Multifractal cross-correlation effects in two-variable time series of complex network vertex observables

Abstract

We investigate the scaling of the cross-correlations calculated for two-variable time series containing vertex properties in the context of complex networks. Time series of such observables are obtained by means of stationary, unbiased random walks. We consider three vertex properties that provide, respectively, short, medium, and long-range information regarding the topological role of vertices in a given network. In order to reveal the relation between these quantities, we applied the multifractal cross-correlation analysis technique, which provides information about the nonlinear effects in coupling of time series. We show that the considered network models are characterized by unique multifractal properties of the cross-correlation. In particular, it is possible to distinguish between Erdös-Rényi, Barabási-Albert, and Watts-Strogatz networks on the basis of fractal cross-correlation. Moreover, the analysis of protein contact networks reveals characteristics shared with both scale-free and small-world models.

Revised version. Previous title "Exploring complex networks by means of two-variable time series of vertex observables"

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• Multilevel compression of random walks on networks reveals hierarchical organization in large integrated systems
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Cited by in corpus (5)

• Multifractal analysis of financial markets
• The q-dependent detrended cross-correlation analysis of stock market
• Right-side-stretched multifractal spectra indicate small-worldness in networks
• Theoretical results on the topological properties of the limited penetrable horizontal visibility graph family
• Inferring dissipation from the violation of Fluctuation-Dissipation Theorem