Hostname: page-component-78c5997874-v9fdk Total loading time: 0 Render date: 2024-11-13T06:48:46.945Z Has data issue: false hasContentIssue false

Asymptotic normality of degree counts in a preferential attachment model

Published online by Cambridge University Press:  25 July 2016

Sidney I. Resnick*
Affiliation:
Cornell University
Gennady Samorodnitsky*
Affiliation:
Cornell University
*
School of Operations Research and Information Engineering, Cornell University, Ithaca, NY 14853, USA. Email address: [email protected]
School of Operations Research and Information Engineering, Cornell University, Ithaca, NY 14853, USA. Email address: [email protected]

Abstract

Preferential attachment is a widely adopted paradigm for understanding the dynamics of social networks. Formal statistical inference, for instance GLM techniques, and model-verification methods will require knowing test statistics are asymptotically normal even though node- or count-based network data are nothing like classical data from independently replicated experiments. We therefore study asymptotic normality of degree counts for a sequence of growing simple undirected preferential attachment graphs. The methods of proof rely on identifying martingales and then exploiting the martingale central limit theorems.

Type
Research Article
Copyright
Copyright © Applied Probability Trust 2016 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Billingsley, P. (1968).Convergence of Probability Measures.John Wiley,New York.Google Scholar
[2] Bingham, N. H.,Goldie, C. M. and Teugels, J. L. (1989).Regular Variation (Encyclopedia Math. Appl. 27),2nd edn.Cambridge University Press.Google Scholar
[3] Crimaldi, I. and Pratelli, L. (2005).Convergence results for multivariate martingales.Stoch. Process. Appl. 115,571577.Google Scholar
[4] Durrett, R. (2010).Probability: Theory and Examples,4th edn.Cambridge University Press.Google Scholar
[5] Durrett, R. (2010).Random Graph Dynamics.Cambridge University Press.Google Scholar
[6] Hall, P. and Heyde, C. C. (1980).Martingale Limit Theory and its Application.Academic Press,New York.Google Scholar
[7] Hubalek, F. and Posedel, P. (2013).Asymptotic analysis and explicit estimation of a class of stochastic volatility models with jumps using the martingale estimating function approach.Glas. Mat. Ser. III 48(68),185210.Google Scholar
[8] Küchler, U. and Sørensen, M. (1999).A note on limit theorems for multivariate martingales.Bernoulli 5,483493.Google Scholar
[9] Móri, T. F. (2002).On random trees.Studia Sci. Math. Hungar. 39,143155.Google Scholar
[10] Resnick, S. I. (2007).Heavy Tail Phenomena: Probabilistic and Statistical Modeling(Springer Series in Operations Research and Financial Engineering).Springer,New York.Google Scholar
[11] Van der Hofstad, R. W. (2014).Random Graphs and Complex Networks (Lecture Notes), Vol. I. Available at http://www.win.tue.nl/~rhofstad/.Google Scholar