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SpecialLecture 06
SpecialLecture 06
SpecialLecture 06
Introduction
1 This talk is about current internet research and in particular
the topic of power laws.
Introduction Power Laws Heavy Tails Self Similarity Long-Range Dependence Scale Free Networks Conclusions
Introduction
1 This talk is about current internet research and in particular
the topic of power laws.
2 Ongoing research — some questions asked have no answers
yet, some answers given may be wrong.
Introduction Power Laws Heavy Tails Self Similarity Long-Range Dependence Scale Free Networks Conclusions
Introduction
1 This talk is about current internet research and in particular
the topic of power laws.
2 Ongoing research — some questions asked have no answers
yet, some answers given may be wrong.
3 A taste of what is going on in mathematical internet research
now.
Introduction Power Laws Heavy Tails Self Similarity Long-Range Dependence Scale Free Networks Conclusions
Introduction
1 This talk is about current internet research and in particular
the topic of power laws.
2 Ongoing research — some questions asked have no answers
yet, some answers given may be wrong.
3 A taste of what is going on in mathematical internet research
now.
1
Exponential.
Power law.
0.9
0.8
0.7
0.6
f(x)
0.5
0.4
0.3
0.2
0.1
0
1 2 3 4 5 6 7 8 9 10
x
Heavy tailed x −1.5 versus exponential e −x decay. Both curves normalised so they have
unit area in the interval [1, ∞).
Introduction Power Laws Heavy Tails Self Similarity Long-Range Dependence Scale Free Networks Conclusions
1
Exponential.
Power law.
0.1
f(x)
0.01
0.001
1e-04
1 10
x
Heavy-Tailed distribution
A variable X has a heavy-tailed distribution if
P [X > x] ∼ x −β ,
10000
1000
Frequency
100
10
1
1000 10000 100000 1e+06 1e+07 1e+08 1e+09
Length (bytes)
Introduction Power Laws Heavy Tails Self Similarity Long-Range Dependence Scale Free Networks Conclusions
OFF ON
0.8
0.6
x(n+1)
0.4
0.2
0
0 0.2 0.4 0.6 0.8 1
x(n)
Self Similarity
Fractals/Self-Similarity
Statistical Self-Similarity
Statistically self-similar
A stochastic process Yt : t ∈ R+ , is stastistically self-similar if it
obeys
d
Yt = c −H Yct ,
d
for some constant c > 0 where = means equal in distribution and
H is a parameter known as the Hurst parameter.
Statistical Self-Similarity
Think of Statistical Self-Similarity in terms of
mountainousness perhaps. As you zoom in, the small hills
look “the same” as the larger mountains did.
Some measurements of internet traffic exhibit SSS (see later).
The ACF measures the correlation between Xt and Xt+k and is normalised so
ρ(k) ∈ [−1, 1]. Note symmetry
P ρ(k) = ρ(−k).
A process exhibits LRD if ∞k=0 ρ(k) diverges (is not finite).
ρ(k) ∼ |k|−2(1−H) ,
Degree of a node
In an undirected graph, the degree of a node is the number of arcs
incident to that node.
Scale-free networks
Connections
Cause of
Long Range Heavy Tails
Dependence
Conclusions
References