in its microscopic aspect. After a comparison with the existent methods for the generation of a power law distribution, conclusions are drawn on the connection of hierarchical structure, and power law distribution, with the functioning of the system of cities.     

Geometry and scaling laws of excursion and iso-sets of enstrophy and dissipation in isotropic turbulence

Motivated by interest in the geometry of high intensity events of turbulent flows, we examine the spatial correlation functions of sets where turbulent events are particularly intense. These sets are defined using indicator functions on excursion and iso-value sets. Their geometric scaling properties are analysed by examining possible power-law decay of their radial correlation function. We apply the analysis to enstrophy, dissipation and velocity gradient invariants Q and R and their joint spatial distributions, using data from a direct numerical simulation of isotropic turbulence at Re_λ ≈ 430. While no fractal scaling is found in the inertial range using box-counting in the finite Reynolds number flow considered here, power-law scaling in the inertial range is found in the radial correlation functions. Thus, a geometric characterisation in terms of these sets’ correlation dimension is possible. Strong dependence on the enstrophy and dissipation threshold is found, consistent with multifractal behaviour. Nevertheless, the lack of scaling of the box-counting analysis precludes direct quantitative comparisons with earlier work based on multifractal formalism. Surprising trends, such as a lower correlation dimension for strong dissipation events compared to strong enstrophy events, are observed and interpreted in terms of spatial coherence of vortices in the flow.