Event ambiguity fuels the effective spread of rumors

Jiuping Xu () and Yi Zhang ()
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Jiuping Xu: Business School, Sichuan University, Chengdu 610064, P. R. China
Yi Zhang: Business School, Sichuan University, Chengdu 610064, P. R. China;

International Journal of Modern Physics C (IJMPC), 2015, vol. 26, issue 03, 1-16

Abstract: In this paper, a new rumor spreading model which quantifies a specific rumor spreading feature is proposed. The specific feature focused on is the important role the event ambiguity plays in the rumor spreading process. To study the impact of this event ambiguity on the spread of rumors, the probabilityp(t)that an individual becomes a rumor spreader from an initially unaware person at timetis built.p(t)reflects the extent of event ambiguity, and a parametercofp(t)is used to measure the speed at which the event moves from ambiguity to confirmation. At the same time, a principle is given to decide on the correct value for parametercA rumor spreading model is then developed with this function added as a parameter to the traditional model. Then, several rumor spreading model simulations are conducted with different values forcon both regular networks and ER random networks. The simulation results indicate that a rumor spreads faster and more broadly whencis smaller. This shows that if events are ambiguous over a longer time, rumor spreading appears to be more effective, and is influenced more significantly by parametercin a random network than in a regular network. We then determine parameters of this model through data fitting of the missing Malaysian plane, and apply this model to an analysis of the missing Malaysian plane. The simulation results demonstrate that the most critical time for authorities to control rumor spreading is in the early stages of a critical event.

Keywords: Rumor spreading; ambiguous; clear speed; critical time; 87.23.GE; 02.30.Hq; 87.23.Kg (search for similar items in EconPapers)
Date: 2015
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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DOI: 10.1142/S0129183115500333

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