Power Law Degree Distributions

Matthew Griisser December 17, 2011

Power Law Distributions

So rst, what exactly is a power law distribution? A random variable X has a power law distribution if P[X = x] = 1 x

where the parameter > 0 is independent of x. There are two main properties of power law distributions that we are interested in: that they are scale free and that the have fat tails. The term scale free comes from the fact that if we take f (x) = cxk then we have that f (tx) = c(tx)k = tk f (x) so any scaling of our argument only scales the distribution by an appropriate constant. In actual applications this leads to some rather interesting behavior. Since personal income happens to be distributed according to a power law distribution if you were to look at the income of only the top 10% of all earners their income too would have a power law distribution with the same parameter as the original distribution but scaled by some constant factor. It turns out that power law distributions are actually the only class of distributions with this scale free property. From a technical standpoint we say a distribution is heavy-tailed if
x

lim ex P[X > x] = 1

for every > 0. The intuitive way to think of this is that a distribution is heavy-tailed if as the values of x increase the corresponding decrease in the probability distribution function is subexponential. As a result of these fat tails, in a power law distribution events that deviate greatly from the mean have a vastly greater chance of occuring than in say, a normal distribution; consequently these tail events have a much bigger impact overall than in distributions without a fat tail. Its worth mentioning though that power law distributions are not the only distributions with fat/heavy tails. Now the natural question one should still ask is: so what? Why should anyone care about these properties of power law distributions? The reason is that the occurence of power law distributions is ubiquitous in what could be considered naturally arising phenomena. Weve already mentioned that personal income obeys a power law distribution but other examples are the sizes of cities, the le size distribution of internet trac and the sizes of meteorites. You could really go on all day giving examples of phenomena that appear obey a power law distribution. We happen to be concerned primarily with one specic example of a power law distribution: a power law degree distribution. We say that a graph has a power law degree distribution or is scale-free if for a given v in the vertex set and integer k > 0 we have P[deg(v) = k] = c k

for some constant c and parameter both strictly greater than zero. The reason we care about these graphs with power law degree distributions is primarily that the internet graph is believed to have a power law degree distribution (and again they appear in all sorts of natural situations). The next natural question one might ask is what sort of underlying process is it that causes these graphs to develop with a power law degree distribution? Weve seen that the most obvious model for constructing random graphs, the Erdos-Renyi model, does not graphs with the power law distribution we desire. To get the kind of distribution we want we use the idea of preferrential attachment; the intuitive idea behind this is that when new nodes are added to the network they should be more likely to connect to those nodes which already have many neighbors. This makes sense in a realistic context if we think of the web graph; when a new internet user puts up a website its reasonable to assume what they will like to will most likely be an already popular site since those are the sites a user would most likely be familiar 2

with and feel are the most relevant. Rigorously, what we do is start out with m0 connected nodes and then at each step we add a node with 0 < m m0 edges to the graph. To decide which of the current nodes to add edges to we assign each existing node a probability of being connected to proportional to its degree. This means that if pi is the probability of the new node connecting to node vi we have pi = deg(vi ) . vi V deg(vi )

This construction does give us a graph which has a power law degree distribution. Specically, we have that P[deg(v) = k] = for some constant c. c k3

Conclusions

We worked hard, and achieved very little.

References