In this paper, we suggest that, in addition to common exogenous factors, the structure of links in the economy might have a bearing on credit loss distributions. Insight gained from considering the ...
The Annals of Applied Probability, Vol. 22, No. 5 (October 2012), pp. 1989-2047 (59 pages) Bootstrap percolation on the random graph G n,p is a process of spread of "activation" on a given realization ...
Brazilian Journal of Probability and Statistics, Vol. 34, No. 3 (2020), pp. 613-628 (16 pages) This paper deals with branching processes in varying environment with selection, where the offspring ...
Researchers are uncovering the hidden laws that reveal how the Internet grows, how viruses spread, and how financial bubbles burst. Last week, United Airlines grounded nearly 5,000 flights when its ...