Max-linear models in random environment

DOI10.1016/J.JMVA.2022.104999MaRDI QIDQ6300444arXivFDO

Authors Claudia Klüppelberg, Ercan Sönmez

Publication date 17 April 2018

Published in arXiv

Full work available at URL https://doi.org/10.1016/J.JMVA.2022.104999

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Statistics of extreme values; tail inference (62G32) Probabilistic graphical models (62H22)

arXiv classification

math.PR

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 $mathbb{Z}^2$ 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.

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