Our objective is to survey recent results concerning the evolution of random networks and related extreme value statistics, which are a subject of interest due to numerous applications. Our survey concerns the statistical methodology but not the structure of random networks. We focus on the problems arising in evolving networks mainly due to the heavy-tailed nature of node indices. Tail and extremal indices of the node influence characteristics like in-degrees, out-degrees, PageRanks, and Max-linear models arising in the evolving random networks are discussed. Related topics like preferential and clustering attachments, community detection, stationarity and dependence of graphs, information spreading, finding the most influential leading nodes and communities, and related methods are surveyed. This survey tries to propose possible solutions to unsolved problems, like testing the stationarity and dependence of random graphs using known results obtained for random sequences. We provide a discussion of unsolved or insufficiently developed problems like the distribution of triangle and circle counts in evolving networks, or the clustering attachment and the local dependence of the modularity, the impact of node or edge deletion at each step of evolution on extreme value statistics, among many others. Considering existing techniques of community detection, we pay attention to such related topics as coloring graphs and anomaly detection by machine learning algorithms based on extreme value theory. In order to understand how one can compute tail and extremal indices on random graphs, we provide a structured and comprehensive review of their estimators obtained for random sequences. Methods to calculate the PageRank and PageRank vector are shortly presented. This survey aims to provide a better understanding of the directions in which the study of random networks has been done and how extreme value analysis developed for random sequences can be applied to random networks.
Random graphs are subject to the heterogeneities of the distributions of node indices and their dependence structures. Superstar nodes to which a large proportion of nodes attach in the evolving graphs are considered. In the present paper, a statistical analysis of the extremal part of random graphs is considered. We used the extreme value theory regarding sums and maxima of non-stationary random length sequences to evaluate the tail index of the PageRanks and max-linear models of superstar nodes in the evolving graphs where existing nodes or edges can be deleted or not. The evolution is provided by a linear preferential attachment. Our approach is based on the analysis of maxima and sums of the node PageRanks over communities (block maxima and block sums), which can be independent or weakly dependent random variables. By an empirical study, it was found that tail indices of the block maxima and block sums are close to the minimum tail index of representative series extracted from the communities. The tail indices are estimated by data of simulated graphs.
The article deals with the problem of estimating the parameters of a tapered Pareto distribution. Using the moment method, we obtain new estimates depending on an additional parameter. We prove that the joint asymptotic distribution of these estimates is Gaussian. A procedure is proposed that permits one to choose the additional parameter in an optimal way. The new estimates are compared with the corresponding maximum likelihood estimates. By way of example, an application of the new estimates to the COVID-19 incidence data is given. A new algorithm for a random variable generator with a tapered Pareto distribution is proposed.
27 January 2025 in Lithuanian Mathematical Journal
The evolution of random undirected graphs by the clustering attachment (CA) both without node and edge deletion and with uniform node or edge deletion is investigated. Theoretical results are obtained for the CA without node and edge deletion when a newly appended node is connected to two existing nodes of the graph at each evolution step. Theoretical results concern to (1) the sequence of increments of the consecutive mean clustering coefficients tends to zero; (2) the sequences of node degrees and triangle counts of any fixed node which are proved to be submartingales. These results were obtained for any initial graph. The simulation study is provided for the CA with uniform node or edge deletion and without any deletion. It is shown that (1) the CA leads to light-tailed distributed node degrees and triangle counts; (2) the average clustering coefficient tends to a constant over time; (3) the mean node degree and the mean triangle count increase over time with the rate depending on the parameters of the CA. The exposition is accompanied by a real data study.