Growing Directed Networks: Stationary in-degree probability for arbitrary out-degree
Daniel Fraiman
Departamento de Matemática y Ciencias, Universidad de San Andrés, Buenos Aires, Argentina.
We compute the stationary in-degree probability, Pin(k), for a growing network model with di-
rected edges and arbitrary out-degree probability. In particular, under preferential linking, we find
that if the nodes have a light tail (finite variance) out-degree distribution, then the corresponding
in-degree one behaves as k−3. Moreover, for an out-degree distribution with a scale invariant tail,
Pout(k) ∼ k−α, the corresponding in-degree distribution has exactly the same asymptotic behavior
only if 2 < α < 3 (infinite variance). Similar results are obtained when attractiveness is included.
We also present some results on descriptive statistics measures such as the correlation between the
number of in-going links, Din, and outgoing links, Dout, and the conditional expectation of Din
given Dout, and we calculate these measures for the WWW network. Finally, we present an applica-
tion to the scientific publications network. The results presented here can explain the tail behavior
of in/out-degree distribution observed in many real networks.
PACS numbers: 05.65.+b, 89.75.Kd, 87.23.Ge, 02.50.Cw
I. INTRODUCTION
Barabási and Albert [1] discovered that several net-
works in nature have a strange topological characteris-
tic: they have a scale-free [2, 3, 4] degree distribution,
P (k) ∼ k−α, where the degree of a vertex is defined as
the total number of its connections. Nowadays, this em-
pirical behavior is confirmed in a great number of com-
pletely different empirical networks, from biological net-
works to e-mail networks, including scientific publication
networks. In [1] they also proposed a model (B-A model)
for explaining this behavior. The model can be formu-
lated as follows: 1) start with a network with N nodes,
connected by j edges in an arbitrary way, and 2) at each
time step a new node, with m edges, appears, and each
of edges connects to the existing nodes according to some
probability law, π. The probability that a new edge at-
taches to a node with degree k, πk, was defined [1] as
proportional to the degree of the node. In particular,
they showed that with this attachment law,
, (1)
where Nk is the number of nodes with degree k, the sta-
tionary degree distribution has a power law tail, P (k) ∼
k−3. In [5] they computed the stationary degree prob-
ability (not only the tail behavior) or limit degree dis-
tribution for a model similar to the B-A one, but for a
generalization of the preferential linking attachment law.
They introduced a new parameter, the attractiveness, A
(in their case A ≥ 0), and defined the attachment law as:
(A+ k)Nkin∑
(A+ j)N jin
, (2)
where Nkin is the number of nodes with in-degree equal
k. They found in this case that P (k) ∼ k−(2+A/m), be-
ing more flexible for comparing to empirical networks.
Typically, degree distribution of real networks satisfy,
P (k) ∼ k−α with 2 ≤ α ≤ 3. But the B-A model and
similar ones [5], no matter which is the attachment law,
have a mayor drawback, the number (m) of edges that
arise from new nodes is a fixed number. In almost all real
networks, the new nodes do not have the same number of
edges. On the other hand, the number of edges of a ran-
dom selected new node (from a real network) is a random
variable. So, in order to be more realistic, we will study
the behavior of the B-A model when new nodes with a
random number of edges appear, but in the more general
context of directed growing networks. In this context
new questions arises.
Directed networks are characterized by the fact that
the edges are directed (arrows), each node has edges that
point at it, and others that born in it. The in-degree of
a node is defined as the number of incoming edges, and
the out-degree as the number of its outgoing edges. The
most studied directed growing networks have been the
WWW network [7, 8, 12], and the scientific publications
network [6]. In the first one, each node represents a web
page and the hyper-links (references to other web pages)
represents the directed edges or links. In the second one,
each paper is a node, and its references the directed links.
In this last case, the in-degree distribution represents the
distribution of citations for a random selected paper, and
the out-degree distribution represents the number of ref-
erences of a random selected paper. Empirical directed
growing networks follow in general one of two possible
behaviors. In the first case they have an out-degree expo-
nential distribution, Pout(k) ∼ ak (0 < a < 1), or an out-
degree distribution taking finitely many values, associ-
ated with an in-degree one distribution with a power law
tail Pin(k) ∼ k−α where typically α ≈ 3. In the second
case the out-degree distribution satisfies Pout(k) ∼ k−β ,
and is associated with Pin(k) ∼ k−α with α ≈ β. Exam-
ples, such as biological, WWW, or communication net-
works, can be found in [2, 3, 4, 9].
In this paper, we address the question of why the em-
pirical growing directed networks show this strange gen-
eral behavior for the tail of the in/out degree distribu-
tions. We study a particular growing network model (a
generalization of [1] to be precise), obtaining the sta-
tionary joint in-out degree distribution, Pin,out(j, k), and
some of its derivatives, such as the marginal distribution,
Pin(k), the covariance, and the conditional expectation
of the number of in-links given the number of out-links.
In particular, studying in detail Pin(k), we prove (for the
model presented here) that it is expected to observe the
in/out tail behavior reported for real networks [2, 3, 4].
Finally we present an application to the most “pure” (ex-
tremely few double arrows) growing directed network:
the scientific publication network. In this application,
we show the relevance of having an expression for the
limit in-degree distribution (Pin(k)) for an arbitrary out-
degree one (Pout(k)).
II. GROWING DIRECTED NETWORK MODEL
Before describing the model, it is important to remark
that real directed growing networks have in general a con-
siderable asymmetry between the in-links and out-links
of a node. For example, nobody will care much about
how many references (out-links) an own paper has, but
people are interested in the number of cites (in-links)
that their own paper has. That is why we are going to
treat the out-links from a new node and the in-links in
a completely different way. In particular, a node can
receive (with positive probability), a connection from a
new node at any moment, but typically a node can not
change who their pointers (the set of nodes it is point-
ing to) are. This is very clear in the scientific publica-
tions network. In this network the in-degree distribution
has been extensively study [6, 8], whereas the out-degree
distribution has been poorly reported [10, 11]. Neverthe-
less, in the case of the WWW network, the outgoing links
(hyper-links) can change at any moment and new hyper-
links can be aggregated or old hyper-links can be redi-
rected. In [7, 8] they proposed some models for describing
this network taking into account the characteristics men-
tioned above. However these models do not consider that
the new nodes have a particular out-degree distribution,
i.e. the models are constructed under the hypothesis that
new nodes have a fixed number of out-links. The mayor
problem of both models is that the nodes (webpages) do
not have a controlled number of out-links, they can have
a huge number of them which does not seem realistic.
Our strategy for modeling these networks is completely
different to the ones proposed in [7, 8], for us, most of
the variability in the number of out-links is explained
when the node appear, defined as “intrinsic” variability,
and not as a product of updating nodes. We think that
in many real networks the updating of nodes can give a
small correction compared with the “intrinsic” variabil-
ity. This assumption is at the core of our model. In a
real network the “intrinsic” variability is given by differ-
ent reasons that are hard to know (why does a randomly
selected scientific paper has a number of references with
some particular distribution?), but typically the problem
of trying to understand it is not a mayor question.
Now, we describe the growing network model: 1) ini-
tially the network consists of N nodes connected in a
given arbitrary way, 2) at each time step, say time step
n + 1, a node with Dout outgoing-edges appear, where
Dout is a random variable (
P (Dout = k) = 1), and 3)
each new directed edge points out to an existing node
with some probability law πn+1 (uniform, preferential
linking, etc.). Fig. 1 shows an scheme of the model. If
FIG. 1: Scheme of the growing network model. In each
temporal step a new node (shown in black) with Dout out-
links appear; these links point towards existing nodes. Dout
is not a fixed number, on the contrary is a random vari-
able. The degree vector at time 0, and 1 is: ~N0 =
(1, 4, 0, 0, 1, 0, 0, 0, ..., 0, ...), ~N1 = (1, 4, 1, 0, 0, 1, 0, 0, ..., 0, ...).
πn+1 is an arbitrary function that depends on the de-
gree vector at time n, ~Nn = (N1n, N
n, ..., N
n , ...) and/or
~Nin,n ( ~Nout,n), then the growing network model, de-
scribed above is a Markov chain taking values in NN0 or
N0 ×NN
0 with transition probabilities given by πn+1. In
this work (under the Markovian hypothesis), we show an
easy way to compute stationary (in/out) degree probabil-
ities for arbitrary πn+1. An important part of this article
is devoted to the study of the model under the law:
πkn+1 :=
(A+ k)Nkn∑
(A+ j)N jn
, (3)
and in Section 2.4 we show some results under different
π’s. The law of eq. 3 corresponds to preferential linking
on degree with attractiveness. This probability is well
defined for values of A greater or equal to -B, where
B = min
{k : P (Dout = k) > 0}. (4)
For this attachment law, the model is in fact an exten-
sion of the Albert-Barabási model, although in this case
Dout is a random variable with an arbitrary distribution,
P (Dout = k) with k ∈ N, and the edges are directed. The
limit (stationary) in-degree distribution and the limit de-
gree distribution have not been reported, even for simple
cases as Dout taking values 1 and 2, with probabilities p1
and 1−p1 respectively. Moreover, even in the undirected
case, it is not known if in general the limit degree distri-
bution (P (k)) satisfies a superposition principle (linear
combination).
A. Stationary Probabilities
The number of out-links does not depend on time (see
Appendix A for additional details), therefore, the limit
out-degree distribution satisfies Pout(k) ≡ P (Dout = k).
Note that the out-degree distribution is defined a priori
(in accordance with the specific network), imposing in
this way the asymmetry mentioned before between the
in and out links. We are interested in obtaining the limit
degree distribution, P (k), and the limit in-degree one,
Pin(k). In order to compute this last probability distri-
bution, we first compute the stationary joint degree and
out-degree distribution, Pdeg,out(j, k). If the network is
distributed according to the stationary probability, then
the probability that a randomly chosen node has k out-
links and j total links, ~D = (D,Dout) = (j, k), is given
Pdeg,out(j, k) = P ( ~D = (j, k)) = lim
deg,out,n∑
j,k∈N,No
deg,out,n
where Nh,ideg,out,n is the number of nodes with h total links
from which i are out-links at time n. The last equality
holds by the Law of Large Numbers. Clearly, the joint in-
out degree can be computed from this last one, Pin,out(j−
k, k) = Pdeg,out(j, k), and also the in-degree and degree
probability taking marginal distributions.
deg,out,n+1 depends on: 1) N
deg,out,n, and 2) the tran-
sition probabilities, πdeg,out,n+1. As it is usual for Markov
chains, we associate to the transition probabilities of this
chain some random variables that we now describe. In
the first place, there is the out-degree, Dout, of the new
node. Secondly, we consider at each time n + 1 a se-
quence of independent and identical distributed bivari-
ate random vectors {~Zi}, taking value (j, k), j, k ∈ N,
with probability πj,kdeg,out,n+1, which depends on the state
of the chain at time n. This way, the growing network
dynamics can be written as:
deg,out,n+1 = N
deg,out,n + ∆
n ∀j ≥ k ∈ N (5)
where
∆j,kn =
Dout∑
δ~Zi=(j−1,k) − δ~Zi=(j,k) for j > k
δDout=j −
Dout∑
δ~Zi=(j,j) for j = k
The random vector ~Zi indicates to which type of node
the i link (of the new node) is pointing to. For example,
if ~Z1 = (3, 2), a new link is pointing to an existing node
with 2 out-links and 1 in-link (or 3 total links). Clearly,
in order to have a good representation of the growing
network process, the probability law of Zi must be equal
to πj,kdeg,out,n+1, as we impose. Equations 5 and 6 can be
read in the following way: if at time n + 1 a new node
with Dout = m out-links is aggregated, then N
deg,out,n+1
grows by one, and m components of the degree vector
undergo a “shift”. As the network continues to grow, the
goal is to find whether there exists a limit distribution
for the in-out degree. For very large values of n, given a
randomly selected node, what is the probability that this
one has j links, of which k are out-links, Pdeg,out(j, k)?.
The following property shows a way of computing
Pdeg,out(j, k) which has interest on itself.
Property: Pdeg,out(j, k) is the solution of:
Pdeg,out(j, k) = 〈∆j,kn /Θn〉 ∀j ≥ k ∈ N, (7)
where Θn is the event that imposes that the empirical dis-
tribution at time n is equal to the stationary distribution,
i.e. Θn = {
deg,out,nP
l,m∈N
deg,out,n
= Pdeg,out(h, i) ∀h, i ∈ N}.
The preceding property says that if the process at time
n is distributed according to the stationary probability,
Pdeg,out, it will remain there in expectation. This tech-
nique for finding stationary probabilities seems much eas-
ier (see Appendix B) than previous approaches [1, 5, 18].
Using the property mentioned above and eq. 6, it is
easy to see that the stationary joint deg-out distribution,
Pdeg,out, satisfies:
Pdeg,out(j, k) = π
j−1,k
deg,out〈Dout〉 − π
deg,out〈Dout〉
Pdeg,out(j, j) = Pout(j)− π
deg,out〈Dout〉
for j > k ∈ N, where 〈Dout〉 =
kPout(k). These
two equations contain all the information about the limit
joint in-out degree distribution, being a crucial result in
this paper. It is important to note that since we have
conditioned on the fact that at time n the process is
distributed according to the stationary probability, the
link attachment probability does not depend on time.
Now, πj,kdeg,out denotes the stationary probability that a
new link (from a new node) point to an existing node
with j − k in-degree links and k out-degree links. Under
preferential linking on degree with attractiveness (eq. 3),
the stationary attachment law remains:
deg,out =
〈D〉+A
Pdeg,out(j, k). (9)
where 〈D〉 =
kPdeg(k). The marginal distribution of
eq. 9, πk =
deg,out, is the stationary version of π
presented in eq. 3. Replacing eq. 9 in eq. 8, and using
〈D〉 = 2〈Dout〉 (for each new node with k out-links, the
total degree increases by 2k) we obtain:
Pdeg,out(j, k) =
Ψ(j +A, 3 + δ)
Ψ(k +A, 2 + δ)
Pout(k), (10)
where Ψ(a, b) ≡ Γ[a]Γ[b]
Γ[a+b]
ta−1(1−t)b−1dt (Beta func-
tion), and δ = A/〈Dout〉. From eq. 10, taking marginal
distributions is trivial to obtain:
Pin,out(j, k) =
Ψ(j + k +A, 3 + δ)
Ψ(k +A, 2 + δ)
Pout(k) (a)
P (k) = Ψ(k +A, 3 + δ)
Pout(j)
Ψ(j +A, 2 + δ)
Pin(k) =
Pout(j)
Ψ(j + k +A, 3 + δ)
Ψ(j +A, 2 + δ)
Eq. 11 shows the joint stationary in-out degree probabil-
ity, the degree distribution and the in-degree distribution.
In the stationary regime (for the probability) the propor-
tion of nodes with j in-links and k out-links (eq. 11 (a)),
depends on the attractiveness, and on the out-degree dis-
tribution through two quantities: 〈Dout〉 and Pout(k).
The same happens for P (k) and Pin(k). Eq. 11 (b) shows
the stationary degree probability for arbitrary out-degree
distribution (see Appendix B for a simpler derivation).
Note that just by replacing Pout(k) by δk=m (this means
a non-random Dout and equal to m) we obtain the known
result [5] for undirected networks. Eq. 11 (c) constitutes
one of the main results of the paper. Replacing Pout(k)
by the empirical value, we can check whether the model
is adequate for the network under study. Moreover, it
is possible to see that a superposition principle does not
hold, either for P (k), Pin(k), or Pin,out(k, j). They can-
not be written as P (k) =
Pout(j)Qj(k), where Qj(k)
is the stationary probability for a fixed number j of out-
links. The superposition principle will be valid for the
three limit distributions only when the attractiveness
vanishes (preferential linking). In this way, the prefer-
ential linking generalization (the inclusion of attractive-
ness) introduced in [5] has the advantage of enlarging the
power exponent values of the degree distribution, with
the drawback of loosing a superposition principle. If we
allow the appearance of new nodes with zero out-links
(P (Dout = k) = Pout(k) with k ∈ No), then the results
presented in equations 11 (b) and (c), still hold after
switching the initial index in the summation from 1 to
0 and taking k ∈ No = N ∪ {0}. In this last case, the
attractiveness must be greater o equal zero (see eq. 4).
B. Descriptive Statistics
Before trying to describe a real network by a model,
some first checks are recommendable. One typical mea-
sure that has been extensively used is the clustering coef-
ficient, that is a measure of how connected the neighbors
of a node are. We are going to discuss much simpler de-
scriptive measures that also serve as tools for looking for
the “best” model. Therefore, it is important to have ana-
lytical devices for comparing with real data in the search
of a good model.
1. Covariance and conditional expectation
A measure of dependence between the in-degree and
the out-degree can give an idea of which is the attach-
ment law that better describes the empirical data. The
covariance between Dout and Din, Cov(Din, Dout) =
〈DinDout〉 − 〈Din〉〈Dout〉 is an adequate statistical mea-
sure for this purpose. For example, in the case where
the law of attachment is preferential linking on in-degree
(eq. 2) this measure is obviously zero. For the case stud-
ied in detail here, preferential linking on degree (eq. 3),
it is straightforward to see that the covariance between
Dout and Din in the particular case A = 0, satisfies the
following equation:
Cov(Din, Dout) =
Cov(D,Dout) = V ar(Dout) (12)
where V ar(Dout) = Cov(Dout, Dout). The covariance is
always positive or zero (for non random Dout), as it is
expected for this type of attachment law. Eq. 12 in-
stead can be written in terms of the correlation, r =
Cov(Din,Dout)√
V ar(Din)V ar(Dout)
, in the following way:
V ar(Dout)
V ar(Din)
. (13)
It is surprising that the correlation satisfy this simple re-
lation between the standard deviations, r is the ratio be-
tween σout (
V ar(Dout)) and σin (
V ar(Din)). Since
the correlation coefficient is always less or equal 1, we
obtain the following inequality:
V ar(Dout) ≤ V ar(Din). (14)
Although it is very easy for real network to estimate the
variance of the number of out and in links, and also the
covariance (or correlation) between the in and out-degree,
these measures are not typically reported (see Appendix
C for results on the WWW network).
On the other hand, the first right term of the covari-
ance always satisfies:
〈DinDout〉 =
k〈Din/Dout = k〉Pout(k), (15)
where 〈Din/Dout = k〉 is the conditional expectation of
the number of in-links given that the node has k out-
links. From equations 12 and 15 it is very easy to see
that:
〈Din/Dout〉 =
〈D/Dout〉 = Dout. (16)
The relationship between 〈Din/Dout〉 and Dout can be a
second check to make before modeling. For a real network
this can be done in the following way, choose all the nodes
that have a number Dout of outgoing links, and take the
mean of the number of in-links over this set of nodes. If
the conditional mean is equal to Dout for all values of
Dout, then this is an indication that the model can be
adequate.
For non null attractiveness it is hard to obtain an-
alytical results, nevertheless, we compute numerically
〈Din/Dout〉 for different values of Dout and attractive-
ness. From eq. 11 (a) and the definition of conditional
expectation, it is easy to obtain:
〈Din/Dout〉 =
Ψ(j +Dout +A, 3 + δ)
Ψ(Dout +A, 2 + δ)
. (17)
Fig. 2 (a) shows the numerical results of 〈Din/Dout〉
based on eq. 17. For any value of the attractiveness and
〈Dout〉, the conditional expectation follows a linear rela-
tion with Dout:
〈Din/Dout〉 = f(A, 〈Dout〉)Dout + g(A, 〈Dout〉). (18)
The slope, f(A, 〈Dout〉), and the intercept, g(A, 〈Dout〉),
of this straight line satisfies:
f(A, 〈Dout〉) = 0
g(A, 〈Dout〉) = 〈Dout〉,
as it is shown in Fig. 2 (b) and (c). For positive values
of attractiveness the slope is smaller than one, going to
zero as the attractiveness goes to infinity. In the case
A → ∞, Din and Dout are independent (always with
the same expectation). Finally, for negative values of
A the slope is greater than one. Studying the empirical
relationship between 〈Din/Dout〉 and Dout can give some
insight on the model. Moreover, if this relationship is
linear, from Fig. 2 (b) and (c), it is possible to have
a first estimation of the attractiveness. In Appendix C
we show the statistical measures presented here for the
WWW network.
It is important to note that equations 12 (which in-
cludes 13, 14), and 18 (which include 16) holds for any
out-degree distribution (Pout(k)). These results do not
depend on the details (shape) of the out-degree distri-
bution. Nevertheless, there exist some measures that do
not share this nice property. For example, the condi-
tional number of out-links given the number of in-links,
〈Dout/Din〉, depends explicitly on Pout(k), as can be seen
FIG. 2: (a) Conditional expectation of in-degree given the
out-degree. Each straight line correspond to a different value
of attractiveness (specified in the graph). (b) Slope and (c)
Intercept of the type of straight lines shown in (a) as a func-
tion of the attractiveness for two different values of < Dout >.
in the following equation:
〈Dout/Din = k〉 =
Ψ(k+j+A,3+δ)
Ψ(j+A,2+δ)
Pout(j)
Ψ(h+k+A,3+δ)
Ψ(h+A,2+δ)
Pout(h)
. (20)
Next, we present another measure useful for model se-
lection.
2. Relationship between the distribution tails
Now, we study the relationship between the tails of
the in-degree and the out-degree distributions. In the
case A = 0, if the out-degree distribution has finite
expectation (〈Dout〉 < ∞) and a scale invariant tail,
Pout(k) ∼ k−(2+β), it is not difficult (from eq. 11 (b)) to
see that the limit degree distribution and the in-degree
distribution have the following tail behavior:
P (k) ∼ Pin(k) ∼
k−(2+β) 0 < β < 1
log(k)k−3 β = 1
k−3 β > 1
Eq. 21 constitute our second main result: if the out-
degree distribution has finite variance and a scale invari-
ant tail, Pout(k) ∼ k−(2+β), then the limit in-degree dis-
tribution has also a scale invariant tail, Pin(k) ∼ k−α.
Moreover, for 0 < β < 1, α is equal to the out-degree ex-
ponent. This last result can explain why in so many real
networks the in and out power exponents are so similar,
taking values in a range from 2 to 3. In the case β > 1,
α = 3, regardless of the value of β. For the frontier case
(finite/infinite variance) of β = 1, the limit distribution
decays at a slower rate than k−3. Precisely, it decays
as Pin(k) ∼ log(k)k−3. In the general case of prefer-
ential linking with attractiveness for Pout(k) ∼ k−(2+β),
the regimes are similar to the non-attractiveness case. In
this case the only difference is that there is now a sepa-
ratrix curve between them, as it is shown in Fig. 3. The
behavior is regulated by δ ≡ A/Eo and β. For δ > 1 + β
the limit out degree Pin(k) ∼ k−(2+β), and in this case
the (in) degree distribution has exactly the same tail as
the out-degree, even for large β. For δ < 1 + β, Pin(k)
behaves as k−(3+δ). Finally on the separatrix curve,
δ = 1 + β, the behavior is given by log(k)k−(3+δ). Note
that δ (A/〈Dout〉) can not be smaller than -1, since 〈Dout〉
must be (see eq. 4) greater than -A.
For out-degree distributions with exponential tails, as
a geometric, Poisson, or finite range distributions, the in-
degree distribution satisfies that Pin(k) ∼ k−(3+δ), even
for negatives values of δ. In [11] they show that for the
PRL citation network the out-degree distribution has an
exponential decay, and the in-degree one has a power law
tail with α near 3, just as described before for the null
attractiveness case. We remark the following: a) if the
model is adequate for describing a real growing network,
and this network has an out-degree distribution with ex-
ponential tail, and a scale invariant in-degree distribution
with a power between 2 and 3, then attractiveness param-
eter must be negative, and b) if the empirical in-degree
distribution has a scale invariant tail with a power less
than 2, then the model presented here is not adequate for
describing this network. Keeping in mind the last point,
the new estimations [12] of the in-degree power exponent
of the WWW network, would rule out the model for de-
scribing this particular network.
FIG. 3: Stationary in-degree probability tail under pref-
erential linking with attractiveness for an out-degree with
Pout(k) ∼ 1k2+β as a function of δ =
and β. The hor-
izontal axis corresponds to preferential linking (A = 0). In
the separatrix curve, δ = β − 1, Pin(k) ∼ log(k)k3+δ =
log(k)
C. Application: scientific publications network
The scientific publications network has two advantages
that define it as the most “pure”: 1) extremely few dou-
ble arrows, and 2) all the variability in the number of
out-links is “intrinsic”. These two features guarantee
that our model (see Fig. 1) is adequate for describing
the scientific network. Nevertheless, it is not clear which
is the attachment law (π) such that we can obtain a good
mimic of the growing network process.
Fig. 4 shows the citation distribution for all scientific
publications published in 1981 from the ISI dataset cited
between 1981 and 1997 (see [6]). Clearly, this distribu-
tion represent the in-degree one (see Appendix D). Un-
fortunately the out-degree distribution (Pout(k)), i.e. the
number of references that has a randomly selected paper,
has not been reported. This makes impossible to test the
growing model by a plug-in approach (see eq. 11 (c)).
Nevertheless, we take the following strategy: we suppose
a geometric out-degree distribution Pout(k) = p(1 − p)k
with k ∈ No, a preferential linking on degree attach-
ment law (eq. 9 with A = 0), and finally we estimate p.
Probably the empirical out-degree distribution (Pout(k))
does not fall in any family of parametric distributions.
However, a well estimated in-degree distribution will be
a positive result, since the in-degree distribution is ob-
tained as a result of a theoretical computation based on
the out-degree distribution. In order to estimate p, we
first compute the average number of citations in the ISI
network (〈cites〉 = 8.573) and impose the condition that
FIG. 4: Citation distribution for all papers published in 1981
(from the ISI) cited between 1981 and 1997. The theoret-
ical citation (in-degree) curves are calculated by eq. 11 (c)
assuming that A=0, and the out-degree distribution is geo-
metric, Pout(k) = p(1 − p)k for k ∈ No. The dashed line
correspond to p = 0.104 (T = 0.115), and the solid one
to p = 0.0817 (T = 0.023) but with Pout(0) = 0.3 and
Pout(k) = 0.7622781p(1 − p)k for k ∈ N . Inset: Difference
between the empirical cumulative distribution and the theo-
retical cumulative distribution. Data from [15].
〈cites〉 = 〈references〉 =
kPout(k) = 8.573 we ob-
tain p = 1/(9.573). The dashed line in Fig. 4 corre-
spond to this case. If we estimate separately the case
k = 0, and assume that the out-degree distribution is
such that Pout(0) = a, Pout(k) = cp(1 − p)k for k ∈ N
with c = (1−a)/(1−p), we obtain p = (1−a)/8.573 after
taking the mean value condition. Curiously, for a = 0.3
(p = 0.0817) the theoretical in-degree probability (solid
line) is extremely similar to the empirical one in all the
range of the distribution, which can not be achieved with
an oversimplified model where Pout(k) = δk=m. This is
not the only Pout(k) that fits perfectly well, hence we
do not assert that the estimated Pout(k) must be similar
to the real cites distribution. Moreover, the estimated
Pout(k) does not seem very adequate, since under this
probability distribution 30% of all scientific publications
do not contain any reference (yet, note that in [10] it was
reported that 10% of all publications do not contain any
reference).
In order to have a better notion of the goodness of
fitness we compute the Kolmogorov statistic,
T = max
|G(k)| = max
|F bPin(k)− FP theoin (k)| (22)
where FP (k) is the cumulative distribution, FP (k) =
P (j), P theoin correspond to the theoretical in-degree
distribution showed in eq. 11 (c) assuming a particular
Pout(k), and P̂in correspond to the empirical citation dis-
tribution. One advantage of the proposed estimator in
eq. 22 is that it is possible to test whether the model (in-
cluding the attachment law) is adequate for describing
the real network. In our application, the null hypothesis
is Ho: the real growing network has an underlying link
attachment law that is preferential on degree. For the
simplest case where T compares an empirical distribution
with a theoretical one, but without estimating parame-
ters, the null hypothesis will be rejected (at a 0.05 level of
significance) only if T > 0.0015. In the case shown with
solid line T = 0.023, and for the case where Pout(k) is
geometric (dashed line) T = 0.115. Clearly, T is a good
measure for ranking models (or model selection). The in-
set of Fig. 4 shows the function G(k) for both out-degree
distributions proposed, for the geometric (dashed line)
case the maximum distance between the cumulative dis-
tributions (see eq. 22) occurs at k = 0, and for the other
case (solid line) at k = 10.
As we mentioned at the beginning of this section, the
model is adequate for the scientific publication network,
but the attachment law is completely unknown. We have
proposed one, preferential linking on degree, but we do
not have the possibility to corroborate it. This is one of
the reasons why we are going to study the model under
different attachment laws. The only weak argument in fa-
vor of the law given by eq. 3, is that review papers, that
have a huge number of references, are typically highly
cited compared with regular articles that have a small
number of references. In this way, the correlation be-
tween Din and Dout will be positive, which is a virtue of
the law defined in eq. 3.
D. Different attachment laws
Clearly, it may happen that for a real network the in-
formal checks (covariance, variance and conditional ex-
pectation) discussed before might be not consistent with
the observables of the model. In this case, three things
may be happening: 1) the link attachment law is not ade-
quate, 2) the model is not correct, or 3) both before. The
first point is related to the mechanism of linking: pref-
erential, uniform, non linear preferential, or may have
some age dependency as described in [16, 17]. The sec-
ond point correspond to the growing mechanism, that
can be seen as the core of the model. For example, up-
dating of nodes, or a very high proportion of double links
can be present, that are not considered in the model. In
this section we discuss only the alternative where the at-
tachment law is different from the one proposed in eq. 3
(preferential linking on degree), but the core of the model
remains true.
1. Preferential linking on in-degree
In [5] they studied a model where the attachment law
depends on the in-degree and on the attractiveness. The
proposed law was the following:
πkin =
(A+ k)Nkin∑
(A+ j)N jin
, (23)
where Nkin is the number of nodes with in-degree equal
k. In principle, this can be a good law for the scientific
publications network. The joint attachment law in this
case is given by:
deg,out =
j − k +A
〈Dout〉+A
Pdeg,out(j, k), (24)
where we have used that 〈Din〉 =
kPin(k) = 〈Dout〉.
Replacing eq. 24 in eq. 8, it is very easy to compute the
stationary probabilities:
Pin(k) =
Ψ(k +A, 2 + δ)
Ψ(A, 1 + δ)
P (k) =
Ψ(A, 1 + δ)
Pout(j)Ψ(k − j +A, 2 + δ) (b)
Pin,out(j, k) = Pdeg,out(j + k, k) = Pin(j)Pout(k) (c)
where k, j ∈ No. This case is specially easy to
solve because, for a randomly selected node, the num-
ber of out-links (Dout) and the number of in-links
(Din) are independent random variables (Pin,out(k, j) =
Pin(k)Pout(j)). This mean:
r = 0 (a)
〈Din/Dout = k〉 = 〈Dout〉 (b)
〈Dout/Din = k〉 = 〈Dout〉 (c).
One big difference between the previous attachment law
(eq. 3) and this one (eq. 23) is that Pin(k) depends
only on the mean number of out-links (〈Dout〉) by δ
(δ = A/〈Dout〉), and not on the shape of the out-degree
distribution (Pout(k)). For A > 0 and k >> 1, Pin(k)
behaves as k−(2+δ) no matter which is Pout(k) (only de-
pends on 〈Dout〉). Therefore, under the attachment law
given by eq. 23, the tail of the out-degree distribution
does not give any information about the tail of in-degree
distribution, contrary to what happens for the law of
eq. 3. In addition, for this new attachment law the cor-
relation between Din and Dout is zero (eq. 26 (a)), and
the conditional expectation of Din (Dout) given Dout = k
(Din = k) does not depend on k (eq. 26 (b) and (c)).
Note that πkin in eq. 23 is well defined only for posi-
tive or zero values of attractiveness. But, only strictly
positive values of A are interesting, since for A = 0 we
get that the stationary probability is Pin(k) = δk=0. This
last result is easy is to understand: new nodes appear but
they can not be pointed by other nodes (A = 0), and in
this way the network will be formed by almost all nodes
with zero in-links and only a few (given by the initial
condition of the network) with many in-links. Clearly, in
the limit n→∞ the proportion of nodes with k in-links
goes to a delta function (δk=0).
2. Uniform attachment law
It is thus clear that even when preferential linking is
an accepted mechanism of link attachment, it is neces-
sary to study [18, 19] alternative types. For the uniform
attachment law on degree:
deg,out = Pdeg,out(n, k)
by means of the same technology (replacing πn,kdeg,out in
eq. 8) we obtain:
P (k) =
1 + 〈Dout〉
Pout(j)(
〈Dout〉
1 + 〈Dout〉
Pin(k) =
1 + 〈Dout〉
〈Dout〉
1 + 〈Dout〉
Note that, Pin(k) depends only on 〈Dout〉 (and not
on Pout(k)), and decays exponentially fast. For an
out-degree with Pout(k) ∼ k−(2+β), P (k) behaves as
k−(2+β)f(k)−1, where f(k) is an increasing function of
k that grows more slowly than log(k). It is important to
remark that for empirical (finite) networks, the f(k)−1
term will be very difficult to discriminate (f(k) grows
at a rate slower than log(log(k))). This behavior may
be hard to “separate” from P (k) ∼ k−(2+β), but the in-
degree distribution will sort out any possible confusion
about the link attachment law.
III. CONCLUSIONS
For the model presented here, we showed a simple way
to compute the stationary probabilities. This model was
constructed in order to take into account the main fea-
tures of real directed growing networks with the prop-
erty that almost all the variability in the number of out-
links is “intrinsic” (see Section 2). From the station-
ary Property, we showed how to compute the stationary
joint in-out degree distribution for an arbitrary out de-
gree distribution, and arbitrary link attachment law (π).
We studied three different π’s, paying special attention
to the preferential linking on degree with attractiveness
mechanism (πkn =
(A+k)NknP
(A+j)N
). Once obtained the joint
probability, we compute:
(1) Pin(k) as a function of Pout(k).
(2) The correlation between Din and Dout.
(3) The conditional expectation of Din(Dout) given
Dout(Din).
From Pin(k) we studied the relationship between the
distribution tails, giving a possible explanation for the
in/out degree tail relationship reported for many real net-
works. The statistical measures mentioned in (2) and (3)
were studied for the WWW network, obtaining a good
agreement with some of the analytical results presented
in this paper. Nevertheless, we cannot say that the model
is appropriate to describe this network (an important
part of the variability would be not “intrinsic”).
Finally, we showed an application to the scientific pub-
lications network. In this network:
(a) New publications continuously [21] appear (grow-
ing network) and do not disappear.
(b) The structure is rigid. Published papers cannot
change their references, only new papers can change
the number of citations of already published works.
(c) The publication that is forthcoming has a non pre-
dictable number of references, Dout (random vari-
able)
(d) Even knowing Dout, the cited papers by the forth-
coming publication are unpredictable (there is a law
of attachment, π).
The model we proposed considers the four points men-
tioned above. The main difference with other mod-
els, is that the number of out-links (references) of a
new node (paper) is treated now as a random variable.
Therefore, if the distribution of the number of references
(Pout(k)) is known, an important part ((a),(b) and (c))
of the scientific network will be well described by the
model. But, the distribution of the number of references
of the forthcoming publication (out-degree distribution)
has not been reported. In addition, the attachment law
((d)) of the scientific publication network is completely
unknown, and difficult to estimate it. Thus, we proposed
a simple out degree distribution (geometric) and an at-
tachment law of preferential linking on degree (we also
consider preferential linking on in-degree and uniform at-
tachment). With these two assumptions, we found a very
good fit. This application also served to discuss how to
compare various models. In this matter, we proposed a
measure (eq. 22) frequently used in statistics to compare
two distributions.
From a modeling point of view, we see our results as
a further step from which more complex models may be
built in order to be closer to reality. The model can
be seen as the skeleton to construct more sophisticated
models. For example, it does not seem difficult to in-
corporate in the model double links (a mixed out-links
distribution) in order to be closer to the metabolic net-
work, or some updates in the nodes to mimic the WWW
network. Other important issue to explore is what hap-
pens when Pout(k) depends on time in a simple para-
metric way. This last point is related with accelerating
networks [20].
We thank A. Calabrese, A. Cuevas, M. O’Connell, and
G. Solovey for critical reading of the manuscript, I. Ar-
mendáriz, and P. Ferrari for useful discussions, and A.L.
Barabási and S. Redner for their generosity in sharing
network data.
APPENDIX A: COMMENTS ON THE MODEL
Being rigorous, the model as it was presented in Sec-
tion 2 is not well defined. Yet, as we discuss in this
appendix, this is not a serious problem (all the results
presented before hold). The difficulty is that Pout(k) is
any probability distribution. In particular, it includes
the ones that take infinitely values (such as geometric, or
any one with exponential or power law tails). The prob-
lem can be stated as follows: if a new node, for example
has 1000 links and the network has 100 nodes, what do
we must do with the remaining 900 links?.
We describe below the correct form of the model (that
can be implemented):
(1) Initially the network consists of n nodes connected
in a given arbitrary way.
(2) At each time step starting from n+1, say time step
m, a node with D̃mout outgoing-edges appear. D̃
is a random variable with law Qmout(k) (Q
out(k) ≡
P (D̃mout = k), and
P (D̃mout = k) = 1).
(3) Each new directed edge points out to an existing
node with some probability law πm (uniform, pref-
erential linking, etc.).
The distribution of the number of out-links from a new
node at time m (the networks has m−1 nodes) is defined
by the following equation:
Qmout(k) = P (Dout = k/Dout < m). (A1)
Qmout(k) is the conditional distribution of Dout given
Dout ≤ m − 1. From definition A1 is very easy to see
that Qmout(k) converge to Pout(k),
Qmout(k) = Pout(k), (A2)
as the network grows, where Pout(k) is the distribution
defined a priori (see Section 2). From this last conver-
gence we can see that the model with this correction
(we have only changed Pout(k) by Qmout(k)) has exactly
the same asymptotic behavior that was obtained for the
model presented in Section 2. Therefore, all the results
presented in this paper also hold for the corrected model.
The general conclusion would be:“small effects disappear
at ∞”. See, for instance Section 2.4.1 were we discuss
why for A=0, Pin(k) converges to δk=0.
APPENDIX B: A CLOSED EQUATION FOR P (k)
If we were only interested on the stationary degree dis-
tribution (P (k)), the computation is much easier than the
one presented in Section 2.1, since there is a closed equa-
tion for P (k). The growing network dynamics is given
Nkn+1 = N
n + ∆
n (a)
∆kn = δDout=k +
Dout∑
δYi=k−1 − δYi=k (b)
where {Yi}1≤k≤n is a sequence of independent and identi-
cal distributed random variables, taking value k (k ∈ N)
with probability πkn+1.
Property: ~P ≡ (P (1), P (2), . . . , P (k), . . . ) is the so-
lution of:
〈∆kn/
= ~P 〉 = P (k) ∀k ∈ N. (B2)
Replacing ∆kn by eq. B1 (b) in eq. B2, we get:
〈δDout=k +
Dout∑
δYi=k−1 − δYi=k/
= ~P 〉 = P (k).
From this last equation it is trivial to obtain that the
stationary degree probability satisfies:
P (k) = Pout(k) + (π
k−1 − πk)〈Dout〉 (B4)
where πk is the stationary probability that a new link is
attached to a node with degree j. Under preferential link-
ing on degree linking with attractiveness, the stationary
attachment law, πk, remains equal to (k+A)P (k)〈D〉+A . Replac-
ing πk in eq. B4, and using 〈D〉 = 2〈Dout〉, it is easy
to conclude that the limit degree distribution (P (k)) is
given by eq. B5.
P (k) = Ψ(k +A, 3 + δ)
Pout(j)
Ψ(j +A, 2 + δ)
. (B5)
APPENDIX C: WWW NETWORK
As we have mentioned in the Section 2.2.1, it is difficult
to find articles on networks that report the simple de-
scriptive measures (covariance, variance and conditional
expectation) for nodes discussed here. However, a de-
tailed statistical analysis of the topological properties of
four different WWW networks have been reported re-
cently [12]. In [12] the covariance and the variance of the
number of out-going links (Dout) and in-going links (Din)
are reported, which we give in Table 1. The first thing
Cov(Din, Dout) V ar(Dout) V ar(Din)
WBGC01 155.682 171.61 40080.04
WGUK02 524.244 750.76 20534.89
WBGC03 348.486 870.25 54980742
WGIT04 3478.75 4502.41 776866
TABLE I: Descriptive statistical measures for 4 WWW net-
works. Data from [12].
that can be noted is that for all the domains studied
V ar(Dout) < V ar(Din), consistent with eq. 14. More-
over, Cov(Din, Dout) and V ar(Dout) have similar values
(consistent with eq. 12), the relative differences seems
large only for WBGC03. In order to compare in a bet-
ter way these last two quantities, Table 2 shows r and
V ar(Dout)
V ar(Din)
for the same data. We can see that
WBGC01 and WGIT04 have very similar values of r and
R (see eq. 13). In order to study the relationship between
WBGC01 0.0594 0.0654
WGUK02 0.1335 0.1912
WBGC03 0.0016 0.004
WGIT04 0.0588 0.0761
TABLE II: Correlation (r) and R for 4 WWW networks. Data
computed from Table 1.
〈Din/Dout〉 and Dout is necessary to have the complete
data. At this point, we analyze the WWW data obtained
from [13] presented in [14]. We built up a database with
the information of the number of out-links and in-links
((Dout, Din)) for each of the 325729 nodes. In order to
have a good estimation of the conditional expectation,
we first restrict the study to the values of Dout such that
there exist at least 500 nodes. Fig. 5 (a) shows the rela-
tionship between Dout and the conditional mean of Din
(〈Din/Dout〉) given Dout. Interestingly, there is a strong
relationship between both. For values of the Dout smaller
than 20 there is a clear linear relationship between them.
A robust regression (least median of squares) estimation
between 〈Din/Dout〉 and Dout gives a slope of 0.523 and
an intercept of 1.739. In the case Dout is greater than 20
it seems that 〈Din/Dout〉 grows faster than linear, but it
is not clear if this effect is real (based on Fig. 5 (b)). The
graph presented in Fig. 5 (b) is similar to the one in (a),
but now we study the values of Dout such that there exist
at least 30 nodes. A plot of two different representations
of the joint in-out distribution is given in Fig 5 (c) and
(d), to have an idea of the shape of the joint law, while
(e) shows a scatter plot on a larger grid. Besides, the in-
degree variance (V ar(Din) = 1346.85) is greater than the
out-degree one (V ar(Dout) = 461.25), consistent with
eq. 14. Fig 5 (f) shows the conditional standard devia-
tion of Din given Dout, σin/out =
V ar(Din/Dout). Un-
like the conditional expectation, the conditional variance
does not seem to have any relationship with Dout.
In [14] the authors showed the empirical out de-
gree (Pout(k)) and in degree (Pin(k)) distributions (see
Fig. 6), and reported a power exponent of 2.45 for out-
degree and of 2.1 for the in-degree [22]. This is the first
empirical evidence that the model presented here can
not describe in a good way the WWW network, in the
model the power law exponents are equal. The second
evidence is that r and R are not similar, r = 0.2244 and
R = 0.5852.
APPENDIX D: COMMENT ON THE
SCIENTIFIC PUBLICATION NETWORK
In the scientific publication network it is implicit that
we are under the hypothesis that the citation distribu-
tion for all papers published in 1981 can be treated as
the stationary in-degree distribution of a growing net-
work model. But, why can be treated in this way only
studying the papers of a particular year (1981)?. This
is just because: if the total scientific network has arrived
(today in 2007) to a proportion of papers with k citations
that do not change with time (stationary), then the arti-
cles published in 1981 are a sample of this distribution.
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(2002).
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Barabási, Nature 407, 651 (2000).
[5] S. N. Dorogovtsev, J. F. F. Mendes, A. N. Samukhin,
Phys. Rev. Lett. 85, 4633 (2000).
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(2006).
[12] M. A. Serrano, A. Maguitman, M Bogua, S. Fortunato
and A. Vespignani, ACM Trans. Web, 1, No.2. Article
10 (2007).
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(1999).
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1842 (2000).
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Graphs and Networks: From the Genome to the Inter-
net (Wiley-VCH, Berlin, 2002), 318.
[21] Probably a non-homogeneous Poisson process provides a
good description of the arrival of new publications. But
as we are interested in asymptotic distributions, which
are independent (except in the pathological cases where
explosions might occur) of the arrival process, it is suffi-
cient to study the time step process, where in each step
a new publication is aggregatted.
[22] Our estimations of the exponents have some differences
from the ones in [14], but the difference between the in
and out exponents is still appreciable.
http://www.lambiotte.be/talks/vienna2006.pdf
http://www.nd.edu/~networks/resources.htm
http://physics.bu.edu/~redner/projects/citation/isi.html
FIG. 5: Conditional mean of Din given Dout, when for each
value of Dout there exist at least: (a) 500, and (b) 30 nodes.
Data presented as a confidence interval of 95%. (c) and (d)
Different representations of the joint in-out density of the links
in a node. (e) Scatter plot of Din as a function of Dout. (f)
Conditional standard deviation of Din given Dout, σin�out.
FIG. 6: Pout(k) and Pin(k) as a function of k+1. This graph
was presented in [14].
	Introduction
	Growing Directed Network Model
	Stationary Probabilities
	Descriptive Statistics
	Covariance and conditional expectation
	Relationship between the distribution tails
	Application: scientific publications network 
	Different attachment laws
	Preferential linking on in-degree
	Uniform attachment law
	Conclusions
	Comments on the model
	A closed equation for P(k)
	WWW network 
	Comment on the scientific publication network
	References

  We compute the stationary in-degree probability, $P_{in}(k)$, for a growing
network model with directed edges and arbitrary out-degree probability. In
particular, under preferential linking, we find that if the nodes have a light
tail (finite variance) out-degree distribution, then the corresponding
in-degree one behaves as $k^{-3}$. Moreover, for an out-degree distribution
with a scale invariant tail, $P_{out}(k)\sim k^{-\alpha}$, the corresponding
in-degree distribution has exactly the same asymptotic behavior only if
$2<\alpha<3$ (infinite variance). Similar results are obtained when
attractiveness is included. We also present some results on descriptive
statistics measures %descriptive statistics such as the correlation between the
number of in-going links, $D_{in}$, and outgoing links, $D_{out}$, and the
conditional expectation of $D_{in}$ given $D_{out}$, and we calculate these
measures for the WWW network. Finally, we present an application to the
scientific publications network. The results presented here can explain the
tail behavior of in/out-degree distribution observed in many real networks.

Introduction
	Growing Directed Network Model
	Stationary Probabilities
	Descriptive Statistics
	Covariance and conditional expectation
	Relationship between the distribution tails
	Application: scientific publications network 
	Different attachment laws
	Preferential linking on in-degree
	Uniform attachment law
	Conclusions
	Comments on the model
	A closed equation for P(k)
	WWW network 
	Comment on the scientific publication network
	References
