SearcharxivSearch

arXiv · 2304.09958

It is hard to kill fake news

Abstract

We study a model for the spread of fake news, where first a piece of fake news is spread from a location in a network, followed by a correction to the news. We assume that both the fake as well as correct news travel as first-passage percolations or SI epidemics with i.i.d.\ traversal times, possibly with different distributions and dependence. We make the (hopeful) assumption that once a vertex in the network hears the correct news, they are immediately convinced that this is indeed correct, and continue to spread the correct news. Even in this optimistic scenario, our main results show that it is very difficult to remove the fake news from the network, even when the correct news would spread much faster than the fake news. We show this on the configuration model, a model that has gained enormous popularity as a simple, yet flexible, model for real-world networks. The crux of the proof is the realization that this problem on a branching process tree (which is known to be the local limit of the configuration model) can be reformulated in terms of the maximum of a branching random walk, a topic that has attracted considerable attention in the past decade. We then extend the results to the graph setting using couplings to branching processes, local convergence and detailed estimates on first-passage percolation on random graphs as derived in \cite{BhaHofHoo17}. Remarkably, despite the fact that our proofs for the configuration model rely on its local branching process structure, the condition for strong survival on a finite number of generations of a branching process tree is {\em different} from that on the configuration model.

Explore related subjects

Keep this discovery

BibTeXRIS

Remco van der Hofstad, Seva Shneer. 2023-04-19. It is hard to kill fake news. https://arxiv.org/abs/2304.09958

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR