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Bounding robustness in complex networks under topological changes through majorization techniques

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  • Gian Paolo Clemente

    (Universitá Cattolica del Sacro Cuore)

  • Alessandra Cornaro

    (Universitá Cattolica del Sacro Cuore)

Abstract

Measuring robustness is a fundamental task for analysing the structure of complex networks. Indeed, several approaches to capture the robustness properties of a network have been proposed. In this paper we focus on spectral graph theory where robustness is measured by means of a graph invariant called Kirchhoff index, expressed in terms of eigenvalues of the Laplacian matrix associated to a graph. This graph metric is highly informative as a robustness indicator for several real-world networks that can be modeled as graphs. We discuss a methodology aimed at obtaining some new and tighter bounds of this graph invariant when links are added or removed. We take advantage of real analysis techniques, based on majorization theory and optimization of functions which preserve the majorization order. Applications to simulated graphs and to empirical networks generated by collecting assets of the S&P 100 show the effectiveness of our bounds, also in providing meaningful insights with respect to the results obtained in the literature. Graphical abstract

Suggested Citation

  • Gian Paolo Clemente & Alessandra Cornaro, 2020. "Bounding robustness in complex networks under topological changes through majorization techniques," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 93(6), pages 1-12, June.
  • Handle: RePEc:spr:eurphb:v:93:y:2020:i:6:d:10.1140_epjb_e2020-100563-2
    DOI: 10.1140/epjb/e2020-100563-2
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    References listed on IDEAS

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    1. Luis M. Varela & Giulia Rotundo & Marcel Ausloos & Jesús Carrete, 2015. "Complex Network Analysis in Socioeconomic Models," Dynamic Modeling and Econometrics in Economics and Finance, in: Pasquale Commendatore & Saime Kayam & Ingrid Kubin (ed.), Complexity and Geographical Economics, edition 127, pages 209-245, Springer.
    2. Kremer, Manfred & Lo Duca, Marco & Holló, Dániel, 2012. "CISS - a composite indicator of systemic stress in the financial system," Working Paper Series 1426, European Central Bank.
    3. repec:ecb:ecbwps:20111426 is not listed on IDEAS
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