Systemic risk in a network fragility model analyzed with probability density evolution of persistent random walks (Q934192)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Systemic risk in a network fragility model analyzed with probability density evolution of persistent random walks |
scientific article |
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Systemic risk in a network fragility model analyzed with probability density evolution of persistent random walks (English)
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29 July 2008
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stochastic process
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mean-field approximation
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persistent random walk
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Birkhoff-Jentzsch theorem
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