Scale-free and power law distributions via fixed points and convergence of (thinning and conditioning) transformations
Thomas M. Liggett (UCLA)
Malcolm J. Williamson (Center For Communications Research)
Abstract
In discrete contexts such as the degree distribution for a graph, scale-free has traditionally been defined to be power-law. We propose a reasonable interpretation of scale-free, namely, invariance under the transformation of $p$-thinning, followed by conditioning on being positive.
For each $\beta \in (1,2)$, we show that there is a unique distribution which is a fixed point of this transformation; the distribution is power-law-$\beta$, and different from the usual Yule-Simon power law-$\beta$ that arises in preferential attachment models.
In addition to characterizing these fixed points, we prove convergence results for iterates of the transformation.
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Pages: 1-10
Publication Date: June 27, 2014
DOI: 10.1214/ECP.v19-2923
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