Global Rényi index of the distance matrix

Autor: Fu-Tie Song, Chun-Xiao Nie
Rok vydání: 2019
Předmět:
Zdroj: Physica A: Statistical Mechanics and its Applications. 514:902-915
ISSN: 0378-4371
DOI: 10.1016/j.physa.2018.09.112
Popis: In previous studies, the heterogeneity of complex networks has been extensively studied. In our study, the heterogeneity of distance matrices is studied based on the Renyi index of networks. We define a new metric and name it global Renyi index ( G R I ), and prove several properties. In particular, the G R I value of the distance matrix corresponding to the evenly distributed point set in the Euclidean space is zero. Some model data were used to clarify the geometric meanings of G R I , and then we studied the G R I value of financial data. The results show that the G R I value in the real market changes drastically and is significantly different from the G R I value of the model-generated data. These results suggest that the proposed concept ( G R I ) is meaningful to the study distance matrix and provides a new perspective based on the network.
Databáze: OpenAIRE