Tauberian theory for multivariate regularly varying distributions with application to preferential attachment networks

DOI10.1007/S10687-015-0216-2zbMATH Open1345.60118arXiv1406.6395OpenAlexW1975053707MaRDI QIDQ497482FDOQ497482

Gennady Samorodnitsky, Sidney I. Resnick

Publication date: 24 September 2015

Published in: Extremes (Search for Journal in Brave)

Abstract: Abel-Tauberian theorems relate power law behavior of distributions and their transforms. We formulate and prove a multivariate version for non-standard regularly varying measures on $mathbb{R}_{+}^p$ and then apply it to prove that the joint distribution of in- and out-degree in a directed edge preferential attachement model has jointly regularly varying tails.

Full work available at URL: https://arxiv.org/abs/1406.6395

zbMATH Keywords

multivariate heavy tailsmultivariate regularly varying distributionspreferential attachment networksscale free networksTauberian theory

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Extreme value theory; extremal stochastic processes (60G70) Random graphs (graph-theoretic aspects) (05C80) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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Cited In (15)

• Asymptotic normality of in- and out-degree counts in a preferential attachment model
• Growth of common friends in a preferential attachment model
• Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity
• Random networks with heterogeneous reciprocity
• Are extreme value estimation methods useful for network data?
• Multivariate regular variation of discrete mass functions with applications to preferential attachment networks
• Degree growth rates and index estimation in a directed preferential attachment model
• Consistency of Hill estimators in a linear preferential attachment model
• Nonstandard regular variation of in-degree and out-degree in the preferential attachment model
• Models with hidden regular variation: Generation and detection
• On the distribution of multiple power series regularly varying at the boundary point
• Measuring reciprocity in a directed preferential attachment network
• On a Minimum Distance Procedure for Threshold Selection in Tail Analysis
• Testing the Multivariate Regular Variation Model
• Hidden regular variation under full and strong asymptotic dependence

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