Emergence of multivariate extremes in multilayer inhomogeneous random graphs

In this paper we develop a multilayer inhomogeneous random graph model (MIRG). Layers of the MIRG may consist of both single-edge and multi-edge graphs. In the single layer case, it has been shown that the regular variation of the weight distribution underlying the inhomogeneous random graph implies the regular variation of the typical degree distribution. We extend this correspondence to the multilayer case by showing that multivariate regular variation of the weight distribution implies multivariate regular variation of the asymptotic degree distribution. Furthermore, under suitable assumptions, the extremal dependence structure present in the weight distribution will be adopted by the asymptotic degree distribution. By considering the asymptotic degree distribution, a wider class of Chung–Lu and Norros–Reittu graphs may be incorporated into the MIRG layers. Additionally, we prove consistency of the Hill estimator when applied to degrees of the MIRG that have a tail index greater than 1. Simulation results indicate that, in practice, hidden regular variation may be consistently detected from an observed MIRG. Finally, we analyze user interactions on Reddit and observe that they exhibit properties of the MIRG.