Physica A 402 (2014) 198–208

Contents lists available at ScienceDirect

Physica A
journal homepage: www.elsevier.com/locate/physa

Birth and death master equation for the evolution of

complex networks
R. Alvarez-Martínez a,e , G. Cocho b,e , R.F. Rodríguez b , G. Martínez-Mekler c,d,e,∗
a
Laboratorio Nacional de Genómica para la Biodiversidad, CINVESTAV-IPN, Irapuato Km. 9.6 Libramiento Norte, CP 36500,
Carretera Irapuato-León, Irapuato, Guanajuato, Mexico
b
Instituto de Física, Universidad Nacional Autónoma de México, Apdo. Postal 20-364, 01000 México, D.F., Mexico
c
Instituto de Ciencias Físicas, Universidad Nacional Autónoma de México, Apartado Postal 48-3, 62251, Cuernavaca, Morelos, Mexico
d
Centro Internacional de Ciencias A.C., Avenida Universidad S/N, Apartado Postal 6-101, Cuernavaca 62131, Morelos, Mexico
e
Centro de Ciencias de la Complejidad, Ciudad Universitaria, UNAM, México, D.F., Mexico

highlights
• We study complex network evolution in terms of birth–death stochastic processes.
• Master equation stationary solution gives the network node probability distribution.
• Related Fokker–Planck analytic stationary solutions follow from Padé approximants.
• We calculate time dependent and similarity solutions of the Fokker–Planck equation.
• Insight on the crossover in network rank-ordered beta-like distributions is given.

article info abstract

Article history: Master equations for the evolution of complex networks with positive (birth) and negative
Received 7 May 2013 (death) transition probabilities per unit time are analyzed. Explicit equations for the
Received in revised form 16 November time evolution of the total number of nodes and for the relative node frequencies
2013
are given. It is shown that, in the continuous limit, the master equation reduces to a
Available online 31 January 2014
Fokker–Planck equation (FPE). The basic dynamical function for its stationary solution is
the ratio between its drift and diffusion coefficients. When this ratio is approximated by
Keywords:
Complex networks
partial fractions (Padé’s approximants), a hierarchy of stationary solutions of the FPE is
Birth–death master equations obtained analytically, which are expressed as an exponential times the product of powers
Fokker–Planck equation of monomials and binomials. It is also shown that if the difference between birth and death
Padé approximants transition probabilities goes asymptotically to zero, the exponential factor in the solution
Rank-ordered generalized beta is absent. Fits to real complex network probability distribution functions are shown.
distributions Comparison with rank-ordered data shows that, in general, the value of this exponential
Power-law scale invariance factor is close to unity, evidencing crossovers among power-law scale invariant regimes
which might be associated to an underlying criticality and are related to a generalization
of the beta distribution. The time dependent solution is also obtained analytically in terms
of hyper-geometric functions. It is also shown that the FPE has similarity solutions. The
limitations of the approach here presented are also discussed.
© 2014 Elsevier B.V. All rights reserved.

∗ Corresponding author at: Instituto de Ciencias Físicas, Universidad Nacional Autónoma de México, Apartado Postal 48-3, 62251, Cuernavaca, Morelos,
Mexico. Tel.: +52 777 3291745.
E-mail addresses: mekler@fis.unam.mx, gmmekler@yahoo.com.mx (G. Martínez-Mekler).

http://dx.doi.org/10.1016/j.physa.2014.01.036
0378-4371/© 2014 Elsevier B.V. All rights reserved.
 R. Alvarez-Martínez et al. / Physica A 402 (2014) 198–208 199

1. Introduction

In recent years much effort has been given to the study of complex networks associated to physical systems, biological
organisms and social organizations. Very often, these networks show small world and power-like behavior and, in particular,
the structure and dynamics of these networks are a matter of intense research. Recently, a variety of models describing
the growth of these networks have been presented. One of these models is due to Barabási and Albert and focuses on the
time dependence of the degree ki of a given node i [1,2]. In this model growth with preferential attachment is taken into
account by assuming a linear growth coefficient. In the continuum limit they obtained a power law behavior for the node
function, with an exponent a = 3. Krapivsky et al. have shown that the scale-free nature of the network is destroyed for
nonlinear preferential attachment [3]. On the other hand, Amaral and Stanley have shown that, in general, the cumulative
probability functions of real networks do not follow a power law behavior and that there is a depression at the tail [4]. They
have proposed two mechanisms in addition to the growth one, namely, aging and cost of the links. Dorogovtsev et al. [5]
studied the accelerated growth in a directed network. Their earlier work [6] showed that the growth constraint of gradual
aging affects the network’s scaling exponent. Local events such as internal edge additions, rewiring and link removal were
studied by Albert and Barabási [7]. They showed that exponential and power-law scaling factors are present in some local-
event regimes. More recently, Li and Chen [8] proposed a local-world evolving network model and Cao et al. [9] proposed a
neighborhood evolving network model. These two models present a transition between power-law and exponential scaling.
Additionally, the case of an evolving network of fixed number of nodes, studied in terms of stochastic processes inspired by
biological reproductive dynamics, proposed by Jensen [10], produced exponential degree distributions.
In this work we look into the evolution of complex networks in terms of a master equation (ME) for birth–death stochastic
processes along lines developed for ecological models [11,12]. We separate the ME into one describing the dynamics of
the total increase and decrease of the number of nodes with k links, N (k, t ), and another one describing the dynamics
of the relative frequencies of occurrence of nodes with k edges. In the k continuum limit, we approximate the ME by a
Fokker–Planck equation (FPE). We hence consider a ME for the discrete case and a FPE for the continuous case, to study the
properties of the degree distribution of edges in the stationary state. For the determination of this distribution we assume
one step stochastic processes for the allocation of edges, and avoid formulating more specific hypothesis. The stationary
solution of the FPE is expressed in terms of the ratio of its drift and diffusion coefficients. One of the main contributions of
this work is to calculate the above ratio by means of Padé approximants. Under this approximation the stationary solution
is given by the product of an exponential times powers of monomials and binomials. It is shown that this solution fits
real networks. When comparison with rank-ordered data holds, the exponential term is often nearly unit, leading to the
generalized beta distribution function shown to be present in a vast amount of data of diverse nature [13].
The material here presented has been organized as follows. In Section 2 we write down the rate-equation for the time
variation of the number of nodes N (k, t ) and construct a Markovian ME for the probability density distribution (relative
frequency), for which a closed-form stationary solution is obtained analytically for arbitrary positive birth and negative
death rates. In Section 3 the continuum limit, where the changes in the number of edges are small, is taken and the ME is
approximated by a (nonlinear) Fokker–Planck equation for which analytic stationary solutions are obtained in terms of Padé
approximants. In Section 4 we derive an analytic time-dependent solution in terms of hyper-geometric functions and also
derive similarity solutions. Section 5 shows real data comparisons for probability density and rank-ordered distributions.
Section 6 closes the paper with a results summary and a discussion of the implications of our findings.

2. Master equation

Stochastic dynamics is a natural framework for the study of the evolution of complex networks [1,10,11]. Given a network
with nodes labeled by their connectivity, changes in their distribution can be studied in terms of death–birth one step
stochastic processes. More specifically, if b(k) and d(k) denote, respectively, the probabilities per unit time that a node with
k edges enters or leaves the network at time t, the time evolution of N (k, t ) may be written in the general form

∂
N (k, t ) = {ξ (k) − F [Σ (t )]} N (k, t ) + {d(k + 1)N (k + 1, t ) + b(k − 1)N (k − 1, t ) − [d(k) + b(k)] N (k, t )} . (1)
∂t
Here the two terms on the r.h.s. within the first curly brackets describe, respectively, the local growth rate and the overall
network decrease rate acting on N (k, t ). Σ (t ) is the total number of nodes at a given time t and F is a function that determines
global constraint features. The terms within the second curly brackets, indicate the balance arising from the birth and death
contributions of first neighbor nodes with k ± 1 edges at time t. If we consider the total number of nodes at a given time t
to be a fixed quantity,

Σ (t ) = N (k, t ). (2)
k

we can define the probability density of finding a node with k edges, or relative frequency distribution, by

N (k, t )
n(k, t ) ≡ . (3)
Σ (t )
200 R. Alvarez-Martínez et al. / Physica A 402 (2014) 198–208

Substitution of Eqs. (2) and (3) into (1) leads to

d
Σ (t ) = ⟨ξ (k)⟩ − F (Σ )Σ (t ), (4)
dt
where the bracket indicates a sum over all k weighted by n(k, t ). If for simplicity we assume ξ (k) to be a linear function of
the number of edges k, so that ⟨ξ (k)⟩ = ξ0 + ξ1 ⟨k⟩, where ξ0 and ξ1 are constants, then Eq. (1) reduces to the following
master equation (ME) for a one step process,
·
n(k, t ) = V (k)n(k, t ) + {d(k + 1)n(k + 1, t ) + b(k − 1)n(k − 1, t ) − [d(k) + b(k)] n(k, t )} (5)
·
where n(k, t ) ≡ ∂ n(k, t )/∂ t and the effective potential V (k) ≡ ξ (k) − ⟨ξ (k)⟩ has the property
⟨V (k)⟩ = 0. (6)
In the rest of this section we shall only consider the case ξ (k) = ξ0 , which reduces Eq. (5) to the general form of the master
equation for a one step process
·
n(k, t ) = {d(k + 1)n(k + 1, t ) + b(k − 1)n(k − 1, t ) − [d(k) + b(k)] n(k, t )} . (7)
It is convenient to rewrite this equation in the more compact form
·
n(k, t ) = E − 1 d(k) + 
E − 1 b(k) n(k, t )
   −1  
 (8)

E ±1 defined by their action over an arbitrary function f (k) by Ref. [14],

expressed in terms of the step operators 

E ±1 f (k) = f (k ± 1).
 (9)
In fact, if k ranges from −∞ to +∞, E ±1 may be regarded as an actual operator in a function space.
Note that we have separated the evolution of N (k, t ) into two equations: one describing the dynamics of the total increase
and decrease of the number of nodes, and another one describing the dynamics of the relative frequencies, implying a
constraint which is expressed by the condition that the sum of the relative frequencies should be equal to one.

2.1. Stationary solution

If the range of values of k is finite, k = 0, 1, 2, . . . , N, Eq. (7) is meaningless for k = 0, and this value is a boundary of the
one step process. However, by assuming
d(0) = b(−1) = 0, (10)
Eq. (7) is still valid for k = 0. Furthermore, it can be shown that in this case the stationary solution, n (k), of Eq. (7) is
s

explicitly given in terms of the transition probabilities per unit time d(k) and b(k) by Ref. [14],
b(k − 1)b(k − 2) · · · b(1)b(0)
ns (k) = ns (0), (11)
d(k)d(k − 1) · · · d(2)d(1)
where
 −1
b(0)b(1) · · · b(k − 1)
N

n (0) =
s
1+ . (12)
k=1
d(1)d(2) · · · d(k)

It is worth mentioning that Eq. (11) remains valid in the case of a half-infinite range k = 0, 1, 2, . . . .
We now proceed with one of the simplest expressions for the death–birth transition probabilities which captures
essential features related to population growth and control, namely:
d(k) = λ1 (C1 + k) (N1 − k) (13)
b(k) = λ2 (C2 + k) (N2 − k) (14)
where λ1 , λ2 provide growth rate information, C1 and C2 are activation thresholds, and N1 , N2 , are saturation values attained
through the quadratic nonlinear feedback.
With this choice d(k) and b(k) are smooth functions of k and vary little when k increases to k + 1. Under these conditions
Eq. (11) becomes
ns (k) 1 1 [C2 (C2 + 1) · · · (C2 + k + 1)]
=
ns (0) [(C1 + 1) · · · (C1 + k)] [(N1 − 1) · · · (N1 − k)] [(N1 + 1) · · · (N1 − k)]

[N2 (N2 − 1) · · · (N2 + k + 1)] λ1

 k
× . (15)
[(N1 + 1) · · · (N1 − k)] λ2
 R. Alvarez-Martínez et al. / Physica A 402 (2014) 198–208 201

Note that all factors in the numerator and denominator may be expressed in combinatorial form. For instance,
[N2 (N2 − 1) · · · (N2 − k + 1)], represents the number of permutations of N2 objects taking k at a time, and it can be rewritten
in the form
N2 !
N2 (N2 − 1) · · · (N2 − k + 1) = . (16)
(N2 − k)!
√
Proceeding in a similar fashion and using Stirling’s approximation, n! = 2π nnn e−n , Eq. (15) may be rewritten as

ns (k) (C2 + k + 1)C2 +k−1/2 (N1 − k + 1)N1 −k+3/2 λ1

 k
∼ C1 +k+1/2
. (17)
ns (0) (C1 + k) (N2 − k)N2 −k+1/2 λ2

Furthermore, by defining the quantities N ≡ (N1 + N2 ) /2, C ≡ (C1 + C2 ) /2, and for k values within the interval
C ≪ k ≪ N, Eq. (17) is approximately given by
N1 −N2 −1 
λ1
 k
N −k
ns (k) ∼ N  , (18)
λ2
C1 −C2 +1
C +k

where N is a constant related to normalization.

3. Fokker–Planck equation

If the changes in k are small and if we are only interested in solutions n(k, t ) that vary slowly with k, then k may be
E ±1 may be replaced by a Taylor series expansion
treated as a continuous variable and the operators 

∂ 1 ∂2 1 ∂3
E ±1 = 1 ±
 + + + ···. (19)
∂k 2 ∂k 2 3! ∂ k3
By substitution into Eq. (8) and by omitting all the derivatives higher than the second, one arrives to the following nonlinear
FPE approximation for the ME (7)

∂ n(k, t ) ∂ 1 ∂2
= − [g (k)n(k, t )] + [f (k)n(k, t )] (20)
∂t ∂k 2 ∂ k2
where the sum f (k) and the difference g (k) of the birth and death rate coefficients are defined by

f (k) ≡ b(k) + d(k) (21)

g (k) ≡ b(k) − d(k). (22)

The stationary n0 (k) solution of (20) is of the general form [14]

k
g (k′ )
  
const
n0 (k) = exp 2 dk′
(23)
f (k) 0 f (k′ )
which defines a Markov process if it is integrable and if it can be normalized to represent a probability distribution. From
now on we shall restrict our calculation to the range 1 ≪ k ≪ N for which the closed expressions for the steady state
solution of the ME were obtained. Under these conditions, we shall only take into account the dominant contribution to
n0 (k) in (23), given by the exponential factor. Since the solution depends on the ratio R(k) ≡ g (k)/f (k), we can approximate
R(k) by Padé approximants. More specifically, this can be accomplished by assuming that the transition probabilities d(k)
and b(k) are polynomials. Therefore, the integrand g (k)/f (k) is a rational function with a numerator of lower degree (m)
than the denominator (n), m ≤ n. This fraction may be expressed as the sum of component fractions whose denominator
are factors of the denominator of the original fraction, that is,

gm (k)
n
 Ai
= A0 + , (24)
fn (k) i=1
k + ci

where A0 and Ai are well defined constants in terms of the original polynomials [15,16]. Then the stationary solution n0 (k)
may be expressed in the form
n

n0 (k) = N exp [A0 k] (k + ci )−Ai (25)
i=1

where N and ci are constants.

202 R. Alvarez-Martínez et al. / Physica A 402 (2014) 198–208

If we associate n0 (k) to ns (k) of the previous section and consider the choice of b(k) and d(k) specified by Eqs. (13) and
(14), a connection can be established by setting m = 1 and n = 2 in (24). Under these conditions, the stationary solution of
the FPE, n0 (k), may be recast in the form
 b
N −k
n0 (k) = N eA0 k  a (26)
C +k
where N is a constant related to normalization and a and b are defined by b ≡ N1 − N2 − 1 and a ≡ C1 − C2 + 1.
If we were to consider Padé approximants of higher order, instead of Eq. (26) our FPE solution would be of the form an
exponential times a product of powers of binomials.
It is worth while mentioning that an alternative procedure for the determination of the stationary solution is by means
of coordinate transformations that convert the FPE into a constant diffusion stochastic process for which the Padé approach
would no longer be required. The implementation of this method is however less systematic than the one here presented
and may require case dependent approximation schemes.

4. Time dependent solution

As an approximation to the general ME (7), the FPE (20) is easier to handle and it can be solved analytically for the
present model with the special choice of transition probabilities given by (13) and (14). If we use the method of separation
of variables, the solution n(k, t ) of Eq. (20) is expressed as
n(k, t ) = X (k)T (t ). (27)
If this form is substituted in Eq. (20), the following ordinary differential equations for T (t ) and X (k) are obtained,

Ṫ (t ) = −Λ(t ) (28)
with solution
T (t ) = e−Λt T0 (29)
where Λ is an arbitrary but positive (separation) constant, and

X ′′ (k) + F (k)X ′ (k) + G(k)X (k) = 0 (30)

with
g (k) + f ′ (k)
F (k) ≡ 2 (31)
f (k)
g (k) + f ′′ (k)/2 + Λ
G(k) ≡ 2 (32)
f (k)
where the primes denote derivation with respect to k. By defining the auxiliary variable x ≡ 2k/ϵ with
ϵ ≡ N1 + N2 − (C1 + C2 ) (33)
and by using the quadratic transition probabilities (13), (14), Eq. (30) reduces to

(1 − x) xX ′′ (x) + (H + Ix) X ′ (x) + (Λ − 2) X (x) = 0 (34)

where the following abbreviations have been used
H ≡ N1 − N2 − (C1 + C2 ) − 4 (35)
N1 + N2 − (C1 + C2 ) − C1 N1 − C2 N2
I ≡ . (36)
N1 + N2 − (C1 + C2 )
Recalling that the differential equation which defines the hyper-geometric function
u(z ) ≡ F (α, β; γ ; z ) (37)
is

d2 u du
z (1 − z ) + [γ − (α + β + 1) z] − αβ u = 0 (38)
dz 2 dz
a comparison between Eqs. (34) and (38) yields
X (x) = F (α, β; γ ; z ) (39)
 R. Alvarez-Martínez et al. / Physica A 402 (2014) 198–208 203

with
C2 N2
γ ≡1− (40)
N1 + N2 − (C1 + C2 )
2−Λ
β≡ (41)
α±
where

2α± = −1 ± [N1 + N2 − C1 − C2 − 3]2 − 4 (1 − Λ). (42)
In terms of the original variable k, the solution (39) reads
 
2
n(k, t ) = n̄e−Λt F α, β; γ ; k (43)
ϵ
with
2T0
n̄ ≡ . (44)
ϵ
We would like to point out that a procedure similar to the one we have presented here for the derivation of Eq. (43)
was implemented by McKane et al. in Ref. [11] to solve analytically the equation for the characteristic function of a master
equation describing the evolution of an ecological community.
As mentioned in the introduction, very often complex networks show small world and power-like behavior. For this
reason it is of interest to know if our FPE (20) has similarity solutions. For this purpose we shall apply the general method
developed in Refs. [17,18] to show that Eq. (20) has similarity solutions.
Following Ref. [17], Eq. (20) can be rewritten as
∂ ∂ ∂
 
n(k, t ) = −R(k)n + [D(k)n] (45)
∂t ∂k ∂k
with
1 df
R(k) ≡ −g (k) + (46)
2 dk
and
f (k)
D(k) ≡ . (47)
2
On the other hand, (20) can also be rewritten in the general form
nt − a(k)n − b(k)nk − D(k)nkk = 0 (48)
with nt ≡ ∂ n/∂ t , nk ≡ ∂ n/∂ k, nkk ≡ ∂ n/∂ k and 2 2

dR(k)
a(k) ≡ (49)
dk
dD(k)
b(k) ≡ R(k) + . (50)
dk
Define the new variable

dk
z (k) ≡
[D(k)]1/2
√  dk
= 2 (51)
Q (k)1/2
with Q (k) ≡ Mk2 + Nk + L, M = − (λ1 + λ2 ) , N = λ2 (N2 − C2 ) + λ1 (N1 − C1 ) , L = λ1 C1 N1 + λ2 C2 N2 , where we have
used Eqs. (13) and (14). z (k) may take different values depending on the values of the parameters λ1 , λ2 , C1 , C2 and N1 , N2 ;
for instance, if M > 0
1   
z (k) = √ ln 2 MD(k) + 2Mk + N . (52)
M
According to Ref. [17], any choice of R(k) and D(k) which make it possible to satisfy the equation

d3 τ ( t ) d2 τ ( t ) dτ (t )
z2 −2 − b(k) − 8f0 = 0 (53)
dt 3 dt 2 dt
204 R. Alvarez-Martínez et al. / Physica A 402 (2014) 198–208

where f0 is an arbitrary function of t, will lead to a class of similarity solutions. Since in our case z 2 (k), b(k) are given functions
of k and are independent of t, and if f0 is chosen to be f0 = peqt , where p and q are arbitrary constants, the resulting Eq. (53)
can be solved by standard methods like variation of parameters. In this way we arrive at the following solution
Λ1 Λ2 1
τ (t ) = exp (m1 t ) + exp (m2 t ) + Λ3 +
m1 m2 3m1 + m2
t s t s
     
(3m1 +m2 )ζ −2m1 µ m1 ζ −2m1 η
× exp [(3m1 + m2 ) t] e dζ e f0 (µ)dµ − e dζ e f0 (η)dη (54)

where Λ1 , Λ2 , Λ3 are arbitrary constants and

1   
m1 = 2
1 + 2 1 − z 2 b(z ) (55)
z
1   
2 b(z ) .
m2 = 1 − 2 1 − z (56)
z2
This result shows that the FPE (20) has indeed similarity solutions.

4.1. Fokker–Planck equation with reaction–diffusion

To construct a FPE with reaction–diffusion let us go back to Eq. (7) and consider now the case when the effective potential
does not vanish, V (k) ≡ A(k) − ⟨A(k)⟩ ̸= 0, and is a so far an unspecified function of k. In this case the ME (8) becomes

∂ n(k, t )
= V (k)n(k, t ) +  E − 1 d(k) + 
E − 1 b(k) n(k, t )
   −1  
(57)
∂t
and using the expansion (19), in the continuous limit it reduces to the following equation

∂ n(k, t ) ∂ 1 ∂2
= V (k)n(k, t ) + [−g (k)n(k, t )] + [f (k)n(k, t )] . (58)
∂t ∂k 2 ∂ k2
In order to identify (58) as a nonlinear Fokker–Planck equation (NLFPE), it is necessary to derive an approximate
expression for the effective potential V (k) as a function of k. Let n(k) be the stationary solution of this equation defined
by the condition
 
d 1 d
V (k)n(k) + −g (k)n(k) + [f (k)n(k)] = 0. (59)
dk 2 dk
We shall assume that n(k) may be expressed as
n(k) = n0 (k)r (k) (60)
where n0 (k) is the stationary solution of Eq. (59) when V (k) = 0 and is given by Eqs. (25) or (23); r (k) is the hyper-geometric
function defined by Eqs. (39)–(42). Substitution of Eq. (60) into (59) yields the following equation for V (k)

r ′′ (k) n′0 (k) r ′ (k)

   
V (k) = −f (k) −g (k) + 2 f (k) + f (k)′
. (61)
r (k) n0 (k) r (k)
But since r (k) is of the form
 
2
r (k) = F α, β; γ ; k (62)
ϵ
substitution of Eqs. (26) and (62) into (60) leads to
 b  
N −k 2
n(k) = λeA0 k  a F α, β; γ ; k . (63)
C +k ϵ
Then from Eqs. (61) and (63) we arrive at the following expression for the effective potential V (k)

F ′′ (k) n′0 (k) F ′ (k)

   
V (k) = −f (k) −g (k) + 2 f (k) + f (k)′
(64)
F (k) n0 (k) F (k)
where the primes denote derivatives of the hyper-geometric function with respect to k. Substitution of (64) into (58) yields
a well defined FPE with reaction–diffusion.
 R. Alvarez-Martínez et al. / Physica A 402 (2014) 198–208 205

Fig. 1. Degree distribution of collaborations between authors of papers submitted to arXiv website. These papers were classified under the subfield of
AstroPhysics. Data consist in 23,133 authors and 186,936 links from January 1993 to April 2003. The fit was performed with n0 (k) = N exp(−3.95k)
(251 − k)0.33 /k0.02 , where k is the number of collaborators and N is a normalization factor. The correlation coefficient is r 2 = 0.93.
Source: http://snap.stanford.edu/data/ca-AstroPh.html [20].

5. Real data comparison

In order to gauge the agreement of our results with real data, here we present, as an illustration, fits of Eq. (26) to three
cases which can formulated in terms of birth–death processes. As a first example we consider data for the collaborations
amongst astrophysics researchers, measured in terms of their co-authorship in indexed research journals [19]. Investigators
are the network nodes and common publications the links. In terms of a death and birth analogy we have that researchers in
their training stage tend to work with members of their close academic environment (birth), latter on, as they become more
experienced and advance in their academic careers they acquire certain degree notoriety which attracts a wider community
of researches with whom they establish collaborations, i.e., links (initial growth state). This trend continues till they reach
the height of their careers and become research group leaders, with postgraduate students and postdoctoral associates
(top growth stage). However, in general, there comes a time in which their working capacity diminishes, their productivity
reduces and eventually they retire (death stage). In Fig. 1 we show the data fitting with an expression of the form of Eq. (26)
with parameters (A0 , a, b) = (−3.95, 0.33, 0.02) and correlation coefficient r 2 = 0.93.
A similar situation to the above occurs with regard to science research journal citations. It takes time for a paper that
appears in a journal (birth) to circulate amongst the scientific community working on a given subject. Once it has drawn
some attention, initial citations give way to further citations (growth). In general, later on, the findings are superseded by
posterior work and it is less cited (decrease), eventually, in most cases the work falls into oblivion (death). The data we
analyzed refers to citations in the field of high energy physics. The fit in Fig. 2 is as performed as in Fig. 1 now with the
parameters defined in Eq. (26) with values (A0 , a, b) = (−3.48, 0.605, 0.011). For this case the correlation is r 2 = 0.97. We
have looked into several other disciplines with results similar to the one here presented.
It is worthwhile to point out that within the parameter range of (A0 , a, b) such that the stationary solution, Eq. (26),
for the relative frequency of obtaining a given property k of a system, is a monotonically decreasing function of k, this
solution is closely related to rank frequency distributions, for which a host of data is available. In the context of the
networks we are considering in this paper, this connection holds particularly well if there are hardly any, or no gaps along
the link enumeration. Formally, rank ordered data distributions can be obtained from probability density distributions by
inverting and translating the corresponding accumulated probability function. For the special case of power law pdfs, the
corresponding rank ordered distribution can be readily determined and it is also a power law, furthermore, there is an
equation relating both exponents [12]. For our family of steady state solutions, however, the integral of the probability
distribution function Eq. (26) cannot be expressed in a closed form (except for limiting cases) and hence, an analytical
expression for the accumulated probability function in unattainable. Nevertheless, based on the above remarks, if under the
appropriate conditions we proceed to fit rank-ordered data with the stationary solution of the our Master and Fokker–Planck
equations associated to the birth–death processes, we often obtain correlation coefficients above 0.98. An extended
presentation of the ubiquity of Eq. (26), even without the exponential factor (i.e. with λ1 = λ2 for the ME, or A0 = 0
for the FPE) can be found in Ref. [13] and references therein, as well as in Refs. [21–25].
Fig. 3 gives an example of the fit accuracy with the exponential factor taken into account for the actor–movie network [2].
This is one of the most studied complex networks in the past few years and has been subject to analysis in terms of network
modeling that relies on preferential attachment [1,2]. Here actors are nodes and links represent common participation in a
movie. Young and upcoming actors steadily increase their share of the cinema market (birth and growth) until due to their
age and the incorporation of new actors there are less parts available. Eventually retirement and death take their toll (death
206 R. Alvarez-Martínez et al. / Physica A 402 (2014) 198–208

Fig. 2. Degree distribution of citations between authors of papers submitted to arXiv website. These papers were classified under the subfield of High
Energy Physics. Data consist in 27,770 papers and 352,807 cites from January 1993 to April 2003, the 2.00% most cited papers were excluded as outliers.
Fit was performed with n0 (k) = N exp(−3.48k)(100 − k)0.61 /k0.11 , where k is the number of citations and N is a normalization factor. The correlation
coefficient is r 2 = 0.97.
Source: http://snap.stanford.edu/data/ca-AstroPh.html [20].

Fig. 3. Rank-order distribution of actor collaboration network from IMDB containing 372,794 linked actors. Fit was performed with n0 (k) = N exp
(0.0000013k)(372794 − k)0.68 /k0.53 , where k is the number of actor collaborators in a film and N is a normalization factor. The correlation coefficient is
r 2 = 0.99.

and decay). In the fit shown in Fig. 3 (A0 , a, b) = (0.0000013, 0.68, 0.53), and r 2 = 0.99. The small value of A0 highlights
the convergence to a two power law behavior. This is corroborated in Ref. [13] where a fit was carried out without the
exponential factor and r 2 was again over 0.99. We have thus provided an alternative underlying dynamics for the evolution
of the movie–actor network in terms of a birth–death stochastic process without explicitly invoking preferential attachment,
and for which network decay is taken into account at the onset of the modeling.

6. Summary and discussion

The work presented addresses two main issues: (i) the determination of analytical expressions, valid under certain
approximations, of steady-state and time dependent solutions of a class of birth–death master equations and (ii) the
implementation of a formalism for the study of statistical properties of a class of complex networks based on birth–death
stochastic processes.
With respect to (i) we have set up a master equation for the dynamics of complex networks prompted by an analogy
with the evolution of ecological communities. Transition probabilities per unit time were assigned in terms of birth–death
 R. Alvarez-Martínez et al. / Physica A 402 (2014) 198–208 207

processes. In the continuum limit we have derived the corresponding FPE, where the effective dynamic coefficient for its
stationary solution is the ratio of two functions, namely, the drift and diffusion coefficients. One of our main contributions
is to express this effective function in terms of Padé approximants. Under this scheme we obtained a hierarchy of analytical
expressions for the steady state solution of the FPE, which are expressed as a product of an exponential times products of
powers of binomials of the type encountered in beta distributions. We solved in detail the case for which the death and birth
transitions are quadratic for the ME and for the FPE up to the second Padé approximant. Another of our main results is that
within our approximation we are also able to calculate analytic expressions for the time-dependent solutions and show that
our FPE has similarity solutions. With respect to (ii) we have shown, as an illustration, that our solution of the FPE gives good
fits to the pdf data of two network cases which can be cast as in terms of birth and death stochastic processes. Furthermore,
we have mentioned under which circumstances our steady-state solution of the FPE may be an appropriate functional form
for the study of rank-ordered network distributions. In this context we have presented the outcome of fitting movie–actor
network data with our steady state solution and have shown that the exponential factor is negligible, this result is in good
agreement with a previous phenomenological study where a discrete generalized beta distribution (DGBD) was used [13].
We have performed similar determinations on a variety of other networks considered in Ref. [13] which show the same
DGBD pattern. The ubiquity and precision of the fits obtained with only two exponents suggests that if higher order Padé
approximants were to be considered for the solution of the FPE, the ensuing pole structure convergence properties would
be such that the consideration of effective exponents is justified. An investigation of such a behavior is a matter for further
research.
Given that the beta distribution type expression, Eq. (26) with A0 = 0, is a quotient of two power laws, a log–log plot
evidences a cross-over phenomena between two-scale invariants regimes. If a connection were to be established between
the scale invariance and some manifestation of criticality, our work could provide some insight on the genesis of such
criticality. A common feature of this work and other studies related to the encounter of the generalized beta distribution
statistical behavior is the presence of opposing dynamics, be it death–birth, duplication–mutation [26], intermittency-
chaos (R. Alvarez-Martinez, G. Martínez-Mekler, G. Cocho, to be submitted), random variable subtraction dynamics [27].
This observation might contribute to the discussion of the presence of criticality in many biological systems [28–31]. We
should emphasize that we are not saying that conflicting dynamics are necessary for a good DGBD fit. More likely, whenever
such a connection can be established, some understanding of underlying processes is acquired and in cases a meaning
can be attached to the exponents. There are evidences that a can be associated to a systematic, correlated behavior and
b to disorder [26]. Furthermore, by establishing a connection between our birth–death ME and a corresponding Langevin
formulation this finding is strengthened since a stems from the deterministic Langevin term, while b is related to the noise
contribution. Further studies for the comprehension of the genesis of the generalized beta distribution are called for.

Acknowledgments

We thank a reviewer for calling Ref. [17] to our attention. GC and RFR acknowledge partial financial support from grants
DGAPA-UNAM IN103911 and IN102609, GMM from grants IN109111 and CONACyT 129471, RAM for postdoctoral grant
CONACyT 105368. GMM also thanks the hospitality of the University of Florence during a sabbatical leave where part of this
work was carried out, as well as support from CONACyT and DGAPA-UNAM during that period.

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