The behavior of real systems is often stochastic, and the connections
between their elements can be adequately described as correlations. In recent years,
there have been trends of increasing and complicating modern networks with the
growth of their dependence on each other. We observe how several networks are
combined into one interdependent network structure. This leads to an increase in the
risks that the failure of nodes in one network may lead to the failure of dependent
nodes in other networks. As a result of such failures, catastrophic cascade failures
can occur in such interconnected network structures. Given the scale of such structures, which are often critical infrastructures, this problem becomes very relevant.
The chapter considers the problem of the influence of correlation between individual
nodes on the risk of cascading failures in networks. However, determining the correlation between networks is a difficult task in practice. Therefore, for the risk analysis of real network structures, it is first necessary to conduct a study on models, and only
then move on to solving practical problems. Applied to Gaussian model network
structures, the influence of the closeness of the relationship between subsystems on
the risk of cascading failures has been studied. The value of the risk was estimated
as the probability of such failures. As an indicator of the risk of cascading failures in
the network structure, it is proposed to use the entropy indicator of the relationship
between its subsystems. And to reduce the risk of cascading failures in the network
structure, it is necessary to reduce the tightness of correlation between the most
interconnected elements of subsystems.