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Summary: Extremal dependencies and rank correlations in
power law networks
Yana Volkovich1
, Nelly Litvak1
, and Bert Zwart2
1
University of Twente, P.O. Box 217, 7500 AE, Enschede, The Netherlands
y.volkovich,n.litvak@ewi.utwente.nl
2
CWI, Science Park Amsterdam, Kruislaan 413, 1098 SJ
Amsterdam, The Netherlands
bert.zwart@cwi.nl
Summary. We analyze dependencies in complex networks characterized
by power laws (Web sample, Wikipedia sample and a preferential attach-
ment graph) using statistical techniques from the extreme value theory
and the theory of multivariate regular variation. To the best of our knowl-
edge, this is the first attempt to apply this well developed methodology
to comprehensive graph data. The new insights this yields are striking:
the three above-mentioned data sets are shown to have a totally different
dependence structure between graph parameters, such as in-degree and
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