English

Max-linear models in random environment

Probability 2022-06-27 v3

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 Z2\mathbb{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.

Keywords

Cite

@article{arxiv.1804.06102,
  title  = {Max-linear models in random environment},
  author = {Claudia Klüppelberg and Ercan Sönmez},
  journal= {arXiv preprint arXiv:1804.06102},
  year   = {2022}
}

Comments

To appear in Journal of Multivariate Analysis

R2 v1 2026-06-23T01:26:02.514Z