Vijayaraghavan, V. S.,Noel, P. A.,Maoz, Z.,D'Souza, R. M.

Multiplex networks (a system of multiple networks that have different types of links but share a common set of nodes) arise naturally in a wide spectrum of fields. Theoretical studies show that in such multiplex networks, correlated edge dynamics between the layers can have a profound effect on dynamical processes. However, how to extract the correlations from real-world systems is an outstanding challenge. Here we introduce the Multiplex Markov chain to quantify correlations in edge dynamics found in longitudinal data of multiplex networks. By comparing the results obtained from the multiplex perspective to a null model which assumes layers in a network are independent, we can identify real correlations as distinct from simultaneous changes that occur due to random chance. We use this approach on two different data sets: the network of trade and alliances between nation states, and the email and co-commit networks between developers of open source software. We establish the existence of "dynamical spillover" showing the correlated formation (or deletion) of edges of different types as the system evolves. The details of the dynamics over time provide insight into potential causal pathways.