Collective dynamics result from interactions among noisy dynamical
components. Examples include heartbeats, circadian rhythms, and various pattern
formations. Because of noise in each component, collective dynamics inevitably
involve fluctuations, which may crucially affect functioning of the system.
However, the relation between the fluctuations in isolated individual
components and those in collective dynamics is unclear. Here we study a linear
dynamical system of networked components subjected to independent Gaussian
noise and analytically show that the connectivity of networks determines the
intensity of fluctuations in the collective dynamics. Remarkably, in general
directed networks including scale-free networks, the fluctuations decrease more
slowly with the system size than the standard law stated by the central limit
theorem. They even remain finite for a large system size when global
directionality of the network exists. Moreover, such nontrivial behavior
appears even in undirected networks when nonlinear dynamical systems are
considered. We demonstrate it with a coupled oscillator system.Comment: 5 figure
