Max-linear models in random environment

被引:1
|
作者
Kluppelberg, Claudia [1 ]
Sonmez, Ercan [2 ]
机构
[1] Tech Univ Munich, Ctr Math Sci, Boltzmannstr 3, D-85748 Garching, Germany
[2] Univ Klagenfurt, Dept Stat, Univ Str 65-67, A-9020 Klagenfurt, Austria
关键词
Bernoulli bond percolation; Extreme value theory; Graphical model; Infinite graph; Percolation; Recursive max-linear model; PERCOLATION; SUBGRAPHS; EXTREMES; GRAPHS;
D O I
10.1016/j.jmva.2022.104999
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We extend previous work of max-linear models on finite directed acyclic graphs to infinite graphs as well as random graphs, and investigate their relations to classical percolation theory, more particularly the impact of Bernoulli bond percolation on such models. We show that the critical probability of percolation on the oriented square lattice graph Z(2) describes a phase transition in the obtained model. Focus is on the dependence introduced by this graph into the max-linear model. We discuss natural applications in communication networks, in particular, concerning the propagation of influences. (c) 2022 The Author(s). Published by Elsevier Inc. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).
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页数:14
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