Zooming in on local level statistics by supersymmetric extension of free probability

We consider unitary ensembles of Hermitian NxN matrices H with a confining potential NV where V is analytic and uniformly convex. From work by Zinn-Justin, Collins, and Guionnet and Maida it is known that the large-N limit of the characteristic function for a finite-rank Fourier variable K is determined by the Voiculescu R-transform, a key object in free probability theory. Going beyond these results, we argue that the same holds true when the finite-rank operator K has the form that is required by the Wegner-Efetov supersymmetry method of integration over commuting and anti-commuting variables. This insight leads to a potent new technique for the study of local statistics, e.g., level correlations. We illustrate the new technique by demonstrating universality in a random matrix model of stochastic scattering.Comment: 38 pages, 3 figures, published version, minor changes in Section

Evolving Network With Different Edges

We proposed an evolving network model constituted by the same nodes but different edges. The competition between nodes and different links were introduced. Scale free properties have been found in this model by continuum theory. Different network topologies can be generated by some tunable parameters. Simulation results consolidate the prediction.Comment: 14 pages, 9 figures, some contents revised, fluctuation of x degree adde

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The Large Scale Curvature of Networks

Understanding key structural properties of large scale networks are crucial for analyzing and optimizing their performance, and improving their reliability and security. Here we show that these networks possess a previously unnoticed feature, global curvature, which we argue has a major impact on core congestion: the load at the core of a network with N nodes scales as N^2 as compared to N^1.5 for a flat network. We substantiate this claim through analysis of a collection of real data networks across the globe as measured and documented by previous researchers.Comment: 4 pages, 5 figure

Scaling Invariance in Spectra of Complex Networks: A Diffusion Factorial Moment Approach

A new method called diffusion factorial moment (DFM) is used to obtain scaling features embedded in spectra of complex networks. For an Erdos-Renyi network with connecting probability $p_{ER} < \frac{1}{N}$, the scaling parameter is $\delta = 0.51$, while for $p_{ER} \ge \frac{1}{N}$ the scaling parameter deviates from it significantly. For WS small-world networks, in the special region $p_r \in [0.05,0.2]$, typical scale invariance is found. For GRN networks, in the range of $\theta\in[0.33,049]$, we have $\delta=0.6\pm 0.1$. And the value of $\delta$ oscillates around $\delta=0.6$ abruptly. In the range of $\theta\in[0.54,1]$, we have basically $\delta>0.7$. Scale invariance is one of the common features of the three kinds of networks, which can be employed as a global measurement of complex networks in a unified way.Comment: 6 pages, 8 figures. to appear in Physical Review

Random Topologies and the emergence of cooperation: the role of short-cuts

We study in detail the role of short-cuts in promoting the emergence of cooperation in a network of agents playing the Prisoner's Dilemma Game (PDG). We introduce a model whose topology interpolates between the one-dimensional euclidean lattice (a ring) and the complete graph by changing the value of one parameter (the probability p to add a link between two nodes not already connected in the euclidean configuration). We show that there is a region of values of p in which cooperation is largely enhanced, whilst for smaller values of p only a few cooperators are present in the final state, and for p \rightarrow 1- cooperation is totally suppressed. We present analytical arguments that provide a very plausible interpretation of the simulation results, thus unveiling the mechanism by which short-cuts contribute to promote (or suppress) cooperation

Using graph concepts to understand the organization of complex systems

Complex networks are universal, arising in fields as disparate as sociology, physics, and biology. In the past decade, extensive research into the properties and behaviors of complex systems has uncovered surprising commonalities among the topologies of different systems. Attempts to explain these similarities have led to the ongoing development and refinement of network models and graph-theoretical analysis techniques with which to characterize and understand complexity. In this tutorial, we demonstrate through illustrative examples, how network measures and models have contributed to the elucidation of the organization of complex systems.Comment: v(1) 38 pages, 7 figures, to appear in the International Journal of Bifurcation and Chaos v(2) Line spacing changed; now 23 pages, 7 figures, to appear in the Special Issue "Complex Networks' Structure and Dynamics'' of the International Journal of Bifurcation and Chaos (Volume 17, Issue 7, July 2007) edited by S. Boccaletti and V. Lator

Correlation, Network and Multifractal Analysis of Global Financial Indices

We apply RMT, Network and MF-DFA methods to investigate correlation, network and multifractal properties of 20 global financial indices. We compare results before and during the financial crisis of 2008 respectively. We find that the network method gives more useful information about the formation of clusters as compared to results obtained from eigenvectors corresponding to second largest eigenvalue and these sectors are formed on the basis of geographical location of indices. At threshold 0.6, indices corresponding to Americas, Europe and Asia/Pacific disconnect and form different clusters before the crisis but during the crisis, indices corresponding to Americas and Europe are combined together to form a cluster while the Asia/Pacific indices forms another cluster. By further increasing the value of threshold to 0.9, European countries France, Germany and UK constitute the most tightly linked markets. We study multifractal properties of global financial indices and find that financial indices corresponding to Americas and Europe almost lie in the same range of degree of multifractality as compared to other indices. India, South Korea, Hong Kong are found to be near the degree of multifractality of indices corresponding to Americas and Europe. A large variation in the degree of multifractality in Egypt, Indonesia, Malaysia, Taiwan and Singapore may be a reason that when we increase the threshold in financial network these countries first start getting disconnected at low threshold from the correlation network of financial indices. We fit Binomial Multifractal Model (BMFM) to these financial markets.Comment: 32 pages, 25 figures, 1 tabl

Clustering Phase Transitions and Hysteresis: Pitfalls in Constructing Network Ensembles

Ensembles of networks are used as null models in many applications. However, simple null models often show much less clustering than their real-world counterparts. In this paper, we study a model where clustering is enhanced by means of a fugacity term as in the Strauss (or "triangle") model, but where the degree sequence is strictly preserved -- thus maintaining the quenched heterogeneity of nodes found in the original degree sequence. Similar models had been proposed previously in [R. Milo et al., Science 298, 824 (2002)]. We find that our model exhibits phase transitions as the fugacity is changed. For regular graphs (identical degrees for all nodes) with degree k > 2 we find a single first order transition. For all non-regular networks that we studied (including Erdos - Renyi and scale-free networks) we find multiple jumps resembling first order transitions, together with strong hysteresis. The latter transitions are driven by the sudden emergence of "cluster cores": groups of highly interconnected nodes with higher than average degrees. To study these cluster cores visually, we introduce q-clique adjacency plots. We find that these cluster cores constitute distinct communities which emerge spontaneously from the triangle generating process. Finally, we point out that cluster cores produce pitfalls when using the present (and similar) models as null models for strongly clustered networks, due to the very strong hysteresis which effectively leads to broken ergodicity on realistic time scales.Comment: 13 pages, 11 figure

On Eigenvalues of the sum of two random projections

We study the behavior of eigenvalues of matrix P_N + Q_N where P_N and Q_N are two N -by-N random orthogonal projections. We relate the joint eigenvalue distribution of this matrix to the Jacobi matrix ensemble and establish the universal behavior of eigenvalues for large N. The limiting local behavior of eigenvalues is governed by the sine kernel in the bulk and by either the Bessel or the Airy kernel at the edge depending on parameters. We also study an exceptional case when the local behavior of eigenvalues of P_N + Q_N is not universal in the usual sense.Comment: 14 page