Statistical Analysis of Graph Structures in Random Variable Networks

Statistical Analysis of Graph Structures in Random Variable Networks

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This book studies complex systems with elements represented by random variables. Its main goal is to study and compare uncertainty of algorithms of network structure identification with applications to market network analysis. For this, a mathematical model of random variable network is introduced, uncertainty of identification procedure is defined through a risk function, random variables networks with different measures of similarity (dependence) are discussed, and general statistical properties of identification algorithms are studied. The volume also introduces a new class of identificatio...