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

DOI10.1016/j.physleta.2009.08.041zbMath1234.05216arXiv0812.2099MaRDI 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 motion; visibility graph; complex networks; power-law distribution; multifractal random walk

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

05C82: Small world graphs, complex networks (graph-theoretic aspects)

60G50: Sums of independent random variables; random walks

60J65: Brownian motion

91B24: Microeconomic theory (price theory and economic markets)

34A08: Fractional ordinary differential equations

05C81: Random walks on graphs

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Uses Software

• plfit

Cites Work

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