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Related papers: Random Variables in Graph W*-Probability Spaces

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In liquid option markets, W-shaped implied volatility curves have occasionally be observed. We show that such shapes can be reproduced in a mixture of two variance-gamma models. This is in contrast to lognormal models, where at least three…

Mathematical Finance · Quantitative Finance 2022-09-30 Martin Keller-Ressel

Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio $X/Y$ is derived. Some basic distributional properties are also derived, including…

Probability · Mathematics 2023-02-27 Robert E. Gaunt , Siqi Li

A Random Geometric Graph (RGG) ensemble is defined by the disordered distribution of its node locations. We investigate how this randomness drives sample-to-sample fluctuations in the dynamical properties of these graphs. We study the…

Physics and Society · Physics 2018-12-05 Matthew Garrod , Nick S. Jones

We obtain expected number of arrivals, absorption probabilities and expected time until absorption for an asymmetric discrete random walk on a graph in the presence of multiple function barriers. On each edge of the graph and in each vertex…

Probability · Mathematics 2023-07-26 Theo van Uem

Networks representing many complex systems in nature and society share some common structural properties like heterogeneous degree distributions and strong clustering. Recent research on network geometry has shown that those real networks…

Physics and Society · Physics 2015-09-23 Rodrigo Aldecoa , Chiara Orsini , Dmitri Krioukov

The paper applies the theory developed in Part I to the discrete normal approximation in total variation of random vectors in ${\mathbb Z}^d$. We illustrate the use of the method for sums of independent integer valued random vectors, and…

Probability · Mathematics 2016-12-23 A. D. Barbour , Malwina J. Luczak , Aihua Xia

We are interested in modeling networks in which the connectivity among the nodes and node attributes are random variables and interact with each other. We propose a probabilistic model that allows one to formulate jointly a probability…

Probability · Mathematics 2016-09-07 Haiyan Cai

Gibbs random fields corresponding to systems of real-valued spins (e.g. systems of interacting anharmonic oscillators) indexed by the vertices of unbounded degree graphs with a certain summability property are constructed. It is proven that…

Probability · Mathematics 2009-04-22 Yuri Kondratiev , Yuri Kozitsky , Tanja Pasurek

Within a random-matrix-theory approach, we use the nearest-neighbor energy level spacing distribution $P(s)$ and the entropic eigenfunction localization length $\ell$ to study spectral and eigenfunction properties (of adjacency matrices) of…

Physics and Society · Physics 2017-08-14 L. Alonso , J. A. Mendez-Bermudez , A. Gonzalez-Melendrez , Yamir Moreno

A randomly perturbed graph $G^p = G_\alpha \cup G(n,p)$ is obtained by taking a deterministic $n$-vertex graph $G_\alpha = (V, E)$ with minimum degree $\delta(G)\geq \alpha n$ and adding the edges of the binomial random graph $G(n,p)$…

Combinatorics · Mathematics 2024-11-20 Sylwia Antoniuk , Nina Kamčev , Christian Reiher

Consider a random graph $G$ of size $N$ constructed according to a \textit{graphon} $w \, : \, [0,1]^{2} \mapsto [0,1]$ as follows. First embed $N$ vertices $V = \{v_1, v_2, \ldots, v_N\}$ into the interval $[0,1]$, then for each $i < j$…

Statistics Theory · Mathematics 2021-12-09 Amine Natik , Aaron Smith

Let P_{n,d,D} denote the graph taken uniformly at random from the set of all labelled planar graphs on {1,2,...,n} with minimum degree at least d(n) and maximum degree at most D(n). We use counting arguments to investigate the probability…

Combinatorics · Mathematics 2011-01-28 Chris Dowden

The theory of dense graph limits comes with a natural sampling process which yields an inhomogeneous variant G(n,W) of the Erdos-Renyi random graph. Here we study the clique number of these random graphs. We establish the concentration of…

Combinatorics · Mathematics 2018-12-04 Martin Doležal , Jan Hladký , András Máthé

In the branch of mathematics known as graph theory, graphs are considered as a set of points, called vertices, with connections between these points, called edges. The purpose of this paper is to study mappings between two graphs that have…

Combinatorics · Mathematics 2019-03-19 Jeffrey Beyerl , Cameron Sharpe

We prove a general large sieve statement in the context of random walks on subgraphs of a given graph. This can be seen as a generalization of previously known results where one performs a random walk on a group enjoying a strong spectral…

Group Theory · Mathematics 2017-01-09 Florent Jouve , Jean-Sébastien Sereni

In this paper we show that Leavitt path algebras of weighted graphs and Leavitt path algebras of separated graphs are intimately related. We prove that any Leavitt path algebra $L(E,\omega)$ of a row-finite vertex weighted graph…

Rings and Algebras · Mathematics 2022-05-12 Pere Ara

Conventionally used exponential random graphs cannot directly model weighted networks as the underlying probability space consists of simple graphs only. Since many substantively important networks are weighted, this limitation is…

Probability · Mathematics 2019-06-10 Ryan DeMuse , Danielle Larcomb , Mei Yin

In this work we introduce Dynamic Random Geometric Graphs as a basic rough model for mobile wireless sensor networks, where communication distances are set to the known threshold for connectivity of static random geometric graphs. We…

Discrete Mathematics · Computer Science 2007-05-23 Josep Diaz , Dieter Mitsche , Xavier Perez

In this article we are introducing combinatorial spectra of graphs, this is a generalization of $H$-Hamiltonian spectra. The main motivation was to made from $H$-Hamiltonian spectra an operation and develop some algebra in this field. An…

Combinatorics · Mathematics 2023-11-21 Martin Dzúrik

In this paper, we consider a one-dimensional random geometric graph process with the inter-nodal gaps evolving according to an exponential AR(1) process, which may serve as a mobile wireless network model. The transition probability matrix…

Information Theory · Computer Science 2009-12-09 Yilun Shang