Random matrix approach to shareholding networks

Wataru Souma, Yoshi Fujiwara and Hideaki Aoyama

Physica A: Statistical Mechanics and its Applications, 2004, vol. 344, issue 1, 73-76

Abstract: A shareholding network is represented by a symmetrical adjacency matrix. The random matrix theoretical approach to this matrix shows that the spectrum follows a power law distribution, ρ(λ)∼|λ|-δ, in the tail part. It is also shown that the degree distribution of this network follows a power law distribution, p(k)∼k-γ, in the large degree range. The scaling law δ=2γ-1 is found in this network. The reason why this relation holds is attributed to the local tree-like structure of the shareholding network.

Keywords: Shareholding network; Degree distribution; Spectrum; Scaling law (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:344:y:2004:i:1:p:73-76

DOI: 10.1016/j.physa.2004.06.090

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