提出新型网络权重集中度量方法,融合结构与权重信息。
Structural Concentration in Weighted Networks: A Class of Topology-Aware Indices
- 构建基于网络结构的加权集中度量框架,融合权重与拓扑关系。
- 同一权重分布下,不同网络结构导致集中度差异显著。
- 适用于经济、金融等复杂系统的多维度依赖分析。
本文提出统一框架,用于衡量嵌入在交互网络中的加权系统中的集中程度。传统指标如赫芬达尔-赫希曼指数虽能捕捉权重分散性,却忽略了元素间关系的拓扑结构。为此,我们引入一族拓扑感知的集中度量,联合考虑权重分布与网络结构。核心是基准网络集中度指数(NCI),定义为归一化的二次型,衡量实际实现的加权连接占潜在连接的比例。在此基础上,构建了多种扩展形式,包括加权、密度调整、零模型、度约束、数据变换及多层变体。该系列指标保持归一化、不变性和可解释性,支持在强度、高阶交互和极端事件等多维度评估集中度。理论结果揭示其与经典集中度和网络度量的关系。实证与模拟表明,相同权重分布下,不同网络拓扑会导致显著不同的结构性集中度,凸显新框架的信息增益。该方法广泛适用于经济、金融及复杂系统中的加权交互场景。
原文摘要 · Abstract (English)
This paper develops a unified framework for measuring concentration in weighted systems embedded in networks of interactions. While traditional indices such as the Herfindahl-Hirschman Index capture dispersion in weights, they neglect the topology of relationships among the elements receiving those weights. To address this limitation, we introduce a family of topology-aware concentration indices that jointly account for weight distributions and network structure. At the core of the framework lies a baseline Network Concentration Index (NCI), defined as a normalized quadratic form that measures the fraction of potential weighted interconnection realized along observed network links. Building on this foundation, we construct a flexible class of extensions that modify either the interaction structure or the normalization benchmark, including weighted, density-adjusted, null-model, degree-constrained, transformed-data, and multi-layer variants. This family of indices preserves key properties such as normalization, invariance, and interpretability, while allowing concentration to be evaluated across different dimensions of dependence, including intensity, higher-order interactions, and extreme events. Theoretical results characterize the indices and establish their relationship with classical concentration and network measures. Empirical and simulation evidence demonstrate that systems with identical weight distributions may exhibit markedly different levels of structural concentration depending on network topology, highlighting the additional information captured by the proposed framework. The approach is broadly applicable to economic, financial, and complex systems in which weighted elements interact through networks.
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