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Titel:

Max-linear models in random environment

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
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...     »
Stichworte:
Bernoulli bond percolation; Extreme value theory; Graphical model; Infinite graph; Percolation; Recursive max-linear model
Dewey Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
Journal of Multivariate Analysis
Jahr:
2022
Band / Volume:
190
Jahr / Monat:
2022-07
Quartal:
3. Quartal
Monat:
Jul
Seitenangaben Beitrag:
104999
Sprache:
en
Volltext / DOI:
doi:10.1016/j.jmva.2022.104999
WWW:
ScienceDirect
Verlag / Institution:
Elsevier BV
E-ISSN:
0047-259X
Status:
Erstveröffentlichung
Publikationsdatum:
01.07.2022
Semester:
SS 22
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik
Format:
Text
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