Random Networks Network Science: Graph Theory 2012

Erdös-Rényi model (1960) Connect with probability p p=1/6 N=10  k  ~ 1.5 Pál Erdös ( ) Alfréd Rényi ( ) RANDOM NETWORK MODEL Network Science: Random Graphs 2012

RANDOM NETWORK MODEL Definition: A random graph is a graph of N labeled nodes where each pair of nodes is connected by a preset probability p. We will call is G(N, p). Network Science: Random Graphs 2012

RANDOM NETWORK MODEL p=1/6 N=12 Network Science: Random Graphs 2012

RANDOM NETWORK MODEL p=0.03 N=100 Network Science: Random Graphs 2012 Note: No node has a very high degree. Rather, it is very unlikely for one node to have a very high degree. Why? (HW question)

RANDOM NETWORK MODEL N and p do not uniquely define the network– we can have many different realizations of it. How many? N=10 p=1/6 The probability to form a particular graph G(N,p) isThat is, each graph G(N,p) appears with probability P(G(N,p)). Network Science: Random Graphs 2012

RANDOM NETWORK MODEL P(L): the probability to have exactly L links in a network of N nodes and probability p: The maximum number of links in a network of N nodes. Number of different ways we can choose L links among all potential links. Binomial distribution... Network Science: Random Graphs 2012

MATH TUTORIAL the mean of a binomial distribution There is a faster way using generating functions, see: Network Science: Random Graphs 2012

MATH TUTORIAL the variance of a binomial distribution Network Science: Random Graphs 2012

MATH TUTORIAL the variance of a binomial distribution Network Science: Random Graphs 2012

MATH TUTORIAL Binomian Distribution: The bottom line Network Science: Random Graphs 2012

RANDOM NETWORK MODEL P(L): the probability to have a network of exactly L links The average number of links in a random graph The standard deviation Network Science: Random Graphs 2012

DEGREE DISTRIBUTION OF A RANDOM GRAPH As the network size increases, the distribution becomes increasingly narrow—we are increasingly confident that the degree of a node is in the vicinity of. Select k nodes from N-1 probability of having k edges probability of missing N-1-k edges Network Science: Random Graphs 2012

DEGREE DISTRIBUTION OF A RANDOM GRAPH For large N and small k, we can use the following approximations: for Network Science: Random Graphs 2012

DEGREE DISTRIBUTION OF A RANDOM GRAPH P(k) k Network Science: Random Graphs 2012

DEGREE DISTRIBUTION OF A RANDOM NETWORK Exact Result -binomial distribution- Large N limit -Poisson distribution- Probability Distribution Function (PDF) Network Science: Random Graphs 2012

What does it mean? Continuum formalism: If we consider a network with average degree then the probability to have a node whose degree exceeds a degree k 0 is: For example, with =10, the probability to find a node whose degree is at least twice the average degree is the probability to find a node whose degree is at least ten times the average degree is × the probability to find a node whose degree is less than a tenth of the average degree is The probability of seeing a node with very high of very low degree is exponentially small. Most nodes have comparable degrees. The larger the size of a random network, the more similar are the node degrees What does it mean? Discrete formalism: NODES HAVE COMPARABLE DEGREES IN RANDOM NETWORKS

NO OUTLIERS IN A RANDOM SOCIETY According to sociological research, for a typical individual k ~1,000 The probability to find an individual with degree k>2,000 is Given that N ~10 9, the chance of finding an individual with 2,000 acquaintances is so tiny that such nodes are virtually non-existent in a random society.  a random society would consist of mainly average individuals, with everyone with roughly the same number of friends.  It would lack outliers, individuals that are either highly popular or recluse. Network Science: Random Graphs 2012

SIX DEGREES small worlds Frigyes Karinthy, 1929 Stanley Milgram, 1967 Peter Jane Sarah Ralph Network Science: Random Graphs 2012

SIX DEGREES 1967: Stanley Milgram HOW TO TAKE PART IN THIS STUDY 1.ADD YOUR NAME TO THE ROSTER AT THE BOTTOM OF THIS SHEET, so that the next person who receives this letter will know who it came from. 2.DETACH ONE POSTCARD. FILL IT AND RETURN IT TO HARVARD UNIVERSITY. No stamp is needed. The postcard is very important. It allows us to keep track of the progress of the folder as it moves toward the target person. 3.IF YOU KNOW THE TARGET PERSON ON A PERSONAL BASIS, MAIL THIS FOLDER DIRECTLY TO HIM (HER). Do this only if you have previously met the target person and know each other on a first name basis. 4.IF YOU DO NOT KNOW THE TARGET PERSON ON A PERSONAL BASIS, DO NOT TRY TO CONTACT HIM DIRECTLY. INSTEAD, MAIL THIS FOLDER (POST CARDS AND ALL) TO A PERSONAL ACQUAINTANCE WHO IS MORE LIKELY THAN YOU TO KNOW THE TARGET PERSON. You may send the folder to a friend, relative or acquaintance, but it must be someone you know on a first name basis. Network Science: Random Graphs 2012

DISTANCES IN RANDOM GRAPHS Random graphs tend to have a tree-like topology (???) with almost constant node degrees. nr. of first neighbors: nr. of second neighbors: nr. of neighbours at distance d: estimate maximum distance: Network Science: Random Graphs 2012 d for the world = log (7 billion) / log (1000) = 3.28

Given the huge differences in scope, size, and average degree, the agreement is excellent. DISTANCES IN RANDOM GRAPHS compare with real data Network Science: Random Graphs 2012

Until now we focused on the static properties of a random graph with fixes p value. What happens when vary the parameter p? EVOLUTION OF A RANDOM NETWORK GOTO Choose Nodes=100. Note that the p goes up in increments of 0.001, which, for N=100, L=pN(N-1)/2~p*50,000, i.e. each increment is really about 50 new lines. Network Science: Random Graphs 2012

EVOLUTION OF A RANDOM NETWORK disconnected nodes  NETWORK. How does this transition happen? Network Science: Random Graphs 2012

Let us denote with u=1-N g /N, i.e., the fraction of nodes that are NOT part of the giant component (GC) N g. For a node i to be part of the GC, it needs to connect to it via another node j. If i is NOT part of the GC, that could happen for two reasons: Case A: node i does not connect to node j, Probability: 1-p Case B: node i connects to j, but j is not connected to the GC: Probability: pu Total probability that i is not part of the GC via node j is: 1-p+pu The probability that i is not linked to the GC via any other node is (1-p+pu) N-1 Hence: For any p and N this equation provides the size of the giant component as N GC =N(1-u ) THE PHASE TRANSITION TAKES PLACE AT =1 Network Science: Random Graphs 2012 The probability that i is linked to the GC is 1-u.

Using p= /(N-1) and taking the log of both sides and using <<N we obtain: Taking an exponential of both sides we obtain Or, if we denote with S the fraction of nodes in the giant component, S=N GC /N, i.e. S=1-u Erdos and Renyi, 1959 EVOLUTION OF A RANDOM GRAPH Network Science: Random Graphs 2012

(a)(b) THE PHASE TRANSTION IN A RN TAKES PLACE AT =1 S: the fraction of nodes in the giant component, S=N g /N after Newman, 2010 Phase transition point: Set S=0, we obtain a phase transition at =1

Analytical result Numerical result EVOLUTION OF A RANDOM GRAPH Network Science: Random Graphs 2012

CLUSTER SIZE DISTRIBUTION Probability that a randomly selected node belongs to a cluster of size s: At the critical point =1 The distribution of cluster sizes at the critical point, displayed in a log-log plot. The data represent an average over 1000 systems of sizes The dashed line has a slope of Derivation in Newman, 2010 Network Science: Random Graphs 2012

I: Subcritical < 1 III: Supercritical > 1 IV: Connected > ln N II: Critical = 1 =0.5 =1 =3 =5 N=100

I: Subcritical < 1 p < p c =1/N No giant component. N-L isolated clusters, cluster size distribution is exponential The largest cluster is a tree, its size ~ ln N

II: Critical = 1 p=p c =1/N Unique giant component: N G ~ N 2/3  contains a vanishing fraction of all nodes, N G /N~N -1/3  Small components are trees, GC has loops. Cluster size distribution: p(s)~s -3/2 A jump in the cluster size: N=1,000  ln N~ 6.9; N 2/3 ~95 N=  ln N~ 22; N 2/3 ~3,659,250

=3 Unique giant component: N G ~ (p-p c )N  GC has loops. Cluster size distribution: exponential III: Supercritical > 1 p > p c =1/N

IV: Connected > ln N p > (ln N)/N =5 Only one cluster: N G =N  GC is dense. Cluster size distribution: None Network Science: Random Graphs 2012

IV: Connected > ln N p > (ln N)/N The probability that a node does not connect to the giant component is (1-p) N G ~(1-p) N The expected number of such nodes is: For a sufficiently large p we are left with only one disconnected node, i.e. C=1. Network Science: Random Graphs 2012

I: Subcritical < 1 III: Supercritical > 1 IV: Connected > ln N II: Critical = 1 =0.5 =1 =3 =5 N=100

Since edges are independent and have the same probability p, The clustering coefficient of random graphs is small. For fixed degree C decreases with the system size N. CLUSTERING COEFFICIENT from Newman 2010 This is valid for random networks only, with arbitrary degree distribution Network Science: Random Graphs 2012 n i is the no. of connections among the k i nodes

Degree distribution Binomial, Poisson (exponential tails) Clustering coefficient Vanishing for large network sizes Average distance among nodes Logarithmically small Erdös-Rényi MODEL (1960) Network Science: Random Graphs 2012

Are real networks like random graphs? Network Science: Random Graphs 2012

As quantitative data about real networks became available, we can compare their topology with the predictions of random graph theory. Note that once we have N and for a random network, from it we can derive every measurable property. Indeed, we have: Average path length: Clustering Coefficient: Degree Distribution: ARE REAL NETWORKS LIKE RANDOM GRAPHS? Network Science: Random Graphs 2012

Real networks have short distances like random graphs. Prediction:Data: PATH LENGTHS IN REAL NETWORKS Network Science: Random Graphs 2012

Prediction:Data: C rand underestimates with orders of magnitudes the clustering coefficient of real networks. CLUSTERING COEFFICIENT Network Science: Random Graphs 2012

Prediction: Data: (a)Internet; (b) Movie Actors; (c)Coauthorship, high energy physics; (d) Coauthorship, neuroscience THE DEGREE DISTRIBUTION Network Science: Random Graphs 2012

As quantitative data about real networks became available, we can compare their topology with the predictions of random graph theory. Note that once we have N and for a random network, from it we can derive every measurable property. Indeed, we have: Average path length: Clustering Coefficient: Degree Distribution: ARE REAL NETWORKS LIKE RANDOM GRAPHS? Network Science: Random Graphs 2012

(A) Problems with the random network model: -the degree distribution differs from that of real networks -the giant component in most real network does NOT emerge through a phase transition -the clustering coefficient in most systems will now vanish, as predicted by the model. (B) Most important: we need to ask ourselves, are real networks random? The answer is simply: NO Hence it is IRRELEVANT. There is no network in nature that we know of that would be described by the random network model. IS THE RANDOM GRAPH MODEL RELEVANT TO REAL SYSTEMS? Network Science: Random Graphs 2012

It is the reference model for the rest of the class. It will help us calculate many quantities, that can then be compared to the real data, understanding to what degree is a particular property the result of some random process. Organizing principles: patterns in real networks that are shared by a large number of real networks, yet which deviate from the predictions of the random network model. In order to identify these, we need to understand how would a particular property look like if it is driven entirely by random processes. While WRONG and IRRELEVANT, it will turn out to be extremly USEFUL! IF IT IS WRONG AND IRRELEVANT, WHY DID WE DEVOTE SO MUCH TIME? Network Science: Random Graphs 2012

NETWORK DATA: SCIENCE COLLABORATION NETWORKS Collaboration Network: Nodes: Scientists Links: Joint publications Physical Review: 1893 – N=449,673 L=4,707,958 See also Stanford Large Network database Useful for project dataset!!!!!! Network Science: Random Graphs 2012