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Static Random Network Models Social and Economic Networks Jafar Habibi MohammadAmin Fazli Social and Economic Networks 1

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Page 1: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Static Random Network Models

Social and Economic Networks

Jafar Habibi

MohammadAmin Fazli

Social and Economic Networks 1

Page 2: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

ToC

• Static Random Network Models• Different static random network models

• Some basic mathematics

• Properties of random networks

• Readings:• Chapter 4 from the Jackson book

Social and Economic Networks 2

Page 3: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Static Random Network Models

• Static random network models:• Static random model refers to a typed model in which all nodes are

established at the same time and then links are drawn between them according to some probabilistic rule

• Important to capture features of SENs which are produced by random processes

• Different random graph models:• Poisson networks & related models

• Watts-Strogatz model for small-world networks

• Markov graphs & p* networks

• The Configuration model

• The Expected Degree model

Social and Economic Networks 3

Page 4: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Poisson Networks

• 𝐺 𝑛, 𝑝 :• Consider a set of nodes 𝑁 = 1,2,… , 𝑛

• Connect each pair 𝑖, 𝑗 of nodes with probability 𝑝

• The expected number of edges: 𝑛2𝑝

• The expected degree of nodes: 𝑛 − 1 𝑝

• 𝐺(𝑛,𝑀):

• Choose 𝑀 edges out of all 𝑛2

pair of nodes: 𝑛2𝑀

choices

• Number of edges: 𝑀

• The expected degree of nodes: 𝑀𝑛2

× 𝑛 − 1 =2𝑀

𝑛

Social and Economic Networks 4

Page 5: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Poisson Networks

• Binomal Distribution:• Consider a sequence of Bernoulli trials. What is the probability of m heads out

of n flips?

• Expected number of heads: np

• The variance: npq = np(1-p)

• Standard deviation: 𝑛𝑝 1 − 𝑝

Social and Economic Networks 5

Page 6: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Poisson Networks

• Degree distribution: Binomal distribution• The probability of having d neighboring edges is equal to:

𝑃 𝑑 =𝑛 − 1

𝑑𝑝𝑑 1 − 𝑝 𝑛−1−𝑑

• Binomal distribution can be approximated by 𝜆 = (𝑛 − 1)𝑝 for large 𝑛

𝑃 𝑑 ≈𝑒−𝜆𝜆𝑑

𝑑!

Social and Economic Networks 6

Page 7: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Watts-Strogatz Model

• Consider a cycle and connect each node to its 2𝑚nearest nodes

• Diameter: 𝑛

4

• Clustering Coefficient:

1

2

• Diameter is high, while the clustering coefficient is also high

Social and Economic Networks 7

Page 8: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Watts-Strogatz Model

• Watts & Strogatz show that with a few random rewiring the diameter will be decreased a lot.

• We will speak about small-world models deeply later

Social and Economic Networks 8

Page 9: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Watts-Strogatz Model

Social and Economic Networks 9

Page 10: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Markov Graphs & P* Networks

• Think about building a random graph in which the formation of the link ij is correlated with formation of the links jk and ik?

• Frank & Strauss method using Clifford & Hammersley theorem:• Build a graph D whose nodes is the potential links in G

• If ij and jk are linked in D, it means that there exist some sort of dependency between them

• C(D) is the set of D’s cliques

• 𝐼𝐴 𝐺 = 1 for 𝐴 ∈ 𝐶(𝐷), 𝐴 ⊆ 𝐺 (consider G as a set of edges) and else 𝐼𝐴 𝐺 = 0

• The probability of a given network G depends only on which cliques of D it contains:

log Pr 𝐺 =

𝐴∈𝐶(𝐷)

𝛼𝐴𝐼𝐴(𝐺) − 𝑐

Social and Economic Networks 10

Page 11: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Markov Graphs & P* Networks

• An example: a symmetric case• Build a random graph with controllability on the number of its edges (𝑛1(𝐺))

and its triads (𝑛3(𝐺))

• C(D) consists of 𝑛3(𝐺) triads and 𝑛1(𝐺) edges. So if we weight them equally we have:

log Pr 𝐺 = 𝛼1𝑛1 𝐺 + 𝛼3𝑛3 𝐺 − 𝑐

• We can calibrate with different parameters to have different random networks with different number of triangles and edges. • 𝛼3 = 0 is the Poisson networks case

Social and Economic Networks 11

Page 12: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

The Configuration Model

• A sequence of degrees is given (𝑑1, 𝑑2, 𝑑3, … , 𝑑𝑛) and we want to build a random graph having these degrees

• We generate the following sequence of numbers

• Randomly pick two number of elements and connect corresponding nodes

• The result is a multigraph

Social and Economic Networks 12

Page 13: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

An Expected Degree Model

• Form a link between node i and node j with probability 𝑑𝑖𝑑𝑗 𝑘 𝑑𝑘

• Self links are allowed

• The expected degree of node i will be 𝑑𝑖

• Maximum of 𝑑𝑖2 < 𝑘 𝑑𝑘

Social and Economic Networks 13

Page 14: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Configuration Model vs Expected Degree Model• Consider the degree sequence < 𝑘, 𝑘, … , 𝑘 >

• In configuration model:• The probabilities of self links and multi links is negligible

• The probability of a node to have degree k will converge to 1

• In expected degree model:• The probability of a node to have degree k will converge to

whose maximum value is 1/2.

• Why? See the blackboard.

Social and Economic Networks 14

Page 15: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Distribution of the Degree of Neighboring Nodes• Consider a given graph with degree distribution P(d)• A related calculation 𝑃(𝑑): the probability that a randomly chosen edge

has a (randomly chosen) neighbor with degree d• 𝑃 𝑑 = 𝑃(𝑑)?

• 𝑃 1 = 𝑃 2 =1

2

• 𝑃 1 =2

1

2=

1

3

• 𝑃 2 =2

1

2+

1

1

1=

2

3

• We can formulate 𝑃 𝑑

𝑃 𝑑 =𝑃 𝑑 𝑑

< 𝑑 >See the blackboard

Social and Economic Networks 15

Page 16: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Distribution of the Degree of Neighboring Nodes• Consider the degree sequence <1,1,2,2,1,1,2,2,…>. Compare two

cases• In random models such as the configuration model: The distribution of the

neighboring nodes have the same distribution as 𝑃(𝑑) for all nodes.

• In networks with correlation properties: The graph is highly segregated by degrees

Social and Economic Networks 16

Page 17: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Multiple & Self-Links

• In the configuration model the probability of self links and multiple links is negligible • The same is true for the expected degree model

• Theorem: Let 𝑞𝑖𝑛 denote the number of self or duplicate links & 𝑄𝑖

𝑛

= Pr 𝑞𝑖𝑛 > 0 . If a degree sequence (𝑑1, 𝑑2, … , 𝑑𝑛) is such that

max𝑖≤𝑛

𝑑𝑖

𝑛13

→ 0 then max𝑖≤𝑛

𝑄𝑖𝑛 → 0.

• Proof: see the blackboard.

Social and Economic Networks 17

Page 18: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Threshold Effects

• We define the function t(n) as the threshold for the parameter p(n) for the property A(N) if

and

Social and Economic Networks 18

Page 19: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Example

• 𝐴 𝑁 = 𝑔 𝑑1 𝑔 ≥ 1}

• In Poisson model the only model parameter is p(n)

• Pr 𝐴 𝑁 𝑝 𝑛 = 1 − 1 − 𝑝 𝑛𝑛−1

• The threshold is 𝑡 𝑛 =1

𝑛−1, on the blackboard see why?

• Hint: write 𝑝 𝑛 =𝑟 𝑛

𝑛−1

Social and Economic Networks 19

Page 20: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

A Summary of Thresholds for Poisson Random Network Model• 𝑡 𝑛 = 𝑛−2: The first edge emerges

• 𝑡 𝑛 = n−1.5: The first component with three nodes emerges

• 𝑡 𝑛 = n−1: Cycles emerge as does the giant component

• 𝑡 𝑛 =log(𝑛)

𝑛: The network becomes connected

Social and Economic Networks 20

Page 21: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Threshold for Connectedness

• For Poisson Random Network Model• Erdos & Renyi Theorem: A threshold function for the connectedness of the

Poisson random network is 𝑡 𝑛 =log(𝑛)

𝑛• Proof: See the blackboard

• First we show that if 𝑝 𝑛

𝑡 𝑛→ 0 then the probability that there exist isolated nodes tends

to 1 and thus the network is clearly unconnected.

• Second we show that if 𝑝 𝑛

𝑡 𝑛→ ∞ then the chance of having any component of size less

than n/2 tends to zero and thus the network is clearly connected

• For other static random models it is very hard to find well defined thresholds

Social and Economic Networks 21

Page 22: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Threshold for Connectedness

• For the expected degree model: • 𝑉𝑜𝑙𝑛 = 𝑖=1

𝑛 𝑑𝑖 denote the total expected degree of nodes

• The probability of a link between nodes i and j is 𝑑𝑖𝑑𝑗

𝑉𝑜𝑙𝑛

• The probability that node i is isolated

𝑗

(1 −𝑑𝑖𝑑𝑗

𝑉𝑜𝑙𝑛) ≈ 𝑒−𝑑𝑖

• The probability that no node is isolated

𝑖

(1 − 𝑒−𝑑𝑖) ≈ 𝑒− 𝑖 𝑒−𝑑𝑖

• If 𝑒−𝑑𝑖 → ∞ isolated nodes will occur• If 𝑒−𝑑𝑖 → 0 there will be no isolated node

Social and Economic Networks 22

Page 23: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Size of the Giant Component

• In the Poisson Random Network Model:• Assume that there exist a giant component and it consists q fraction of nodes

• Each node is in the giant component if it has no neighbor in the giant component. Thus approximately we have

1 − 𝑞 =

𝑑

1 − 𝑞 𝑑𝑃 𝑑 =

𝑑

𝑒− 𝑛−1 𝑝 𝑛 − 1 𝑝𝑑

𝑑!1 − 𝑞 𝑑𝑃 𝑑

• Thus since

𝑑

𝑛 − 1 𝑝 1 − 𝑞𝑑

𝑑!= 𝑒 𝑛−1 𝑝(1−𝑞)

• Thus 𝑞 = 1 − 𝑒−𝑞 𝑛−1 𝑝

Social and Economic Networks 23

Page 24: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Threshold for the Emergence of the Giant Component• The probability that the link connects two nodes that were already

connected in a component with s nodes is the probability that both of its

end nodes lie in that component, which is proportional to 𝑠

𝑛

2

𝑖

𝑠𝑖𝑛

2

𝑖

𝑠𝑖𝑆

𝑛2≤

𝑆

𝑛

• The portion of links that lie on cycles is of an order no more than 𝑆

𝑛

• Before the threshold for the emergence of the giant component, the components are essentially tree.

Social and Economic Networks 24

Page 25: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Threshold for the Emergence of the Giant Component• Define 𝜙 as the number of nodes which can be reached by the random

process• Under some constraints we have

• The boundries where 𝜙 is NOT well defined then the giant component emerges (the mentioned constraints come here). That is where

𝑑2 > 2 𝑑

Social and Economic Networks 25

Page 26: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Threshold for the Emergence of the Giant Component• For Poisson random network model

𝑑 2 > 2 𝑑

𝑑2 = 𝑑 + 𝑑 2 ⟹ 𝑑 2 > 𝑑 ⟹ 𝑑 > 1 ⟹ 𝑡 𝑛 =1

𝑛

• For k-Regular network model𝑘2 = 2𝑘 ⟹ 𝑘 = 2

• For Scale-Free network model • 𝑃 𝑑 = 𝑐𝑑−𝛾

• For 𝑑2 diverges for 𝛾 < 3

Social and Economic Networks 26

Page 27: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Diameter Estimation

• Estimating Diameter for Random Networks• Choose a random node

• The expected number of reachable nodes with 1 edge: 𝑑

• The expected number of reachable nodes with 2 edges:

𝑑

𝑑

(𝑑 − 1) 𝑃(𝑑) = 𝑑𝑑2 − 𝑑

𝑑

• The expected number of reachable nodes with k edges:

Social and Economic Networks 27

Page 28: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Diameter Estimation

• Estimating Diameter for Random Networks• The total number of nodes is approximately:

• Thus

• Or

Social and Economic Networks 28

Page 29: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Diameter Estimation

• Estimating Diameter for Random Networks• In cases 𝑑2 is much larger than 𝑑

• In Poisson random network models where 𝑑2 − 𝑑 = 𝑑 2

Social and Economic Networks 29

Page 30: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Generating Functions

• Let 𝜋(. ) is a probability distribution over the set 0,1,2, …

• Define 𝐺𝜋 as the generating function related to 𝜋 as follows:

• 𝐺𝜋 1 = 1

• Taking a derivative from 𝐺𝜋(𝑥)

• Thus

Social and Economic Networks 30

Page 31: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Generating Functions

• More generally,

• Assume that 𝜋2(𝑘) is the probability that the sum of two draws from 𝜋 is k. Thus

𝜋2 𝑘 =

𝑖=0

𝑘

𝜋 𝑖 𝜋(𝑘 − 𝑖)

• Thus

Social and Economic Networks 31

Page 32: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Generating Functions

• The relation between 𝐺𝜋2and 𝐺𝜋:

• More generally,

• Consider a distribution 𝜋 that is derived by first randomly selecting a distribution from a series of distributions 𝜋1, 𝜋2, 𝜋3, … picking each with probability 𝛾𝑖.

Social and Economic Networks 32

Page 33: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Generating Functions

• Define 𝜋 𝑘 = 𝜋 𝑘 − 1

𝐺 𝜋 𝑥 =

𝑘=1

𝜋 𝑘 − 1 𝑥𝑘 = 𝑥𝐺𝜋(𝑥)

• Let’s define the generating function for 𝑃 𝑑 =𝑑𝑃(𝑑)

𝑑

Social and Economic Networks 33

Page 34: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Distribution of Component Sizes

• Randomly choose an edge and then one of its nodes. What is the distribution of the number nodes of the component including this edge (Q)?• There is probability 𝑃 𝑑 that the node at the end of the randomly selected

edge has degree d

• It has d − 1 edges emanating from this node

• The number of vertices found in the owner component is the sum of nodes found by these edges, plus one. Thus, the generating function of additional nodes found through the node if it happens to have degree d is

Social and Economic Networks 34

Page 35: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Distribution of Component Sizes

• Randomly choose an edge and then one of its nodes. What is the distribution of the number nodes of the component including this edge (Q)?• With some calculations (see the blackboard) we have the following:

• and

• For 1 we have

Social and Economic Networks 35

Page 36: Static Random Network Models - ce.sharif.educe.sharif.edu/.../5-StaticRandomNetworkModels.pdf · Static Random Network Models •Static random network models: •Static random model

Distribution of Component Sizes

• What is the distribution of the component including a randomly chosen vertex (H)?• Using 𝐺𝑄 we have

𝐺𝐻 𝑥 = 𝑥

𝑑

𝑃 𝑑 𝐺𝑄 𝑥𝑑= 𝑥𝐺𝑃 𝐺𝑄 𝑥

• Thus

Social and Economic Networks 36