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Network models: random graphs Leonid E. Zhukov School of Data Analysis and Artificial Intelligence Department of Computer Science National Research University Higher School of Economics Structural Analysis and Visualization of Networks Leonid E. Zhukov (HSE) Lecture 3 27.01.2015 1 / 19

Network models Empirical network features: Power-law (heavy-tailed) degree distribution Small average distance (graph diameter) Large clustering coefficient (transitivity) Giant connected component, hierarchical structure,etc Generative models: Random graph model (Erdos & Renyi, 1959) Small world model (Watts & Strogatz, 1998) Preferential attachement model (Barabasi & Albert, 1999) Leonid E. Zhukov (HSE) Lecture 3 27.01.2015 2 / 19

Random graph model Graph G{E, V }, nodes n = V, edges m = E Erdos and Renyi, 1959. Random graph models G n,m, a randomly selected graph from the set of CN m n(n 1) graphs, N = 2, with n nodes and m edges G n,p, each pair out of N = n(n 1) 2 pairs of nodes is connected with probability p, m - random number k = 1 n i n(n 1) m = p 2 ρ = k i = 2 m n m n(n 1)/2 = p = p (n 1) pn Leonid E. Zhukov (HSE) Lecture 3 27.01.2015 3 / 19

Random graph model Probability that i-th node has a degree k i = k P(k i = k) = P(k) = C k n 1p k (1 p) n 1 k (Bernoulli distribution) p k - probability that connects to k nodes (has k-edges) (1 p) n k 1 - probability that does not connect to any other node Cn 1 k - number of ways to select k nodes out of all to connect to Limiting case of Bernoulli distribution, when n at fixed k = pn = λ (Poisson distribution) P(k) = k k e k k! = λk e λ k! Leonid E. Zhukov (HSE) Lecture 3 27.01.2015 4 / 19

Poisson Distribution P(k i = k) = λk e λ, λ = pn k! Leonid E. Zhukov (HSE) Lecture 3 27.01.2015 5 / 19

Phase transition Consider G n,p as a function of p p = 0, empty graph p = 1, complete (full) graph There are exist critical p c, structural changes from p < p c to p > p c Gigantic connected component appears at p > p c Leonid E. Zhukov (HSE) Lecture 3 27.01.2015 6 / 19

Random graph model p < p c p = p c p > p c Leonid E. Zhukov (HSE) Lecture 3 27.01.2015 7 / 19

Random graph model p >> p c Leonid E. Zhukov (HSE) Lecture 3 27.01.2015 8 / 19

Phase transition Let u fraction of nodes that do not belong to GCC. The probability that a node does not belong to GCC u = P(k = 1) u + P(k = 2) u 2 + P(k = 3) u 3... = = P(k)u k = λ k e λ u k = e λ e λu = e λ(u 1) k! k=0 k=0 Let s -fraction of nodes belonging to GCC (size of GCC) when λ, s 1 when λ 0, s 0 (λ = pn) s = 1 u 1 s = e λs Leonid E. Zhukov (HSE) Lecture 3 27.01.2015 9 / 19

Newman, Leonid2003, E. Zhukov Clauset, (HSE) 2014 Lecture 3 27.01.2015 10 / 19 Phase transition s = 1 e λs non-zero solution exists when (at s = 0): λe λs > 1 critical value: λ c = 1 λ c = k = p c n = 1, p c = 1 n

Numerical simulations k = pn Leonid E. Zhukov (HSE) Lecture 3 27.01.2015 11 / 19

Phase transition Graph G(n, p), for n, critical value p c = 1/n when p < p c, ( k < 1) there is no components with more than O(ln n) nodes, largest component is a tree when p = p c, ( k = 1) the largest component has O(n 2/3 ) nodes when p > p c, ( k > 1) gigantic component has all O(n) nodes Critical value: k = p c n = 1- on average one neighbor for a node Leonid E. Zhukov (HSE) Lecture 3 27.01.2015 12 / 19

Phase transition Clauset, 2014 Leonid E. Zhukov (HSE) Lecture 3 27.01.2015 13 / 19

Threshold probabilities Graph G(n, p) Threshold probabilities when different subgraphs of k-nodes and l-edges appear in a random graph p c n k/l When p > p c : p c n k/(k 1), having a tree with k nodes p c n 1, having a cycle with k nodes p c n 2/(k 1), complete subgraph with k nodes Barabasi, 2002 Leonid E. Zhukov (HSE) Lecture 3 27.01.2015 14 / 19

Clustering coefficient Clustering coefficient C(k) = #of links between NN pk(k 1)/2 = #max number of links NN k(k 1)/2 = p when n, C 0 C = p = k n Leonid E. Zhukov (HSE) Lecture 3 27.01.2015 15 / 19

Graph diameter G(n, p) is locally tree-like (GCC) (no loops; low clustering coefficient) on average, the number of nodes d steps away from a node k d in GCC, around p c, k d n, d ln n ln k Leonid E. Zhukov (HSE) Lecture 3 27.01.2015 16 / 19

Configuration model Random graph with n nodes with a given degree sequence: D = {k 1, k 2, k 3..k n } and m = 1/2 i k i edges. Construct by randomly matching two stubs and connecting them by an edge. Can contain self loops and multiple edges Probability that two nodes i and j are connected p ij = k ik j 2m 1 Will be a simple graph for special graphical degree sequence Leonid E. Zhukov (HSE) Lecture 3 27.01.2015 17 / 19

Configuration model Can be used as a null model for comparative network analysis Clauset, 2014 Leonid E. Zhukov (HSE) Lecture 3 27.01.2015 18 / 19

References On random graphs I, P. Erdos and A. Renyi, Publicationes Mathematicae 6, 290 297 (1959). On the evolution of random graphs, P. Erdos and A. Renyi, Publicaton of the Mathematical Institute of the Hungarian Academy of Sciences, 17-61 (1960) Leonid E. Zhukov (HSE) Lecture 3 27.01.2015 19 / 19