Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks

DOI10.1016/j.physleta.2009.08.041zbMath1234.05216arXiv0812.2099OpenAlexW2053931644MaRDI QIDQ407818

Wei-Xing Zhou, Xiao-Hui Ni, Zhi-Qiang Jiang

Publication date: 28 March 2012

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0812.2099

zbMATH Keywords

fractional Brownian motionvisibility graphcomplex networkspower-law distributionmultifractal random walk

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Small world graphs, complex networks (graph-theoretic aspects) (05C82) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Microeconomic theory (price theory and economic markets) (91B24) Fractional ordinary differential equations (34A08) Random walks on graphs (05C81)

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Uses Software

• plfit

Cites Work

• Unnamed Item
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• Superfamily phenomena and motifs of networks induced from time series
• From time series to complex networks: The visibility graph
• Statistical mechanics of complex networks
• Emergence of Scaling in Random Networks
• Power-Law Distributions in Empirical Data
• The Structure and Function of Complex Networks
• Multifractal Random Walks as Fractional Wiener Integrals
• Fractional Brownian Motions, Fractional Noises and Applications
• Detecting long-range correlations with detrended fluctuation analysis

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