Random graphs and complex networks



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Random graphs and complex networks Remco van der Hofstad Honours Class, spring 2008

Complex networks Figure 2 Ye a s t p ro te in in te ra c tio n n e tw o rk. A m a p o f p ro tein p ro tein in tera c tio n s 18 in Yeast protein interaction network Internet topology in 2001

Networks and Graphs Ann Barbara Frank Chris Emma Dave

Networks and Graphs Ann Barbara Frank Chris Emma Dave

Networks and Graphs A B F C E D

Complex networks Burst of activity in past decade. See reviews Newman (2003) and Albert-Barabási (2002) for examples. Networks come in different flavors: Social networks: Acquaintances, sexual relations, film actors,... Information networks: Collaboration graphs, WWW,... Technological networks: Internet, power/telephone grids,... Biological networks: Food webs, neurons, protein interactions,... Attention focussing on unexpected commonality.

Structure affects function Structure affects function Structure social relations affects spread of disease. Topology due to underlying mechanism Description of topology sheds light on underlying mechanism (e.g., biological and social networks). Analysis of data bases Internet has made data bases readily available, fast computers have made their analysis possible. Testing ground for network efficiency Testing new Internet protocols should be done on good Internet models. Dito for testing ground of WWW search engines.

Internet and WWW Vertices Internet are Internet routers, edges physical links between routers. Edges have weights. E-mail is sent along path with smallest sum of weights. Vertices WWW are web pages, edges are (directed) hyper links between pages. Properties: Internet is large, chaotic, (fairly) homogeneous, connected,... WWW is huge, directed, hard to measure, non-connected,... Levels Internet: Router (IP) and autonomous system (AS) levels. Decomposition of WWW due to Broder et al.

The Web Tendrils 44 Million nodes IN SCC OUT 44 Million nodes 56 Million nodes 44 Million nodes Tubes Disconnected components The WWW according to Broder et al.

Collaboration graph in mathematics Vertices are mathematicians, two mathematicians are connected by an edge when they have co-authored a paper. Size: ± 400.000 mathematicians, ± 270.000 in one component. Edges: ± 600.000, so that average degree: ± 3.4. http://www.oakland.edu/enp http://www.ams.org/mathscinet

Six degrees of separation Everybody on this planet is separated only by six other people. Six degrees of separation. Between us and everybody else on this planet. The president of the United States. A gondolier in Venice... It s not just the big names. It s anyone. A native in the rain forest. (...) An Eskimo. I am bound to everyone on this planet by a trail of six people. It is a profound thought.

Six degrees of separation In 1967, Milgram performed an experiment, where people in the Mid-West were asked to send a package to a person in Massachusetts, via intermediaries they know on first name basis. Experimental fact: (almost always) at most six intermediaries: Six degrees of separation. Experiment received enormous attention, but was later heavily criticized due to the small data set. In 2000, Duncan Watts performed an e-mail version of the experiment on a huge scale, with roughly the same outcome: Small-world phenomenon. http://smallworld.columbia.edu

Small-world phenomenon 0.4 0.3 0.2 0.1 0.0 1 2 3 4 5 6 7 8 9 10 11 12 13 Distances in AS graph and WWW (Adamic 99)

Power-law degree sequences Degree sequence (N 1, N 2, N 3,...) of graph: N 1 is number of elements with degree equal to 1, N 2 is number of elements with degree equal to 2, N 3 is number of elements with degree equal to 3... N k Ck τ.

Scale-free phenomenon 10000 1000 100 "971108.out" exp(7.68585) * x ** ( -2.15632 ) 10000 1000 100 Number of vertices with given degree 1000000 100000 10000 1000 100 10 "980410.out" exp(7.89793) * x ** ( -2.16356 ) Series1 10 10 1 1 10 100 1000 Degree 1 1 10 100 ¾ À Á Â Ã Ä ÅÅÄ ÆÇ 1 1 10 100 ¾È[ÀÁ Â Ã Ä ÉÊÄ ÆË 10000 1000 ÌÍ ÎÏÐ Ñ=Ò ÓÔ Õ$Ñ7ÖÏ Ã5 Ñ-ÎÐ Ñ-Ñ7Ø$Ù Ö Ã Ú ÓÛ/ÖÎ Ä Ù ÖÎXØ$Ù Ö Ã ÖÜÜ Ð Ñ@Ý Ï$Ñ Â$ÞßJà@á=â ÑÐ Ú Ï Ú:à Õ$Ñ%ÖÏ Ã5 Ñ-ÎÐ Ñ-Ñ7ãHä Loglog plot of degree sequences in AS graph in Internet in 1997 (FFF97) and in the collaboration graph 10000 among mathematicians "981205.out" "routes.out" exp(8.11393) * x ** ( -2.20288 ) exp(8.52124) * x ** ( -2.48626 ) (http://www.oakland.edu/enp) 1000 100 100 10 10

Scale-free nature in-degrees Web Power-law in-degrees in the WWW (Kumar et al).

Modeling complex networks Inhomogeneous Random Graphs: Static random graph, independent edges with inhomogeneous edge occupation probabilities, yielding scale-free graphs. (BJR07, CL02, CL03, BDM-L05, CL06, NR06, EHH06,...) Configuration Model: Static random graph with prescribed degree sequence. (MR95, MR98, RN04, HHV05, EHHZ06, HHZ07, JL07, FR07,...) Preferential Attachment Model: Dynamic random graph, attachment proportional to degree plus constant. (BA99, BRST01, BR03, BR04, M05, B07, HH07,...)

Configuration model N is number of vertices. Consider i.i.d. sequence of degrees D 1, D 2,..., D n, with P(D 1 k) = c τ k τ+1 (1 + o(1)), where c τ is normalizing constant and τ > 1. Will later explain how edges are formed such that degrees are correct.

Scale-free nature CM 10 6 10 5 10 4 1000 100 10 10 5 10 4 1000 100 10 1 10 100 1000 10 4 2 5 10 20 50 100 Loglog plot of degree sequence CM with n = 1.000.000 and τ = 2.5 and τ = 3.5, respectively.

Configuration model: graph construction How to construct graph with above degree sequence? Assign to vertex j degree D j. L n = n i=1 D i is total degree. Assume L n is even. Incident to vertex i have D i stubs or half edges. Connect stubs to create edges as follows: Number stubs from 1 to L n in any order. First connect first stub at random with one of other L n 1 stubs. Continue with second stub (when not connected to first) and so on, until all stubs are connected...

Properties configuration model Total number of edges is L n, so average degree is L n /n E[D]. CM has giant component when ν = E[D(D 1)] E[D] > 1. Note that this is weaker than E[D] > 2. Local neighborhood of vertex in CM is closer to tree. Cycles occur, but are quite long.

Preferential attachment In preferential attachment models, network is growing in time, in such a way that new vertices are more likely to be connected to vertices that already have high degree. At time t, a single vertex is added to the graph with m edges emanating from it. Probability that an edge connects to the i th vertex is proportional to D i (t 1) + δ, where D i (t) is degree vertex i at time t, δ > m is parameter model. Different edges can attach with different updating rules: (a) intermediate updating degrees with self-loops (BA99, BR04, BRST01) (b) intermediate updating degrees without self-loops; (c) without intermediate updating degrees. i.e., independently.

Properties PA model Total number of edges is 2mt, so average degree is 2m. PA model is with high probability connected when m 2. When m = 1, have a tree. Structure of graph is quite insensitive to precise construction graph: Attachment rules; Fixed number of edges per vertex or random.

Scale-free nature PA Yields power-law degree sequence with exponent τ = 3 + δ/m (2, ). 100000 10000 1000 100 10 1 1 10 100 1000 (m = 2, δ = 0, τ = 3 + δ m = 3)

...the scale-free topology is evidence of organizing principles acting at each stage of the network formation. (...) No matter how large and complex a network becomes, as long as preferential attachment and growth are present it will maintain its hub-dominated scale-free topology.

Distances in configuration model H n is graph distance between uniform pair of connected vertices in graph of size n. When τ > 3 and ν > 1 (HHV03) H n log ν n, with ν = E[D(D 1)]. E[D] When τ (2, 3), (Norros+Reittu04, HHZ07) log log n H n 2 log (τ 2). When τ (1, 2), (EHHZ06) H n uniformly bounded.

x log log x grows extremely slowly 25 20 15 10 5 0 2. 10 9 4. 10 9 6. 10 9 8. 10 9 1. 10 10 Plot of x log x and x log log x.

Consequences and proof Proof relies on coupling of neighborhood of vertices to branching process. Extensions: Fluctuations around leading order are uniformly bounded, and we compute its limiting distribution. Diameter of graph is maximal distance between any pair of connected vertices. Diameter CM of order log N when P(D i 3) < 1 (FR07), while of order log log N when τ (2, 3) and P(D i 3) = 1 (HHZ07). Similar methodology applies to various inhomogeneous random graphs, with similar (but generally weaker) results.

Comparison Internet data 0.4 0.3 0.2 0.1 0.0 0 1 2 3 4 5 6 7 8 9 10 11 Number of AS traversed in hopcount data (blue) compared to the model (purple) with τ = 2.25, N = 10, 940.

Distances PA models Diameter PA bounded above by C log t for all m 1 and δ > m (b-c) (HH07); Diameter PA bounded above by C log log t for m 2 and δ ( m, 0) for which power-law exponent τ (2, 3) (a-c) (HH07); Diameter PA bounded above by (1 + ε) log t log log t which power-law exponent τ = 3 (a) (BR04); for m 2 and δ = 0 for Diameter PA bounded below by (1 + ε) log t for m 2 and δ 0 for log log t which power-law exponent τ [3, ) (a-c) (BR04, HH07).

Universality First evidence of strong form of universality: random graphs with similar degree structure share similar behavior. For random graphs, universality predicted by physics community. Universality is leading paradigm in statistical physics. Only few examples where universality can be rigorously proved. More information on random graphs: www.win.tue.nl/ rhofstad/notesrgcn.pdf