Reciprocity is a second-order correlation that has been recently detected in
all real directed networks and shown to have a crucial effect on the dynamical
processes taking place on them. However, no current theoretical model generates
networks with this nontrivial property. Here we propose a grandcanonical class
of models reproducing the observed patterns of reciprocity by regarding single
and double links as Fermi particles of different `chemical species' governed by
the corresponding chemical potentials. Within this framework we find
interesting special cases such as the extensions of random graphs, the
configuration model and hidden-variable models. Our theoretical predictions are
also in excellent agreement with the empirical results for networks with well
studied reciprocity.Comment: 4 pages, 1 figur