title: Multifractal cross-correlation effects in two-variable time series of complex network vertex observables.
abstract: We investigate the scaling of the cross-correlations calculated for two-variable time series containing vertex properties in the context of complex networks. Time series of such observables are obtained by means of stationary, unbiased random walks. We consider three vertex properties that provide, respectively, short-, medium-, and long-range information regarding the topological role of vertices in a given network. In order to reveal the relation between these quantities, we applied the multifractal cross-correlation analysis technique, which provides information about the nonlinear effects in coupling of time series. We show that the considered network models are characterized by unique multifractal properties of the cross-correlation. In particular, it is possible to distinguish between Erdös-Rényi, Barabási-Albert, and Watts-Strogatz networks on the basis of fractal cross-correlation. Moreover, the analysis of protein contact networks reveals characteristics shared with both scale-free and small-world models.
authors.affiliation: Complex Systems Theory Department, Institute of Nuclear Physics, Polish Academy of Sciences, PL-31-342 Kraków, Poland.
authors.forename: Paweł
authors.initials: P
authors.lastname: Oświȩcimka
authors.affiliation: Department of Computer Science, College of Engineering, Mathematics and Physical Sciences, University of Exeter, Exeter EX4 4QF, United Kingdom.
authors.forename: Lorenzo
authors.initials: L
authors.lastname: Livi
authors.affiliation: Complex Systems Theory Department, Institute of Nuclear Physics, Polish Academy of Sciences, PL-31-342 Kraków, Poland.|Institute of Computer Science, Faculty of Physics, Mathematics and Computer Science, Cracow University of Technology, PL-31-155 Kraków, Poland.
authors.forename: Stanisław
authors.initials: S
authors.lastname: Drożdż