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Title:

Max-linear models in random environment

Document type:
Zeitschriftenaufsatz
Author(s):
Klüppelberg, Claudia; Sönmez, Ercan
Abstract:
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...     »
Keywords:
Bernoulli bond percolation; Extreme value theory; Graphical model; Infinite graph; Percolation; Recursive max-linear model
Dewey Decimal Classification:
510 Mathematik
Journal title:
Journal of Multivariate Analysis
Year:
2022
Journal volume:
190
Year / month:
2022-07
Quarter:
3. Quartal
Month:
Jul
Pages contribution:
104999
Language:
en
Fulltext / DOI:
doi:10.1016/j.jmva.2022.104999
WWW:
ScienceDirect
Publisher:
Elsevier BV
E-ISSN:
0047-259X
Status:
Erstveröffentlichung
Date of publication:
01.07.2022
Semester:
SS 22
TUM Institution:
Lehrstuhl für Mathematische Statistik
Format:
Text
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