Skip to main content

Double Pareto Lognormal Distributions in Complex Networks

  • Chapter
  • First Online:
Handbook of Optimization in Complex Networks

Part of the book series: Springer Optimization and Its Applications ((SOIA,volume 57))

Abstract

This article elaborates the mathematical concept of double Pareto lognormal distribution and provides an overview of complex networks and natural phenomena that exhibit double Pareto lognormal distributions. These include the number of friends in social networks, the number of downloads on the Internet, Internet file sizes, stock market returns, wealth in human societies, human settlement sizes, oil field reserves, and areas burnt from forest wildfire.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Allais, M.: Methods of appraising economic prospects of mining exploration over large territories. Management Science, Vol.3, 284–357 (1957)

    Article  Google Scholar 

  2. Alvarado, E., Sandberg D., Pickford S.: Modeling large forest res as extreme events. Northwest Science Vol. 72, 66–75 (1998)

    Google Scholar 

  3. Arlitt, M.F., Williamson, C.L.: Web server workload characterization: the search for invariants. In Proceedings of the 1996 ACM SIGMETRICS international conference on measurement and modeling of computer systems, Philadelphia, Pennsylvania, United States, ACM, New York, NY, USA, 126–137 (1996)

    Google Scholar 

  4. Bachelier, L.: Théorie de la spculation, Annales Scientifiques de lÉcole Normale Suprieure, Vol. 3, No.17, 21–86 (1900)

    MathSciNet  Google Scholar 

  5. Barabási, A.L., Jeong, H., Néda, Z., Ravasz, E., Schubert, A., Vicsek, T.: Evolution of the social network of scientific collaborations. Physica A: Statistical Mechanics and its Applications, Vol. 311, No. 3–4, 590-614 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  6. Brockett, R.W.: Talk at Kyoto University, Kyoto, Japan (2007)

    Google Scholar 

  7. Chen, Y., Zhou, Y.: Multi-fractal measures of city-size distributions based on the three-parameter Zipf model. Chaos, Solitons & Fractals, Vol. 22, No. 4, 793–805 (2004)

    Article  MATH  Google Scholar 

  8. Crovella, M.E., Taqqu, M.S., Bestavros, A.: Heavy-tailed probability distribution in the World Wide Web. A practical guide to heavy tails, Birkhauser Boston Inc., Cambridge, MA, USA, 3–25 (1998)

    Google Scholar 

  9. Cumming, S.G.: A Parametric models of the fire-size distribution. Forest Research Vol. 31, No. 8, 1297–1303 (2001)

    Google Scholar 

  10. Cui, W., Perera A.H.: What do we know about forest fire size distribution, and why is this knowledge useful for forest management? International Journal of Wildland Fire, CSIRO Publishing, Collingwood, Victoria, Australia, Vol. 17, 234–244 (2008)

    Google Scholar 

  11. Downey, A.B.: Evidence for long-tailed distributions in the internet. In Proceedings of the 1st ACM SIGCOMM Workshop on Internet Measurement (IMW ’01), CSIRO Publishing, Collingwood, Victoria, Australia, 229–241 (2001)

    Google Scholar 

  12. Downey, A.B.: The structural cause of file size distributions. In Proceedings of the 2001 ACM SIGMETRICS international conference on measurement and modeling of computer systems, Cambridge, Massachusetts, United States, ACM, New York, NY, USA, 328–329 (2001)

    Google Scholar 

  13. Dorogovtsev, S.N., Mendes, J.F.F.: Language as an evolving word web. Proc. R. Soc. Lond. B 22, Vol. 268, No. 1485, 2603–2606 (2001)

    Google Scholar 

  14. Downey, A.B.: Lognormal and Pareto distributions in the Internet. Comput. Commun. 28, 7, 790–801 (2005)

    Article  Google Scholar 

  15. Ebel, H., Mielsch, L., Bornholdt, S.: Scale-free topology of e-mail networks. Phys. Rev. E Vol. 66, No. 3 (2002)

    Google Scholar 

  16. Eeckhout, J.: Gibrat’s law for (all) cities. The American Economic Review, Vol. 94, No. 5, 1429–1451 (2004)

    Article  Google Scholar 

  17. Eeckhout, J.: Gibrat’s law for (all) cities: reply. The American Economic Review, Vol. 99, No. 4, 1676–1683 (2009)

    Article  Google Scholar 

  18. Giesen, K., Zimmermann, A., Suedekum, J.: The size distribution across all cities – double Pareto lognormal strikes. Journal of Urban Economics, Vol. 68, 129–137 (2010)

    Article  Google Scholar 

  19. Gong, W., Liu, Y., Misra, V., Towsley, D.: Self-similarity and long range dependence on the internet: a second look at the evidence, origins and implications. Comput. Netw. 48, 3, 377–399 (2005)

    Article  Google Scholar 

  20. Greenman, J.V., Fryer, M.J.: Hydrocarbon Field Size Distributions: A Case Study in Mixed Integer Nonlinear Programming. The Journal of the Operational Research Society Vol. 47, No. 12, 1433–1442 (1996)

    MATH  Google Scholar 

  21. Gu, G., Chen, W., Zhou, W.: Empirical distribution of Chinese stock returns at different microscopic timescales. Physica A, 387, 495–502 (2008)

    Article  Google Scholar 

  22. Houghton, J.C.: Use of the truncated shifted Pareto distribution in assessing size distribution of oil and gas fields. Mathematical Geology, Vol. 20, No. 8 (1988)

    Google Scholar 

  23. Huberman, B., Adamic, L.: Growth dynamics of the World Wide Web. Nature, page 130–130 (1999)

    Google Scholar 

  24. Hunt, F., Johnson, P.: On the Pareto distribution of SourceForge projects. In C. Gacek and B. Arief (eds.), Proc. Open Source Software Development Workshop, pps. 122–129, University of Newcastle, UK (2002)

    Google Scholar 

  25. Holmes, T.P., Huggett, R.J., Westerling, A.L.: Statistical Analysis of Large Wildfires. Forestry Sciences, Vol. 79, II, 59–77 (2008)

    Google Scholar 

  26. Itō, K.: On stochastic differential equations. Memoirs, American Mathematical Society 4, 1–51 (1951)

    Google Scholar 

  27. Jiang, B., Jia, T.: Zipf’s law for all the natural cities in the United States: A geospatial perspective. Preprint, http://arxiv.org/abs/1006.0814

  28. Jiang, B., Brockett, R., Gong, W., Towsley, D.: Stochastic differential equations for power law behaviors. Submitted to Journal of Applied Probability, Applied Probability Trust (2010)

    Google Scholar 

  29. Jondeau, E., Rocklinger, M.: The tail behavior of stock returns: Emerging versus mature markets. Les Cahiers de Recherche, HEC Paris, 668 (1999)

    Google Scholar 

  30. Kaufman, G.M.: Statistical decision and related techniques in oil and gas exploration. Prentice Hall, Englewood Cliffs (1963)

    Google Scholar 

  31. Klass, O.S., Biham, O., Levy, M., Malcai, O., Solomon, S.: The Forbes 400 and the Pareto wealth distribution. Economics Letters, Vol. 90, 290–295 (2006)

    Article  Google Scholar 

  32. Levy, M.: Market efficiency, the Pareto wealth distribution, and the Levy distribution of stock returns. Economy as an Evolving Complex System III, Oxford University Press (2006)

    Google Scholar 

  33. Liu, X., Jin, Z., Chen, S., Liu, L.: Generalized Pareto distribution model and its application to hydrocarbon resource structure prediction of the Huanghua depression. Petroleum Science, Vol. 3, No. 2, 22–27 (2006)

    MathSciNet  Google Scholar 

  34. Milo, R., Shen-Orr, S., Itzkovitz, S., Kashtan, N., Chklovskii, D., Alon, U.: Network Motifs: Simple building blocks of complex networks. Science, Vol. 298, No. 5594, 824–827 (2002)

    Article  Google Scholar 

  35. Mitzenmacher, M.: Dynamic models for file sizes and double pareto distributions. Internet Mathematics, Vol. 1, No. 3, 305–333 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  36. Mitzenmacher, M.: A history of and new directions for power law research. Invite talk at University at Buffalo (2008)

    Google Scholar 

  37. Michel, B.: Oil production: A probabilistic model of the Hubbert curve. Applied Stochastic Models in Business and Industry, Vol. 27, No. 4, 434–449, John Wiley & Sons, Ltd. (2011)

    Google Scholar 

  38. Nishiyama, Y., Osada, S., Morimune, K.: Estimation and testing for rank size rule regression under pareto distribution. In Proceedings of the International Environmental Modelling and Software Society iEMSs, University of Osnabrck, Germany, (2004)

    Google Scholar 

  39. Onour, I.A.: Extreme risk and fat-tails distribution model: Empirical analysis. Journal of Money, Investment and Banking ISSN 1450-288X Issue 13, EuroJournals Publishing, Inc. (2010) http://www.eurojournals.com/jmib_13_03.pdf

  40. Pareto, V.: Un applicazione di teorie sociologiche, published in Revista Italiana di sociologia, 1901, p. 402–456. (1971. Manual of political economy. Translated by Ann S. Schwier. Edited by Ann S. Schwier and Alfred N. Page. New York: A.M. Kelley)

    Google Scholar 

  41. Park, K., Kim, G., Crovella, M.: On the relationship between file sizes, transport protocols, and self-similar network traffic. In Proceedings of the 1996 International Conference on Network Protocols (ICNP ’96), IEEE Computer Society, Washington, DC, USA, (1996)

    Google Scholar 

  42. Reed, W.: The Pareto, Zipf and other power laws. Economics Letters, Vol. 74, No. 1, 15–19 (2001)

    MATH  Google Scholar 

  43. Reed, W., Hughes, B.D.: From gene families and genera to incomes and internet file sizes: Why power laws are so common nature. Physical Review E, Vol. 66, No. 6 (2002)

    Google Scholar 

  44. Reed, W., Jorgensen, M.: The double Pareto-lognormal distribution - A new parametric model for size distributions. Commun. in Statistics – Theory and Methods, Vol. 33, No. 8 (2004)

    Google Scholar 

  45. Reed, W.: On the rank-size distribution for human settlements. Journal of Regional Science Vol. 42, No. 1, 1–17 (2002)

    Article  Google Scholar 

  46. Reed, W., McKelvey, K.S.: Power-law behaviour and parametric models for the size-distribution of forest fires. Ecological Modelling, Vol. 150, 239–254 (2002)

    Article  Google Scholar 

  47. Reed, W.: A parametric model for income and other size distributions and some extensions. International Journal of Statistics, Vol. LXIV, No. 1, 93–106 (2006)

    Google Scholar 

  48. Ross, S.M.: Stochastic Processes, Second Edition, Wiley. ISBN 9780471120629, (1995)

    Google Scholar 

  49. Ribeiro, B., Gauvin, W., Liu, B., Towsley, D.:On MySpace Account Spans and Double Pareto-Like Distribution of Friends. Second International Workshop on Network Science for Communication Networks (NetSciCom), pp. 1–6 (2010)

    Google Scholar 

  50. Stauffer, D., Aharony, A.: Introduction to percolation theory, Second Edition. London: Taylor and Francis (1992)

    Google Scholar 

  51. Schoenberg, F.P., Peng R., Woods J.: On the distribution of wildfire sizes. Environmetrics, Vol. 14, No. 6, 583–592 (2003)

    Article  Google Scholar 

  52. Yule, G.U.: A Mathematical Theory of Evolution, based on the Conclusions of Dr. J. C. Willis, F.R.S.. Philosophical Transactions of the Royal Society of London, Ser. B 213: 21–87 (1925)

    Google Scholar 

  53. Incident Operations Standards Working Team (2010), Incident Response Pocket Guide, National Wildfire Coordinating Group (NWCG), pp. i–101

    Google Scholar 

Download references

Acknowledgements

The author Z. Fang is supported in part by the NSF under grant CCF-0830314. J. Wang is supported in part by the NSF under grants CCF-0830314, CNS-0958477, and CNS-1018422. B. Liu is supported in part by the NSF under grants CNS-0721626, CNS-0953620, and CNS-1018303. W. Gong is supported in part by NSF under grant EFRI-0735974 and by Army Research Office under Contract W911NF-08-1-0233.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Zheng Fang .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2012 Springer Science+Business Media, LLC

About this chapter

Cite this chapter

Fang, Z., Wang, J., Liu, B., Gong, W. (2012). Double Pareto Lognormal Distributions in Complex Networks. In: Thai, M., Pardalos, P. (eds) Handbook of Optimization in Complex Networks. Springer Optimization and Its Applications(), vol 57. Springer, Boston, MA. https://doi.org/10.1007/978-1-4614-0754-6_3

Download citation

Publish with us

Policies and ethics